# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-258934
**Filing Date:** 2026-6
**Character Count:** 1882379
**Document Hash:** 0c377e7e40c9926eb64bcf2ee59939d6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-258934.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-258934

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260529

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Money Market Obligations Trust
- **CENTRAL INDEX KEY:** 0000856517

**ORGANIZATION NAME:**
- **EIN:** 251415329
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 261067820

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 20101109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST /NEW/
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Federated Hermes Government Obligations Fund (Series ID: S000009536)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000026059 | Capital Shares        | GOCXX           |
| C000026060 | Institutional Shares  | GOIXX           |
| C000026061 | Service Shares        | GOSXX           |
| C000026062 | Trust Shares          | GORXX           |
| C000151096 | Premier Shares        | GOFXX           |
| C000157038 | Cash II Shares        | GFYXX           |
| C000157039 | Cash Series Shares    | GFSXX           |
| C000168188 | Select Shares         | GRTXX           |
| C000190786 | Advisor Shares        | GOVXX           |
| C000194027 | Administrative Shares | GOEXX           |
| C000235065 | SDG Shares            | GPHXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000856517

### General Information

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

**Registrant Full Name:** Federated Hermes Money Market Obligations Trust

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

**Name of Series:** FEDERATED HERMES GOVERNMENT OBLIGATIONS FUND

**LEI of Series:** 254900VAJ9169N7JRF45

**EDGAR Series Identifier:** S000009536

**Total number of share classes in the series:** 11

**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            | Federated Investment Management Company | 801-34612         |
| Independent Public Accountant | KPMG LLP<br>City: Boston<br>State: MA   |  |
| Administrator                 | Federated Administrative Services       |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143      | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-31602

- **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:** 47 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $184963278740.83

- **Amortized Cost of Portfolio Securities:** $184985324838.84

- **Cash:** $4314709348.58

- **Total Other Assets:** $371410468.75

- **Total Liabilities:** $2350243388.00

- **Net Assets of Series:** $187321201268.17

- **Number of Shares Outstanding (Series):** 187371011786.0700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $115704022333.63          | $148150466706.46           | 62.9100%                  | 80.5500%                   |
| 2026-05-04 | $111300725157.31          | $146697216651.81           | 61.0000%                  | 80.4000%                   |
| 2026-05-05 | $113398417895.73          | $147744956511.90           | 61.5100%                  | 80.1400%                   |
| 2026-05-06 | $114833171259.75          | $148467756997.59           | 62.0400%                  | 80.2100%                   |
| 2026-05-07 | $117760635365.98          | $149245768225.49           | 63.3500%                  | 80.2900%                   |
| 2026-05-08 | $114354276577.46          | $144914050801.98           | 62.9800%                  | 79.8100%                   |
| 2026-05-11 | $109684467237.11          | $146119288583.30           | 59.7900%                  | 79.6500%                   |
| 2026-05-12 | $109798591647.47          | $145059460115.33           | 60.2000%                  | 79.5300%                   |
| 2026-05-13 | $114830689903.04          | $145891605492.57           | 62.8300%                  | 79.8300%                   |
| 2026-05-14 | $116393126776.37          | $149154089487.57           | 62.5800%                  | 80.2000%                   |
| 2026-05-15 | $119995526947.71          | $147906631023.92           | 64.9500%                  | 80.0500%                   |
| 2026-05-18 | $117917545130.98          | $147928696328.86           | 63.5900%                  | 79.7700%                   |
| 2026-05-19 | $115361865834.75          | $144573064154.30           | 62.7700%                  | 78.6600%                   |
| 2026-05-20 | $118330587292.55          | $142736732733.78           | 65.3200%                  | 78.7900%                   |
| 2026-05-21 | $115860150358.84          | $142566342921.73           | 63.7000%                  | 78.3800%                   |
| 2026-05-22 | $113972438115.16          | $142728819164.73           | 62.5900%                  | 78.3800%                   |
| 2026-05-26 | $115467323833.16          | $144223752004.40           | 62.9000%                  | 78.5600%                   |
| 2026-05-27 | $116990154578.30          | $145851729871.21           | 63.1700%                  | 78.7500%                   |
| 2026-05-28 | $120440456781.26          | $147042179195.85           | 64.6100%                  | 78.8800%                   |
| 2026-05-29 | $120373902537.75          | $150350703259.88           | 63.4600%                  | 79.2700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7300%             |
| 2026-05-04 | 3.7200%             |
| 2026-05-05 | 3.7200%             |
| 2026-05-06 | 3.7200%             |
| 2026-05-07 | 3.7100%             |
| 2026-05-08 | 3.7100%             |
| 2026-05-11 | 3.6900%             |
| 2026-05-12 | 3.6900%             |
| 2026-05-13 | 3.6900%             |
| 2026-05-14 | 3.6900%             |
| 2026-05-15 | 3.6800%             |
| 2026-05-18 | 3.6700%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6500%             |
| 2026-05-21 | 3.6500%             |
| 2026-05-22 | 3.6500%             |
| 2026-05-26 | 3.6600%             |
| 2026-05-27 | 3.6700%             |
| 2026-05-28 | 3.6800%             |
| 2026-05-29 | 3.6800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9997                      |
|  |  |
| 2026-05-04 | 0.9996                      |
|  |  |
| 2026-05-05 | 0.9996                      |
|  |  |
| 2026-05-06 | 0.9996                      |
|  |  |
| 2026-05-07 | 0.9996                      |
|  |  |
| 2026-05-08 | 0.9996                      |
|  |  |
| 2026-05-11 | 0.9996                      |
|  |  |
| 2026-05-12 | 0.9996                      |
|  |  |
| 2026-05-13 | 0.9996                      |
|  |  |
| 2026-05-14 | 0.9996                      |
|  |  |
| 2026-05-15 | 0.9996                      |
|  |  |
| 2026-05-18 | 0.9996                      |
|  |  |
| 2026-05-19 | 0.9996                      |
|  |  |
| 2026-05-20 | 0.9996                      |
|  |  |
| 2026-05-21 | 0.9996                      |
|  |  |
| 2026-05-22 | 0.9996                      |
|  |  |
| 2026-05-26 | 0.9996                      |
|  |  |
| 2026-05-27 | 0.9996                      |
|  |  |
| 2026-05-28 | 0.9996                      |
|  |  |
| 2026-05-29 | 0.9996                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $34368344512.89

- **Number of Shares Outstanding:** 34377811637.2400

- **Expense Reimbursement/Waiver:** 2376505.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $708749737.55             | $877902970.97           |
| 2026-05-04 | $575872910.85             | $683327570.04           |
| 2026-05-05 | $478905412.46             | $500194862.22           |
| 2026-05-06 | $340188678.49             | $397492003.21           |
| 2026-05-07 | $885597225.85             | $362994051.18           |
| 2026-05-08 | $828658769.39             | $405657025.48           |
| 2026-05-11 | $585189255.43             | $445579837.35           |
| 2026-05-12 | $248947308.56             | $728168769.91           |
| 2026-05-13 | $541103313.38             | $1775209792.23          |
| 2026-05-14 | $388363980.15             | $348939278.31           |
| 2026-05-15 | $1022764974.56            | $784563368.30           |
| 2026-05-18 | $351764375.92             | $480276594.91           |
| 2026-05-19 | $388207814.20             | $1389927392.34          |
| 2026-05-20 | $492671134.75             | $433777450.07           |
| 2026-05-21 | $334636164.40             | $424137289.10           |
| 2026-05-22 | $1286787116.79            | $695513520.61           |
| 2026-05-26 | $928727720.59             | $1470566491.78          |
| 2026-05-27 | $392686195.28             | $638645526.98           |
| 2026-05-28 | $966136653.09             | $613680702.41           |
| 2026-05-29 | $666269342.52             | $1289997622.69          |

**Total Gross Subscriptions (Month):** $12412228084.21

**Total Gross Redemptions (Month):** $14746552120.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5200%           |
| 2026-05-05 | 3.5200%           |
| 2026-05-06 | 3.5100%           |
| 2026-05-07 | 3.5100%           |
| 2026-05-08 | 3.5000%           |
| 2026-05-11 | 3.4900%           |
| 2026-05-12 | 3.4900%           |
| 2026-05-13 | 3.4800%           |
| 2026-05-14 | 3.4800%           |
| 2026-05-15 | 3.4800%           |
| 2026-05-18 | 3.4600%           |
| 2026-05-19 | 3.4600%           |
| 2026-05-20 | 3.4500%           |
| 2026-05-21 | 3.4400%           |
| 2026-05-22 | 3.4400%           |
| 2026-05-26 | 3.4500%           |
| 2026-05-27 | 3.4600%           |
| 2026-05-28 | 3.4700%           |
| 2026-05-29 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 18.2400%         | 0.0000%              |
| Broker-dealer                                       |  | 12.7700%         | 0.0000%              |
| Broker-dealer                                       |  | 5.0700%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.1800%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.5500%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.8600%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $12265861549.66

- **Number of Shares Outstanding:** 12269177038.3700

- **Expense Reimbursement/Waiver:** 810883.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $111169866.91             | $125066322.53           |
| 2026-05-04 | $189023639.96             | $32815052.56            |
| 2026-05-05 | $135161287.52             | $20644255.92            |
| 2026-05-06 | $160955571.34             | $24043194.03            |
| 2026-05-07 | $86439054.47              | $93927902.59            |
| 2026-05-08 | $127713089.32             | $103928454.77           |
| 2026-05-11 | $130598571.87             | $52513168.25            |
| 2026-05-12 | $181439146.91             | $62877428.10            |
| 2026-05-13 | $85064214.96              | $89510086.23            |
| 2026-05-14 | $178353578.23             | $131186979.23           |
| 2026-05-15 | $126734135.47             | $457337056.08           |
| 2026-05-18 | $69307017.37              | $114016938.20           |
| 2026-05-19 | $179866992.08             | $288647916.27           |
| 2026-05-20 | $91908939.71              | $207976445.12           |
| 2026-05-21 | $289188611.55             | $49964842.86            |
| 2026-05-22 | $90891234.35              | $176594880.95           |
| 2026-05-26 | $222421357.48             | $114577744.61           |
| 2026-05-27 | $193875800.30             | $142182850.51           |
| 2026-05-28 | $178186607.92             | $218139989.07           |
| 2026-05-29 | $109273858.86             | $97991793.80            |

**Total Gross Subscriptions (Month):** $2937572576.58

**Total Gross Redemptions (Month):** $2603943301.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3100%           |
| 2026-05-04 | 3.3000%           |
| 2026-05-05 | 3.3000%           |
| 2026-05-06 | 3.3000%           |
| 2026-05-07 | 3.2900%           |
| 2026-05-08 | 3.2900%           |
| 2026-05-11 | 3.2700%           |
| 2026-05-12 | 3.2700%           |
| 2026-05-13 | 3.2700%           |
| 2026-05-14 | 3.2700%           |
| 2026-05-15 | 3.2600%           |
| 2026-05-18 | 3.2500%           |
| 2026-05-19 | 3.2400%           |
| 2026-05-20 | 3.2300%           |
| 2026-05-21 | 3.2300%           |
| 2026-05-22 | 3.2300%           |
| 2026-05-26 | 3.2400%           |
| 2026-05-27 | 3.2500%           |
| 2026-05-28 | 3.2600%           |
| 2026-05-29 | 3.2600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.6700%         | 0.0000%              |
| Depository institution or other banking institution |  | 19.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.9800%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.9900%          | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1859797088.35

- **Number of Shares Outstanding:** 1860306446.9600

- **Expense Reimbursement/Waiver:** 123515.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $17596761.24              | $46414599.90            |
| 2026-05-04 | $82341736.95              | $1065666.94             |
| 2026-05-05 | $232104794.33             | $1532831.01             |
| 2026-05-06 | $23887685.34              | $26457843.06            |
| 2026-05-07 | $28761113.87              | $30758094.56            |
| 2026-05-08 | $48259371.15              | $1813007.75             |
| 2026-05-11 | $2491604.00               | $23165733.91            |
| 2026-05-12 | $18387389.82              | $10126843.94            |
| 2026-05-13 | $1721511.15               | $28149806.46            |
| 2026-05-14 | $52766534.36              | $5424449.22             |
| 2026-05-15 | $7282150.82               | $235811930.01           |
| 2026-05-18 | $1026671.68               | $23234123.74            |
| 2026-05-19 | $23545679.26              | $2128740.39             |
| 2026-05-20 | $16264182.96              | $2039348.80             |
| 2026-05-21 | $1509416.41               | $6160190.72             |
| 2026-05-22 | $1263554.23               | $8504506.44             |
| 2026-05-26 | $29555202.88              | $2757708.50             |
| 2026-05-27 | $19268115.48              | $3651644.09             |
| 2026-05-28 | $43169305.41              | $6774153.06             |
| 2026-05-29 | $3811573.63               | $26680926.52            |

**Total Gross Subscriptions (Month):** $655014354.97

**Total Gross Redemptions (Month):** $492652149.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0500%           |
| 2026-05-04 | 3.0400%           |
| 2026-05-05 | 3.0400%           |
| 2026-05-06 | 3.0400%           |
| 2026-05-07 | 3.0300%           |
| 2026-05-08 | 3.0300%           |
| 2026-05-11 | 3.0100%           |
| 2026-05-12 | 3.0100%           |
| 2026-05-13 | 3.0100%           |
| 2026-05-14 | 3.0100%           |
| 2026-05-15 | 3.0000%           |
| 2026-05-18 | 2.9900%           |
| 2026-05-19 | 2.9800%           |
| 2026-05-20 | 2.9700%           |
| 2026-05-21 | 2.9700%           |
| 2026-05-22 | 2.9700%           |
| 2026-05-26 | 2.9700%           |
| 2026-05-27 | 2.9800%           |
| 2026-05-28 | 2.9900%           |
| 2026-05-29 | 3.0000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.2700%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.4000%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.7700%         | 0.0000%              |
| Retail investor                                     |  | 12.6500%         | 0.0000%              |
| Retail investor                                     |  | 24.0700%         | 0.0000%              |
| Retail investor                                     |  | 16.9000%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $7042472677.87

- **Number of Shares Outstanding:** 7044385453.8800

- **Expense Reimbursement/Waiver:** 487384.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $45771154.81              | $32959133.51            |
| 2026-05-04 | $17204300.66              | $8052425.32             |
| 2026-05-05 | $34678705.96              | $894036.75              |
| 2026-05-06 | $17570809.78              | $21543236.00            |
| 2026-05-07 | $760791.37                | $44833620.45            |
| 2026-05-08 | $14989986.94              | $5545433.14             |
| 2026-05-11 | $31496154.40              | $6016361.11             |
| 2026-05-12 | $2841789.28               | $114764273.57           |
| 2026-05-13 | $2180602.43               | $53651771.81            |
| 2026-05-14 | $35762635.58              | $136637005.56           |
| 2026-05-15 | $68747566.53              | $11118922.25            |
| 2026-05-18 | $16559651.28              | $138730293.62           |
| 2026-05-19 | $296595773.68             | $15689679.68            |
| 2026-05-20 | $103682784.43             | $992287.62              |
| 2026-05-21 | $10109959.86              | $16929805.15            |
| 2026-05-22 | $45390877.47              | $3743443.18             |
| 2026-05-26 | $5103027.13               | $377022455.56           |
| 2026-05-27 | $1126757.24               | $78961417.90            |
| 2026-05-28 | $10844145.47              | $47889297.42            |
| 2026-05-29 | $4585533.44               | $32036529.06            |

**Total Gross Subscriptions (Month):** $766003007.74

**Total Gross Redemptions (Month):** $1148011428.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4300%           |
| 2026-05-04 | 3.4200%           |
| 2026-05-05 | 3.4100%           |
| 2026-05-06 | 3.4100%           |
| 2026-05-07 | 3.4100%           |
| 2026-05-08 | 3.4000%           |
| 2026-05-11 | 3.3900%           |
| 2026-05-12 | 3.3800%           |
| 2026-05-13 | 3.3800%           |
| 2026-05-14 | 3.3800%           |
| 2026-05-15 | 3.3800%           |
| 2026-05-18 | 3.3600%           |
| 2026-05-19 | 3.3600%           |
| 2026-05-20 | 3.3500%           |
| 2026-05-21 | 3.3400%           |
| 2026-05-22 | 3.3400%           |
| 2026-05-26 | 3.3500%           |
| 2026-05-27 | 3.3600%           |
| 2026-05-28 | 3.3700%           |
| 2026-05-29 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 76.2600%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.6000%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.0000%          | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $111288401507.76

- **Number of Shares Outstanding:** 111317603952.0600

- **Expense Reimbursement/Waiver:** 6871839.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $3364931324.19            | $6014972201.62          |
| 2026-05-04 | $1524287256.48            | $3137202112.54          |
| 2026-05-05 | $1499457043.31            | $2102692494.13          |
| 2026-05-06 | $1977936494.29            | $1295351839.02          |
| 2026-05-07 | $2920183387.40            | $2365306262.58          |
| 2026-05-08 | $1528220209.72            | $3887712733.70          |
| 2026-05-11 | $2672235581.44            | $1237572344.59          |
| 2026-05-12 | $1931374964.79            | $3663057204.74          |
| 2026-05-13 | $2790953574.54            | $1801772083.91          |
| 2026-05-14 | $5379277130.97            | $1632830107.13          |
| 2026-05-15 | $4155114162.10            | $4024987446.28          |
| 2026-05-18 | $2982555049.36            | $3018773934.87          |
| 2026-05-19 | $2404696547.30            | $2926194979.12          |
| 2026-05-20 | $2636796965.69            | $3903765996.74          |
| 2026-05-21 | $2255220133.33            | $2189718792.67          |
| 2026-05-22 | $1844761082.94            | $2294000156.12          |
| 2026-05-26 | $5747251391.41            | $2960235336.98          |
| 2026-05-27 | $3390666771.85            | $3021628952.26          |
| 2026-05-28 | $5376244802.48            | $2950901912.90          |
| 2026-05-29 | $9795158646.32            | $6443696180.65          |

**Total Gross Subscriptions (Month):** $66177322519.91

**Total Gross Redemptions (Month):** $60872373072.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5800%           |
| 2026-05-04 | 3.5700%           |
| 2026-05-05 | 3.5600%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5400%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5300%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.5000%           |
| 2026-05-27 | 3.5100%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 16.2000%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.6900%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.3900%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.3800%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.7900%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $7328629101.04

- **Number of Shares Outstanding:** 7330613310.7000

- **Expense Reimbursement/Waiver:** 486457.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $35282451.63              | $19487438.11            |
| 2026-05-04 | $25979741.67              | $23041856.70            |
| 2026-05-05 | $21538889.85              | $20155400.12            |
| 2026-05-06 | $25492066.57              | $21383168.53            |
| 2026-05-07 | $15004928.39              | $24955361.07            |
| 2026-05-08 | $27783183.23              | $27109403.81            |
| 2026-05-11 | $17782321.06              | $33048456.81            |
| 2026-05-12 | $17677114.16              | $19448428.43            |
| 2026-05-13 | $28037908.25              | $12724205.12            |
| 2026-05-14 | $12763483.02              | $17614477.94            |
| 2026-05-15 | $12045814.17              | $22003275.27            |
| 2026-05-18 | $16338492.22              | $14031472.87            |
| 2026-05-19 | $18433870.69              | $13891528.14            |
| 2026-05-20 | $13749937.74              | $14816784.73            |
| 2026-05-21 | $16938605.28              | $24056411.87            |
| 2026-05-22 | $22665000.38              | $20613515.62            |
| 2026-05-26 | $20322863.52              | $11430673.15            |
| 2026-05-27 | $21960002.25              | $10427498.54            |
| 2026-05-28 | $12115509.40              | $28230871.75            |
| 2026-05-29 | $18372146.39              | $23688545.26            |

**Total Gross Subscriptions (Month):** $400284329.87

**Total Gross Redemptions (Month):** $402158773.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.7200%           |
| 2026-05-04 | 2.7100%           |
| 2026-05-05 | 2.7100%           |
| 2026-05-06 | 2.7000%           |
| 2026-05-07 | 2.7000%           |
| 2026-05-08 | 2.6900%           |
| 2026-05-11 | 2.6800%           |
| 2026-05-12 | 2.6800%           |
| 2026-05-13 | 2.6800%           |
| 2026-05-14 | 2.6800%           |
| 2026-05-15 | 2.6700%           |
| 2026-05-18 | 2.6600%           |
| 2026-05-19 | 2.6500%           |
| 2026-05-20 | 2.6400%           |
| 2026-05-21 | 2.6400%           |
| 2026-05-22 | 2.6400%           |
| 2026-05-26 | 2.6400%           |
| 2026-05-27 | 2.6500%           |
| 2026-05-28 | 2.6600%           |
| 2026-05-29 | 2.6700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 90.8000%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $811471714.58

- **Number of Shares Outstanding:** 811690932.6800

- **Expense Reimbursement/Waiver:** 51850.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $6584873.38               | $413442.49              |
| 2026-05-04 | $3927629.51               | $539676.37              |
| 2026-05-05 | $1596090.18               | $4539107.87             |
| 2026-05-06 | $2768810.31               | $648810.42              |
| 2026-05-07 | $524170.95                | $1228413.85             |
| 2026-05-08 | $2317783.28               | $1041662.25             |
| 2026-05-11 | $14094118.15              | $1199750.69             |
| 2026-05-12 | $803380.49                | $1281783.01             |
| 2026-05-13 | $1127723.54               | $7470759.12             |
| 2026-05-14 | $371844.00                | $2543721.53             |
| 2026-05-15 | $28370191.09              | $674627.29              |
| 2026-05-18 | $3239258.88               | $1377551.63             |
| 2026-05-19 | $22214632.73              | $743363.69              |
| 2026-05-20 | $3659452.88               | $2461460.21             |
| 2026-05-21 | $10314441.84              | $4843586.86             |
| 2026-05-22 | $4688309.43               | $1877394.13             |
| 2026-05-26 | $684406.49                | $4691997.47             |
| 2026-05-27 | $1460318.69               | $15810457.90            |
| 2026-05-28 | $15345903.71              | $3464325.22             |
| 2026-05-29 | $4455750.13               | $3245803.89             |

**Total Gross Subscriptions (Month):** $128549089.66

**Total Gross Redemptions (Month):** $60097695.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.9000%           |
| 2026-05-04 | 2.8900%           |
| 2026-05-05 | 2.8800%           |
| 2026-05-06 | 2.8800%           |
| 2026-05-07 | 2.8700%           |
| 2026-05-08 | 2.8700%           |
| 2026-05-11 | 2.8500%           |
| 2026-05-12 | 2.8500%           |
| 2026-05-13 | 2.8500%           |
| 2026-05-14 | 2.8500%           |
| 2026-05-15 | 2.8500%           |
| 2026-05-18 | 2.8300%           |
| 2026-05-19 | 2.8300%           |
| 2026-05-20 | 2.8200%           |
| 2026-05-21 | 2.8100%           |
| 2026-05-22 | 2.8100%           |
| 2026-05-26 | 2.8200%           |
| 2026-05-27 | 2.8300%           |
| 2026-05-28 | 2.8400%           |
| 2026-05-29 | 2.8500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.2100%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1530047641.50

- **Number of Shares Outstanding:** 1530450126.2500

- **Expense Reimbursement/Waiver:** 103555.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $11944481.24              | $7556463.89             |
| 2026-05-04 | $8985817.77               | $4375954.99             |
| 2026-05-05 | $2888694.63               | $8438091.23             |
| 2026-05-06 | $23961704.18              | $3891306.67             |
| 2026-05-07 | $11580018.63              | $3647496.37             |
| 2026-05-08 | $8984453.70               | $6389301.49             |
| 2026-05-11 | $5478286.25               | $42319641.46            |
| 2026-05-12 | $18171620.16              | $4120617.18             |
| 2026-05-13 | $21025004.05              | $4301021.04             |
| 2026-05-14 | $351038771.35             | $10904039.57            |
| 2026-05-15 | $7003461.74               | $351851165.83           |
| 2026-05-18 | $1711057.95               | $5797378.18             |
| 2026-05-19 | $3801583.02               | $25425953.63            |
| 2026-05-20 | $19326326.92              | $60712515.93            |
| 2026-05-21 | $2438437.83               | $15724984.67            |
| 2026-05-22 | $14701714.34              | $5078783.29             |
| 2026-05-26 | $2609307.03               | $6637341.11             |
| 2026-05-27 | $8737634.99               | $43941187.12            |
| 2026-05-28 | $32152711.81              | $17002110.80            |
| 2026-05-29 | $49966519.55              | $7562327.64             |

**Total Gross Subscriptions (Month):** $606507607.14

**Total Gross Redemptions (Month):** $635677682.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5500%           |
| 2026-05-04 | 3.5400%           |
| 2026-05-05 | 3.5400%           |
| 2026-05-06 | 3.5400%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5100%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 11.3500%         | 0.0000%              |
| Broker-dealer                                       |  | 13.4800%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.6000%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.2600%         | 0.0000%              |
| Depository institution or other banking institution |  | 30.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.5400%          | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $8301554311.81

- **Number of Shares Outstanding:** 8303812898.2900

- **Expense Reimbursement/Waiver:** 555473.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $158546646.02             | $104559708.66           |
| 2026-05-04 | $67294323.76              | $58078089.19            |
| 2026-05-05 | $46233112.10              | $52698872.31            |
| 2026-05-06 | $28807415.99              | $122665872.56           |
| 2026-05-07 | $58344410.28              | $123980314.40           |
| 2026-05-08 | $63666748.20              | $68193633.39            |
| 2026-05-11 | $96139263.08              | $50778774.88            |
| 2026-05-12 | $31376191.53              | $85588534.81            |
| 2026-05-13 | $74106798.74              | $96161828.01            |
| 2026-05-14 | $81666742.04              | $93779038.34            |
| 2026-05-15 | $48640167.96              | $40195232.85            |
| 2026-05-18 | $101445358.93             | $33247141.66            |
| 2026-05-19 | $68481833.87              | $95513466.22            |
| 2026-05-20 | $46522147.29              | $97765029.29            |
| 2026-05-21 | $116068915.87             | $98417989.45            |
| 2026-05-22 | $101274664.93             | $56007232.92            |
| 2026-05-26 | $93964545.18              | $39581377.63            |
| 2026-05-27 | $34272403.63              | $79880465.12            |
| 2026-05-28 | $37492300.79              | $67971138.91            |
| 2026-05-29 | $34898983.58              | $81453548.52            |

**Total Gross Subscriptions (Month):** $1389242973.77

**Total Gross Redemptions (Month):** $1546517289.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5800%           |
| 2026-05-04 | 3.5700%           |
| 2026-05-05 | 3.5600%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5400%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5300%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.5000%           |
| 2026-05-27 | 3.5100%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 77.5400%         | 0.0000%              |
| Broker-dealer |  | 10.0900%         | 0.0000%              |
| Broker-dealer |  | 8.3600%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $639197797.70

- **Number of Shares Outstanding:** 639365014.2700

- **Expense Reimbursement/Waiver:** 40571.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $23484154.70              | $79570750.56            |
| 2026-05-04 | $3513312.29               | $28842384.37            |
| 2026-05-05 | $2433264.43               | $3754012.18             |
| 2026-05-06 | $250159.44                | $15417141.58            |
| 2026-05-07 | $3064880.21               | $2373062.87             |
| 2026-05-08 | $1851710.27               | $1311437.91             |
| 2026-05-11 | $1429936.29               | $1086946.62             |
| 2026-05-12 | $1952481.21               | $2154237.31             |
| 2026-05-13 | $47960.20                 | $1034461.04             |
| 2026-05-14 | $4881622.46               | $15888527.46            |
| 2026-05-15 | $12621.21                 | $3578936.95             |
| 2026-05-18 | $20664330.25              | $136787.83              |
| 2026-05-19 | $62555.32                 | $1779492.92             |
| 2026-05-20 | $1204589.28               | $6299502.10             |
| 2026-05-21 | $9479043.63               | $1758564.15             |
| 2026-05-22 | $8711450.10               | $82076.30               |
| 2026-05-26 | $14495257.00              | $74460.90               |
| 2026-05-27 | $65505.28                 | $828468.51              |
| 2026-05-28 | $8431371.96               | $19191248.45            |
| 2026-05-29 | $21359920.50              | $216784.58              |

**Total Gross Subscriptions (Month):** $127396126.03

**Total Gross Redemptions (Month):** $185379284.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2800%           |
| 2026-05-04 | 3.2700%           |
| 2026-05-05 | 3.2600%           |
| 2026-05-06 | 3.2600%           |
| 2026-05-07 | 3.2600%           |
| 2026-05-08 | 3.2500%           |
| 2026-05-11 | 3.2400%           |
| 2026-05-12 | 3.2300%           |
| 2026-05-13 | 3.2300%           |
| 2026-05-14 | 3.2300%           |
| 2026-05-15 | 3.2300%           |
| 2026-05-18 | 3.2100%           |
| 2026-05-19 | 3.2100%           |
| 2026-05-20 | 3.2000%           |
| 2026-05-21 | 3.1900%           |
| 2026-05-22 | 3.1900%           |
| 2026-05-26 | 3.2000%           |
| 2026-05-27 | 3.2100%           |
| 2026-05-28 | 3.2200%           |
| 2026-05-29 | 3.2300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 26.4700%         | 0.0000%              |
| Depository institution or other banking institution |  | 54.7900%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.2100%          | 0.0000%              |
| Broker-dealer                                       |  | 13.2200%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $1885423365.01

- **Number of Shares Outstanding:** 1885794975.3700

- **Expense Reimbursement/Waiver:** 196166.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9997          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9996          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $138669812.35             | $1001269791.22          |
| 2026-05-04 | $0.00                     | $20000000.00            |
| 2026-05-05 | $1779333333.00            | $37000000.00            |
| 2026-05-06 | $193500000.00             | $151000000.00           |
| 2026-05-07 | $0.00                     | $187000000.00           |
| 2026-05-08 | $0.00                     | $2799750000.00          |
| 2026-05-11 | $38885273.00              | $0.00                   |
| 2026-05-12 | $1101000000.00            | $0.00                   |
| 2026-05-13 | $0.00                     | $110750000.00           |
| 2026-05-14 | $75000000.00              | $82250000.00            |
| 2026-05-15 | $0.00                     | $812250000.00           |
| 2026-05-18 | $254567313.72             | $10000000.00            |
| 2026-05-19 | $192750000.00             | $0.00                   |
| 2026-05-20 | $186250000.00             | $27000000.00            |
| 2026-05-21 | $0.00                     | $207000000.00           |
| 2026-05-22 | $0.00                     | $20000000.00            |
| 2026-05-26 | $287250000.00             | $0.00                   |
| 2026-05-27 | $0.00                     | $218500000.00           |
| 2026-05-28 | $84400000.00              | $1614817313.72          |
| 2026-05-29 | $513250000.00             | $1357000.00             |

**Total Gross Subscriptions (Month):** $4844855732.07

**Total Gross Redemptions (Month):** $7299944104.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5800%           |
| 2026-05-04 | 3.5700%           |
| 2026-05-05 | 3.5600%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5400%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5300%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.5000%           |
| 2026-05-27 | 3.5100%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 12.9000%         | 12.9000%             |
| Non-financial corporation                           |  | 15.7400%         | 15.7400%             |
| Depository institution or other banking institution |  | 61.5700%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.8300%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.630%, 6/1/2026
- **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: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $100.00            | $102.89            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $100.00            | $96.74             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $2431900.00        | $2468807.05        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $4000.00           | $4122.95           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $49112400.00       | $48318868.97       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $1500.00           | $1300.64           | U.S. Treasuries (including strips) |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $5744371.25        | $6053117.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $6803.73           | $6931.74           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $4252939.61        | $4364867.53        | Agency Mortgage-Backed Securities  |

### Security 2: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.630%, 6/1/2026
- **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: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 FNMS 05.500 CLFA2733 | 2055-08-01      | 5.5000%  |  | $10575194.74       | $10774143.53       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $1552835.40        | $1543934.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $4377733.03        | $4518269.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $6155976.54        | $6153107.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $3875563.68        | $3766768.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $3028024.42        | $2686433.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $1975252.74        | $1865332.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $3124867.67        | $2676984.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $322602.60         | $300601.17         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $1199019.32        | $1207118.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $3877303.69        | $3446362.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $3865733.78        | $3322507.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $3440379.28        | $2947993.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $5024248.83        | $4973327.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $215198.01         | $191559.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $414444.20         | $411333.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1482185.39        | $1486449.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1179598.48        | $1116149.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $10821222.01       | $9475206.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $7656741.64        | $7034533.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $36223.13          | $37363.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $1060256.27        | $1053852.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $3292426.34        | $3065407.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $286289.66         | $283589.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $17621158.72       | $17952679.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $869506.68         | $888577.38         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4601 | 2030-08-01      | 4.2300%  |  | $12823480.00       | $12793947.52       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $3068756.01        | $3068000.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $18068194.88       | $17903356.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $25830.36          | $25291.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $683579.65         | $680711.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $579578.50         | $579650.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $22263.69          | $22862.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $565021.43         | $579852.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $317471.14         | $259869.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $706142.87         | $672559.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $8361708.39        | $8323854.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $7374084.10        | $7315503.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $7453023.56        | $7393815.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $4178136.04        | $3859349.37        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1505277.81        | $1435253.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1338634.41        | $1362374.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $4888323.63        | $4976551.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $289837.12         | $254230.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $11435660.83       | $11062469.48       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $82816.71          | $77581.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1484114.27        | $1358667.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $83810.65          | $79006.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA5152 | 2056-04-01      | 5.0000%  |  | $16821484.76       | $16730209.51       | Agency Mortgage-Backed Securities |

### Security 3: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A., REPO,  3.630%, 6/1/2026
- **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: 03199U009, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $549618000.00
- **C.18.a - Value (excl. sponsor support):** $549618000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 FNMS 03.500 CLAY1309 | 2045-03-01      | 3.5000%  |  | $3158463.71        | $2962424.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX9898 | 2045-04-01      | 3.5000%  |  | $3149073.16        | $2938133.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX2526 | 2044-11-01      | 3.5000%  |  | $1976043.82        | $1847384.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW8620 | 2044-09-01      | 3.5000%  |  | $2721259.76        | $2544079.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW8151 | 2042-01-01      | 3.5000%  |  | $1984011.08        | $1872960.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU6706 | 2043-10-01      | 3.5000%  |  | $298341.12         | $278443.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAU4415 | 2043-10-01      | 4.5000%  |  | $2057122.10        | $2030727.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU1330 | 2043-07-01      | 3.5000%  |  | $3127200.95        | $2938747.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU1692 | 2043-08-01      | 3.5000%  |  | $1774031.66        | $1662982.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT9648 | 2043-07-01      | 3.5000%  |  | $1503710.72        | $1411814.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAT7716 | 2043-06-01      | 3.0000%  |  | $3193014.57        | $2914690.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT7604 | 2043-06-01      | 3.5000%  |  | $2763753.60        | $2589007.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT7138 | 2043-06-01      | 3.5000%  |  | $2117007.38        | $1946794.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT5862 | 2043-06-01      | 3.0000%  |  | $1568122.64        | $1431462.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT5856 | 2043-06-01      | 3.5000%  |  | $2156472.55        | $2022366.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT4162 | 2043-05-01      | 3.0000%  |  | $2061016.32        | $1876896.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT4146 | 2043-05-01      | 3.5000%  |  | $1883906.37        | $1765190.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL1956 | 2042-06-01      | 3.5000%  |  | $2759527.08        | $2602789.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $60.76             | $57.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $102.94            | $97.07             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  |  | $1246.37           | $1174.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK2728 | 2042-02-01      | 3.5000%  |  | $1700246.92        | $1603860.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK2408 | 2042-02-01      | 3.5000%  |  | $4422.15           | $4170.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK0592 | 2042-01-01      | 3.5000%  |  | $1818486.61        | $1713127.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7984 | 2042-01-01      | 3.5000%  |  | $14074.09          | $13237.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3984 | 2043-05-01      | 3.5000%  |  | $3099008.74        | $2908218.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2982 | 2043-05-01      | 3.5000%  |  | $2669385.16        | $2502274.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ6089 | 2041-12-01      | 3.5000%  |  | $1482911.94        | $1396995.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAH0936 | 2040-12-01      | 3.5000%  |  | $2027611.23        | $1915000.18        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  |  | $61186853.71       | $55049098.41       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  |  | $155581371.74      | $141131492.48      | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  |  | $3298572.10        | $2948033.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7371 | 2046-06-01      | 3.0000%  |  | $2000554.19        | $1802708.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8033 | 2046-08-01      | 3.0000%  |  | $2151652.40        | $1932842.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6642 | 2046-02-01      | 3.5000%  |  | $2621362.48        | $2444426.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS6635 | 2046-02-01      | 3.0000%  |  | $118143.73         | $106544.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5909 | 2045-10-01      | 3.5000%  |  | $1573726.68        | $1468320.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5587 | 2045-08-01      | 3.5000%  |  | $134.69            | $125.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5193 | 2045-06-01      | 3.5000%  |  | $2787168.20        | $2614618.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5175 | 2045-06-01      | 3.5000%  |  | $2915555.81        | $2720278.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5130 | 2045-06-01      | 3.5000%  |  | $1582957.60        | $1476936.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5009 | 2045-05-01      | 3.5000%  |  | $3019944.03        | $2817674.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $990016.98         | $879177.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3106 | 2047-08-01      | 3.0000%  |  | $2078212.80        | $1861453.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  |  | $1597995.52        | $1433822.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2414 | 2045-10-01      | 3.5000%  |  | $1986039.91        | $1852993.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQMA2337 | 2045-07-01      | 4.0000%  |  | $2240046.57        | $2148471.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1899 | 2044-05-01      | 4.5000%  |  | $2390195.89        | $2356573.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1830 | 2044-03-01      | 4.5000%  |  | $1806654.86        | $1781242.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAX9897 | 2045-04-01      | 3.0000%  |  | $3034235.13        | $2741168.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7012 | 2045-06-01      | 3.5000%  |  | $2648859.58        | $2484848.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CL890713 | 2046-01-01      | 3.5000%  |  | $2441072.45        | $2273783.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8589 | 2043-06-01      | 3.5000%  |  | $2683901.03        | $2528409.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT7713 | 2043-06-01      | 3.5000%  |  | $1648433.45        | $1545243.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT9652 | 2043-07-01      | 3.5000%  |  | $2693625.59        | $2525568.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA1273 | 2042-12-01      | 3.5000%  |  | $607111.34         | $570114.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ8778 | 2042-12-01      | 3.5000%  |  | $3075611.16        | $2899320.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT7905 | 2043-07-01      | 3.0000%  |  | $1865402.29        | $1698766.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR5369 | 2043-02-01      | 3.5000%  |  | $3115286.22        | $2927061.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU3741 | 2043-08-01      | 3.5000%  |  | $2225635.25        | $2088162.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAS0720 | 2043-10-01      | 4.5000%  |  | $1794393.65        | $1771366.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1665 | 2043-11-01      | 4.5000%  |  | $2885001.26        | $2844426.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQAR3869 | 2043-04-01      | 3.5000%  |  | $2873304.62        | $2711179.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT0950 | 2043-04-01      | 3.0000%  |  | $1838284.61        | $1676927.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2886 | 2043-04-01      | 3.5000%  |  | $3104403.90        | $2912009.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW5050 | 2044-07-01      | 3.5000%  |  | $2535021.93        | $2369178.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1995 | 2044-08-01      | 4.5000%  |  | $1905466.36        | $1878658.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $185.82            | $172.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  |  | $118.16            | $106.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  |  | $1958807.33        | $1835757.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8573 | 2046-12-01      | 3.5000%  |  | $1637934.51        | $1520088.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1015 | 2048-01-01      | 4.0000%  |  | $94.70             | $90.46             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9033 | 2046-08-01      | 3.0000%  |  | $2203556.84        | $1994232.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6787 | 2046-03-01      | 3.5000%  |  | $2594049.89        | $2412238.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRMA1664 | 2043-11-01      | 4.5000%  |  | $1805819.76        | $1787111.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRMA1629 | 2043-10-01      | 4.5000%  |  | $2236339.48        | $2213168.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2682 | 2043-05-01      | 3.5000%  |  | $2620617.61        | $2456017.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8368 | 2046-11-01      | 3.5000%  |  | $3399253.03        | $3158899.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8311 | 2046-11-01      | 3.0000%  |  | $2285819.83        | $2052191.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $414.61            | $371.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7909 | 2046-09-01      | 3.0000%  |  | $2874038.43        | $2580286.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7907 | 2046-09-01      | 3.0000%  |  | $2998577.23        | $2694435.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7875 | 2046-09-01      | 3.0000%  |  | $1766856.51        | $1589558.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  |  | $2270947.62        | $2127360.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA3786 | 2049-07-01      | 3.0000%  |  | $3238587.71        | $2878033.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQMA2250 | 2045-04-01      | 4.0000%  |  | $2778060.60        | $2664504.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5184 | 2045-06-01      | 3.5000%  |  | $3033381.84        | $2830203.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4970 | 2045-05-01      | 3.0000%  |  | $3448800.89        | $3124642.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX3323 | 2045-10-01      | 3.5000%  |  | $744.40            | $693.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ4440 | 2045-07-01      | 3.5000%  |  | $1655212.12        | $1544333.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3626 | 2049-03-01      | 3.0000%  |  | $1268767.28        | $1126897.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  |  | $2915208.04        | $2706657.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRMA2429 | 2045-10-01      | 4.0000%  |  | $2686917.56        | $2582039.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6636 | 2045-04-01      | 3.5000%  |  | $3389450.97        | $3171133.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4719 | 2045-04-01      | 3.5000%  |  | $2819539.56        | $2630678.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4573 | 2045-03-01      | 3.5000%  |  | $2496523.03        | $2329313.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5196 | 2045-06-01      | 3.5000%  |  | $2928492.97        | $2733289.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY5179 | 2043-01-01      | 3.5000%  |  | $1745701.53        | $1646519.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6418 | 2045-02-01      | 3.5000%  |  | $3204126.78        | $3003683.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1177 | 2042-09-01      | 3.5000%  |  | $2405041.03        | $2253045.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRMA1790 | 2044-02-01      | 4.5000%  |  | $1725767.64        | $1703626.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7298 | 2042-12-01      | 3.5000%  |  | $2645213.24        | $2479623.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7983 | 2043-02-01      | 3.5000%  |  | $3098174.01        | $2905520.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4110 | 2041-12-01      | 3.5000%  |  | $2678278.51        | $2526726.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6903 | 2050-09-01      | 2.0000%  |  | $2281160.34        | $1845993.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4547 | 2049-11-01      | 3.0000%  |  | $400.80            | $357.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  |  | $116.45            | $110.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1375 | 2048-03-01      | 4.0000%  |  | $1144572.05        | $1090326.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $301903.54         | $281444.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ2077 | 2045-09-01      | 4.0000%  |  | $2515939.99        | $2408816.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ2075 | 2045-09-01      | 4.0000%  |  | $1721523.50        | $1648493.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY8316 | 2045-05-01      | 3.0000%  |  | $1880784.50        | $1706912.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY8125 | 2045-06-01      | 3.5000%  |  | $2840886.48        | $2654894.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7804 | 2045-04-01      | 3.0000%  |  | $1873758.42        | $1704032.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY8086 | 2045-05-01      | 3.5000%  |  | $2199151.74        | $2061436.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY4271 | 2045-06-01      | 3.0000%  |  | $2218063.38        | $2004981.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY3437 | 2045-05-01      | 3.0000%  |  | $1798843.46        | $1637029.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY3432 | 2045-05-01      | 3.5000%  |  | $3301190.57        | $3080057.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5008 | 2045-05-01      | 3.5000%  |  | $2762588.32        | $2577564.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4975 | 2045-05-01      | 3.0000%  |  | $3135969.87        | $2844172.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4795 | 2045-04-01      | 3.5000%  |  | $3075179.67        | $2869210.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4634 | 2045-03-01      | 3.5000%  |  | $1895574.06        | $1768616.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4629 | 2045-03-01      | 3.5000%  |  | $304.44            | $284.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5319 | 2045-07-01      | 3.5000%  |  | $1792703.43        | $1672624.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5311 | 2045-07-01      | 3.5000%  |  | $1603287.52        | $1500021.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4476 | 2045-02-01      | 3.5000%  |  | $2830458.85        | $2640878.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4469 | 2045-02-01      | 3.5000%  |  | $1637934.14        | $1528222.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAS1727 | 2044-02-01      | 4.0000%  |  | $2507749.88        | $2422301.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB2072 | 2041-01-01      | 3.5000%  |  | $2193783.87        | $2070335.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAE0828 | 2041-02-01      | 3.5000%  |  | $2332801.59        | $2202753.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ4803 | 2042-11-01      | 3.0000%  |  | $2895001.43        | $2648186.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAS0620 | 2043-10-01      | 4.5000%  |  | $1462219.81        | $1447068.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQAS0585 | 2043-09-01      | 4.5000%  |  | $2675162.47        | $2637533.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8841 | 2043-04-01      | 3.5000%  |  | $293.15            | $274.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR8641 | 2043-03-01      | 3.0000%  |  | $3113902.92        | $2842517.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8588 | 2043-06-01      | 3.5000%  |  | $3312267.86        | $3116261.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8587 | 2043-06-01      | 3.5000%  |  | $2460395.35        | $2320657.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8585 | 2043-06-01      | 3.5000%  |  | $2859633.39        | $2692171.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8219 | 2043-04-01      | 3.5000%  |  | $2187759.96        | $2052174.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8179 | 2043-03-01      | 3.5000%  |  | $2053940.64        | $1933662.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR7497 | 2043-03-01      | 3.5000%  |  | $2516170.12        | $2358130.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR6911 | 2043-03-01      | 3.0000%  |  | $2859501.61        | $2606748.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR5836 | 2043-02-01      | 3.5000%  |  | $1671726.69        | $1569156.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR4511 | 2043-01-01      | 3.0000%  |  | $139610.42         | $127226.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ8664 | 2042-12-01      | 3.5000%  |  | $2703485.01        | $2544334.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ6748 | 2042-12-01      | 3.5000%  |  | $1898201.62        | $1782924.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ1004 | 2042-11-01      | 3.5000%  |  | $1968051.88        | $1846885.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ0534 | 2042-11-01      | 3.0000%  |  | $3303868.60        | $3022158.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ0821 | 2042-12-01      | 3.5000%  |  | $1965384.67        | $1853546.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP4792 | 2042-09-01      | 3.5000%  |  | $2802834.78        | $2643648.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $86.79             | $79.39             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2082 | 2042-08-01      | 3.5000%  |  | $3020642.23        | $2840947.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9372 | 2042-07-01      | 3.5000%  |  | $1991097.58        | $1872645.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9096 | 2042-07-01      | 3.5000%  |  | $2673597.01        | $2515358.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8046 | 2042-07-01      | 3.5000%  |  | $61.49             | $57.89             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8013 | 2042-07-01      | 3.5000%  |  | $2893294.47        | $2714567.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ5141 | 2042-11-01      | 3.5000%  |  | $2416181.04        | $2268939.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ6212 | 2042-01-01      | 3.5000%  |  | $2055503.42        | $1933224.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ5566 | 2042-01-01      | 3.5000%  |  | $3370645.60        | $3175357.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK3435 | 2042-02-01      | 3.5000%  |  | $2117027.20        | $1996346.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA0975 | 2042-02-01      | 3.5000%  |  | $2343779.03        | $2210418.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  |  | $47.99             | $45.26             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO5512 | 2042-07-01      | 3.5000%  |  | $1976312.47        | $1858740.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO5513 | 2042-07-01      | 3.5000%  |  | $1764082.92        | $1658585.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP6331 | 2042-09-01      | 3.5000%  |  | $3260840.29        | $3067867.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4103 | 2041-12-01      | 3.5000%  |  | $2167042.21        | $2042832.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $102.70            | $96.88             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6732 | 2042-03-01      | 3.5000%  |  | $151.40            | $142.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5033 | 2042-04-01      | 3.5000%  |  | $3174413.66        | $2984587.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL1616 | 2042-04-01      | 3.5000%  |  | $1460138.66        | $1373278.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO2947 | 2042-05-01      | 3.5000%  |  | $2707521.22        | $2551498.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8663 | 2042-07-01      | 3.5000%  |  | $3346374.80        | $3150418.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8279 | 2046-04-01      | 3.5000%  |  | $3252560.97        | $3046485.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9032 | 2046-08-01      | 3.0000%  |  | $2993654.02        | $2715933.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9848 | 2047-03-01      | 3.0000%  |  | $3283609.45        | $2947969.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL7332 | 2045-08-01      | 4.0000%  |  | $3137406.38        | $3004308.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8028 | 2046-02-01      | 3.5000%  |  | $3339543.69        | $3126027.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6984 | 2045-06-01      | 3.5000%  |  | $1884923.01        | $1758658.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6537 | 2044-06-01      | 3.5000%  |  | $3331957.09        | $3131603.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6495 | 2045-02-01      | 3.5000%  |  | $3072557.15        | $2882345.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ2164 | 2042-11-01      | 3.0000%  |  | $135.72            | $124.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO3538 | 2042-06-01      | 3.5000%  |  | $2432432.96        | $2289987.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT2687 | 2043-05-01      | 3.0000%  |  | $3435630.67        | $3131939.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4649 | 2045-03-01      | 3.5000%  |  | $703.88            | $656.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6983 | 2045-07-01      | 3.5000%  |  | $1816951.82        | $1699920.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0692 | 2047-11-01      | 3.5000%  |  | $131.07            | $121.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY6953 | 2045-04-01      | 3.5000%  |  | $2927898.48        | $2730233.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5370 | 2045-07-01      | 3.5000%  |  | $3405003.13        | $3175159.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2771 | 2042-12-01      | 3.5000%  |  | $2578069.27        | $2423903.87        | Agency Mortgage-Backed Securities |

### Security 4: Fixed Income Clearing Corporation ("FICC") - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  3.650%, 6/5/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 060990009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  |  | $26500000.00       | $27560879.62       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $5600000.00        | $5707143.13        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $14141500.00       | $14194152.95       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $25000000.00       | $25076771.96       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AN 29 | 2029-05-15      | 3.8750%  |  | $83778000.00       | $83512523.00       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/28 | 2028-04-30      | 3.7361%  |  | $602715000.00      | $604678474.71      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $49909000.00       | $50203733.53       | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $200000.00         | $202361.13         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $10000000.00       | $10176700.88       | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $12000.00          | $11918.04          | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $12000.00          | $11793.98          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $15000.00          | $14845.42          | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  |  | $19000000.00       | $18913303.73       | U.S. Treasuries (including strips) |
| USTR BILL 08/13/26    | 2026-08-13      | 0.0000%  |  | $343100.00         | $340609.44         | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  |  | $26685300.00       | $26658507.96       | U.S. Treasuries (including strips) |

### Security 5: Fixed Income Clearing Corporation ("FICC") - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  3.640%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 060990009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 BOFA

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $16458800.00       | $15889249.85       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $3820200.00        | $3803046.80        | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $1352100.00        | $1396739.80        | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/28 | 2028-01-31      | 3.7270%  |  | $293600.00         | $294549.27         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $5878400.00        | $5908688.39        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.7870%  |  | $5000.00           | $5020.39           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $785500.00         | $794511.20         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $29930700.00       | $30341621.06       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $3054500.00        | $3112120.36        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $8119600.00        | $8078966.83        | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $265197200.00      | $266009522.21      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $11800.00          | $11565.64          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $117460400.00      | $118165349.18      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $14600.00          | $14799.45          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $4547000.00        | $4592789.72        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $400.00            | $400.79            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  |  | $100.00            | $101.87            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $1406300.00        | $1357910.01        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $600.00            | $594.85            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $100.00            | $94.81             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $16588400.00       | $15768916.91       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $248000.00         | $217328.59         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  |  | $2000.00           | $1994.77           | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $89668600.00       | $89862809.31       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $611000.00         | $596731.44         | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $24700.00          | $22258.40          | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $4477600.00        | $2700708.92        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $1000.00           | $545.12            | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $51490600.00       | $29350291.18       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $2388300.00        | $1327469.55        | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $31016700.00       | $14619304.17       | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $3021200.00        | $1762201.33        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $100.00            | $72.63             | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $152661000.00      | $146096943.72      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 46    | 2046-02-15      | 4.6250%  |  | $200.00            | $193.77            | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 3.8330%  |  | $862300.00         | $865525.52         | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $820000.00         | $826084.13         | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $1200.00           | $951.68            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $82421500.00       | $81419013.60       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $200.00            | $195.79            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $417200000.00      | $418280377.02      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $26178000.00       | $16315279.70       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $609900.00         | $616384.96         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $1000.00           | $1006.51           | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $100030000.00      | $99346800.57       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $100.00            | $70.14             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  |  | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $400.00            | $401.45            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $24900.00          | $23930.73          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $1000.00           | $984.25            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  |  | $903500.00         | $897169.31         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $15155400.00       | $11392212.70       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $29395400.00       | $24147627.75       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $693000.00         | $438521.76         | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $49998600.00       | $36636069.74       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $747000.00         | $510458.03         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $80106000.00       | $55447711.78       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $100.00            | $85.40             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $24683000.00       | $21191126.26       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $300.00            | $275.98            | U.S. Treasuries (including strips) |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.650%, 6/12/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $649500000.00
- **C.18.a - Value (excl. sponsor support):** $649500000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0575%  |  | $3861120.38        | $3689049.61        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 KL      | 2067-01-16      | 4.5000%  |  | $13319366.47       | $12759899.80       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DA      | 2058-11-16      | 4.5000%  |  | $16193157.41       | $15888839.40       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  |  | $3199321.61        | $3045479.38        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-076 KG      | 2067-04-16      | 4.5000%  |  | $10622301.04       | $10224347.15       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-031 CD      | 2054-07-16      | 4.2500%  |  | $86274.70          | $84708.61          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  |  | $707936.34         | $691735.22         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  |  | $17559547.51       | $14713142.91       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-221 JA      | 2067-09-16      | 4.7500%  |  | $898675.42         | $872474.04         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-029 AB      | 2045-10-16      | 1.7670%  |  | $7012.81           | $6883.03           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DG      | 2058-11-16      | 4.0000%  |  | $720177.51         | $692900.15         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-076 KL      | 2067-04-16      | 4.0000%  |  | $1802709.21        | $1724543.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2001 C      | 2056-02-20      | 6.0000%  |  | $3577.96           | $3659.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4277 C      | 2056-01-20      | 6.5000%  |  | $7681782.80        | $7907785.12        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9974        | 2059-11-15      | 4.9800%  |  | $21822.56          | $21929.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3655  | 2056-05-01      | 5.0000%  |  | $16564191.28       | $16347993.62       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0694  | 2054-01-01      | 5.5000%  |  | $5311465.81        | $5385750.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9770  | 2055-12-01      | 5.5000%  |  | $2979101.77        | $3028479.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2929  | 2047-03-01      | 3.5000%  |  | $98200.20          | $90660.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1262  | 2055-10-01      | 6.5000%  |  | $17665374.31       | $18711174.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4693  | 2053-09-01      | 5.5000%  |  | $16007258.63       | $16344351.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $5533303.17        | $4461616.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  |  | $1038555.88        | $989108.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396  | 2049-02-01      | 4.0000%  |  | $119652.36         | $113722.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800  | 2046-08-01      | 3.0000%  |  | $9094571.70        | $8164500.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4612  | 2031-07-01      | 4.5000%  |  | $34075.42          | $33935.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAI2335  | 2041-05-01      | 6.0000%  |  | $125695.49         | $130371.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5902  | 2050-01-01      | 3.0000%  |  | $150920.25         | $134022.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4288  | 2049-03-01      | 3.0000%  |  | $19330.85          | $17178.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG9907  | 2056-05-01      | 5.5000%  |  | $19235461.38       | $19398650.76       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7987 M      | 2052-04-20      | 2.5000%  |  | $8334672.58        | $7142518.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3690  | 2055-11-01      | 5.5000%  |  | $19655804.16       | $19965693.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3082  | 2055-10-01      | 6.5000%  |  | $16760925.85       | $17767680.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788582 C      | 2056-04-20      | 5.0000%  |  | $9251505.83        | $9185004.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345  | 2049-11-01      | 3.0000%  |  | $14017.76          | $12547.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2410  | 2056-04-01      | 6.5000%  |  | $17650882.07       | $18761591.29       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2449  | 2038-11-01      | 6.5000%  |  | $5278.45           | $5610.70           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0171%  |  | $14293.40          | $13905.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-68 JC       | 2046-05-20      | 2.0000%  |  | $702158.24         | $617838.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $1170.70           | $1238.02           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 DA      | 2052-04-20      | 4.5000%  |  | $79671059.64       | $78166073.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 BL      | 2056-04-20      | 4.5000%  |  | $1041445.83        | $989374.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 AP      | 2056-04-20      | 6.0000%  |  | $3601458.99        | $3686448.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 NP      | 2056-04-20      | 4.5000%  |  | $9973121.71        | $9893576.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 BY      | 2056-04-20      | 4.5000%  |  | $504992.02         | $477322.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.5751%  |  | $63882317.76       | $63389132.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 MT      | 2056-03-20      | 4.5000%  |  | $7167608.18        | $6945175.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 GF      | 2056-03-20      | 4.8492%  |  | $7779773.73        | $7565873.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $4856254.38        | $5014129.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-030 FB      | 2056-02-20      | 4.4751%  |  | $13884839.87       | $13815162.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 BK      | 2056-02-20      | 4.5000%  |  | $5097912.48        | $4926581.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GY      | 2056-01-20      | 4.5000%  |  | $4009258.86        | $3342110.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QY      | 2055-12-20      | 4.5000%  |  | $1245087.89        | $1065461.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8251%  |  | $14188276.76       | $14284136.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  |  | $263407.48         | $228534.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  |  | $2327.74           | $1784.39           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 4.9751%  |  | $35562931.92       | $35975880.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 UF      | 2056-03-20      | 4.7492%  |  | $9764650.53        | $9773544.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  |  | $118968644.02      | $119795449.69      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.1671%  |  | $16266.36          | $15928.88          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 CT      | 2056-02-20      | 4.5000%  |  | $817391.69         | $801552.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE      | 2055-08-20      | 4.7751%  |  | $672541.26         | $681993.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-20 LA       | 2049-02-20      | 3.0000%  |  | $76167.45          | $67127.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7251%  |  | $23742823.98       | $23887923.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG      | 2050-01-20      | 5.0000%  |  | $3452783.71        | $3472705.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLFA3205  | 2055-04-01      | 6.0000%  |  | $20939889.82       | $21751785.19       | Agency Mortgage-Backed Securities         |

### Security 7: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.650%, 6/11/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2026-055 DC      | 2058-11-16      | 4.5000%  |  | $4966256.41        | $4873064.61        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-031 CA      | 2065-10-16      | 3.0000%  |  | $78996596.81       | $70478736.07       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  |  | $433436.32         | $392484.44         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  |  | $8177584.57        | $6585462.47        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  |  | $4218620.48        | $3003203.58        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  |  | $1326315.79        | $839021.33         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2011-103 BC      | 2051-07-16      | 3.7369%  |  | $418028.31         | $408896.67         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0575%  |  | $2542243.98        | $2428948.91        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 HB      | 2067-01-16      | 4.5000%  |  | $647505.89         | $542967.36         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2637% |  | $519439.77         | $484579.16         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 462680 X      | 2028-04-15      | 7.0000%  |  | $5.10              | $5.17              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M      | 2041-01-20      | 4.0000%  |  | $180.85            | $174.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004290 M      | 2038-11-20      | 5.5000%  |  | $130.97            | $135.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  |  | $82556.10          | $88833.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M      | 2036-04-20      | 5.5000%  |  | $110.74            | $114.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M      | 2036-01-20      | 5.5000%  |  | $494.24            | $510.59            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570518 X      | 2032-01-15      | 6.0000%  |  | $60.33             | $61.83             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 600467 X      | 2035-08-15      | 6.0000%  |  | $425.22            | $431.75            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595821 X      | 2035-08-15      | 6.0000%  |  | $287.34            | $301.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3765 X      | 2047-03-15      | 4.5000%  |  | $70.38             | $68.87             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DS2329 C      | 2066-05-20      | 6.0000%  |  | $864.32            | $888.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR0523 C      | 2066-04-20      | 6.0000%  |  | $2453.66           | $2524.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5285 C      | 2055-12-20      | 6.0000%  |  | $1607.27           | $1692.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3736 C      | 2055-12-20      | 6.5000%  |  | $1467.41           | $1548.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4126 M      | 2046-12-20      | 3.0000%  |  | $529.24            | $477.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3939 M      | 2046-09-20      | 4.5000%  |  | $458.62            | $453.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3938 M      | 2046-09-20      | 4.0000%  |  | $250.52            | $240.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5100  | 2044-12-01      | 3.0000%  |  | $138.72            | $125.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483  | 2037-06-01      | 2.5000%  |  | $42057.94          | $39769.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  |  | $299228.57         | $294353.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800  | 2046-08-01      | 3.0000%  |  | $1947458.70        | $1748298.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  |  | $63514.78          | $59178.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  |  | $47765.13          | $44541.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6573  | 2046-01-01      | 3.5000%  |  | $188180.74         | $175333.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131  | 2045-11-01      | 3.5000%  |  | $117.78            | $109.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4348  | 2045-01-01      | 4.0000%  |  | $7854975.69        | $7522145.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578  | 2027-11-01      | 2.5000%  |  | $14406.78          | $14265.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780  | 2042-04-01      | 3.5000%  |  | $239326.50         | $225237.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  |  | $127924.13         | $126578.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462  | 2027-10-01      | 2.5000%  |  | $55681.38          | $55183.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5027  | 2040-01-01      | 3.0000%  |  | $143616.83         | $133799.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8750  | 2053-03-01      | 6.0000%  |  | $10697999.46       | $11141791.71       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2049  | 2049-11-01      | 3.0000%  |  | $2208.00           | $1955.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQN9907  | 2037-04-01      | 3.0000%  |  | $1282.29           | $1222.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3660  | 2053-08-01      | 5.5000%  |  | $8541367.35        | $8673713.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD0093  | 2049-10-01      | 5.0000%  |  | $27268.55          | $27386.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0316  | 2033-01-01      | 2.5000%  |  | $128709.92         | $123302.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  |  | $9302.33           | $8958.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT1609  | 2034-01-01      | 3.0000%  |  | $211466.84         | $203924.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1546  | 2048-12-01      | 4.5000%  |  | $98.20             | $96.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  |  | $1201.25           | $1158.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1474  | 2044-01-01      | 3.5000%  |  | $14925.72          | $14037.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1323  | 2048-10-01      | 3.0000%  |  | $94.08             | $84.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $8049.16           | $7664.26           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  |  | $977.81            | $871.38            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8335 X      | 2047-10-15      | 3.5000%  |  | $371.80            | $341.85            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7280 X      | 2047-08-15      | 4.5000%  |  | $208.35            | $203.67            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7179 X      | 2047-10-15      | 4.5000%  |  | $1046.84           | $1038.56           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB8885 X      | 2047-07-15      | 5.0000%  |  | $364.17            | $361.81            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7228 X      | 2047-09-15      | 4.5000%  |  | $497.59            | $486.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2275 C      | 2055-11-20      | 6.5000%  |  | $1425.97           | $1499.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0110 C      | 2055-12-20      | 6.5000%  |  | $2934.33           | $3020.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1048 M      | 2041-04-20      | 4.5000%  |  | $2929.46           | $2907.32           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 709788 X      | 2039-09-15      | 5.5000%  |  | $83.07             | $85.33             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697584 X      | 2038-11-15      | 5.5000%  |  | $183.51            | $190.31            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X      | 2038-04-15      | 5.5000%  |  | $189.84            | $196.51            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687923 X      | 2038-09-15      | 6.0000%  |  | $662.64            | $691.25            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672676 X      | 2038-04-15      | 5.5000%  |  | $4.40              | $4.58              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X      | 2036-12-15      | 6.0000%  |  | $687.02            | $728.57            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 629123 X      | 2034-09-15      | 6.0000%  |  | $1683.60           | $1718.40           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 623897 X      | 2034-08-15      | 6.0000%  |  | $30.28             | $30.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788580 C      | 2056-04-20      | 5.0000%  |  | $28586922.98       | $28417942.50       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5984 M      | 2049-06-20      | 3.0000%  |  | $533.96            | $478.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M      | 2049-02-20      | 4.5000%  |  | $4208.40           | $4127.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5712 M      | 2049-01-20      | 5.0000%  |  | $208.05            | $209.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $141.62            | $143.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6220 M      | 2049-10-20      | 4.0000%  |  | $437.09            | $412.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  |  | $429613.01         | $380849.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  |  | $1002339.90        | $889810.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697  | 2039-07-01      | 3.0000%  |  | $17471.89          | $16329.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9903 M      | 2054-09-20      | 4.0000%  |  | $2864.72           | $2678.32           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL8514 X      | 2052-03-15      | 4.0000%  |  | $2339.63           | $2199.41           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  |  | $3844.98           | $3608.12           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2163 X      | 2052-04-15      | 3.0000%  |  | $1836.00           | $1654.06           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CI1786        | 2063-08-15      | 3.8300%  |  | $2880.06           | $2692.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1233  | 2048-03-01      | 3.5000%  |  | $5697151.48        | $5315865.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3891  | 2055-12-01      | 5.5000%  |  | $2739011.37        | $2784880.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3690  | 2055-11-01      | 5.5000%  |  | $5427044.95        | $5512606.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4492  | 2056-02-01      | 5.5000%  |  | $11800801.47       | $12046786.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3349  | 2055-03-01      | 5.5000%  |  | $5489023.94        | $5600707.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3171  | 2054-06-01      | 6.0000%  |  | $3708825.17        | $3852626.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3889 C      | 2065-12-20      | 7.0000%  |  | $2941.02           | $3081.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3597 C      | 2055-10-20      | 5.0000%  |  | $2190.29           | $2181.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5451 C      | 2065-12-20      | 7.0000%  |  | $3378.27           | $3543.74           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6753        | 2060-12-15      | 5.2500%  |  | $2935.67           | $2988.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  |  | $1777.59           | $1901.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6435 C      | 2055-04-20      | 6.5000%  |  | $729.13            | $780.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG1709 C      | 2055-03-20      | 5.5000%  |  | $2876.68           | $2919.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5262 M      | 2048-06-20      | 3.0000%  |  | $473.54            | $427.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5135 M      | 2048-04-20      | 3.0000%  |  | $597.55            | $533.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5077 M      | 2048-03-20      | 3.5000%  |  | $443.53            | $409.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M      | 2048-02-20      | 3.0000%  |  | $108.16            | $96.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4839 M      | 2047-11-20      | 4.5000%  |  | $134.00            | $131.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M      | 2047-10-20      | 3.0000%  |  | $514.07            | $462.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4722 M      | 2047-09-20      | 5.0000%  |  | $119.64            | $121.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  |  | $112.30            | $101.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0118  | 2054-05-01      | 6.0000%  |  | $1393263.92        | $1442114.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDH1065  | 2056-05-01      | 6.0000%  |  | $2857393.37        | $2929238.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $61276442.68       | $60925138.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547  | 2037-05-01      | 2.5000%  |  | $30062.41          | $28358.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1695  | 2031-03-01      | 2.5000%  |  | $8391.38           | $8236.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8526  | 2051-01-01      | 2.5000%  |  | $2273.66           | $1932.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  |  | $6149704.16        | $6006114.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  |  | $493.88            | $470.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652  | 2048-11-01      | 5.0000%  |  | $102332.59         | $102710.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  |  | $680679.76         | $666043.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  |  | $1160852.17        | $1073251.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  |  | $331329.66         | $331636.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD6592 C      | 2054-08-20      | 7.0000%  |  | $2764.40           | $2901.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2944 C      | 2054-08-20      | 7.0000%  |  | $1761.86           | $1854.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC3518 C      | 2054-06-20      | 7.0000%  |  | $3241.11           | $3405.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1120 C      | 2054-06-20      | 7.0000%  |  | $2107.23           | $2211.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1118 C      | 2054-06-20      | 7.0000%  |  | $2370.97           | $2500.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7489 C      | 2054-06-20      | 7.0000%  |  | $1615.29           | $1712.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8578 C      | 2054-02-20      | 7.0000%  |  | $1157.54           | $1214.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5934 C      | 2054-02-20      | 7.0000%  |  | $2149.12           | $2255.61           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CV9792 X      | 2053-06-15      | 6.0000%  |  | $2166.41           | $2222.77           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9722        | 2061-01-15      | 5.0200%  |  | $2937.53           | $2933.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AM4381 C      | 2045-05-20      | 3.5000%  |  | $506.70            | $456.99            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AJ6678 X      | 2044-09-15      | 4.0000%  |  | $444.21            | $423.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M      | 2047-08-20      | 4.0000%  |  | $395.01            | $375.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4587 M      | 2047-07-20      | 4.0000%  |  | $140.20            | $133.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4585 M      | 2047-07-20      | 3.0000%  |  | $503.07            | $452.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M      | 2047-06-20      | 4.0000%  |  | $211.53            | $201.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5397 M      | 2048-08-20      | 3.5000%  |  | $425.10            | $391.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M      | 2047-02-20      | 3.0000%  |  | $587.64            | $528.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4196 M      | 2047-01-20      | 3.5000%  |  | $483.11            | $446.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4127 M      | 2046-12-20      | 3.5000%  |  | $519.84            | $480.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  |  | $617342.97         | $636657.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO6437 C      | 2045-08-20      | 3.5000%  |  | $862.05            | $783.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  |  | $1628.49           | $1452.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9486 C      | 2056-02-20      | 5.0000%  |  | $3605.70           | $3590.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4936  | 2056-02-01      | 5.5000%  |  | $14136654.15       | $14296437.61       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0745 M      | 2055-11-20      | 5.0000%  |  | $2901.61           | $2878.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  |  | $240113.35         | $223891.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  |  | $57133.41          | $53291.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9438  | 2041-11-01      | 4.5000%  |  | $12082.27          | $11983.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M      | 2051-05-20      | 2.0000%  |  | $2274.37           | $1867.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6437 C      | 2055-03-20      | 6.5000%  |  | $1457.92           | $1559.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7371 X      | 2049-11-15      | 3.5000%  |  | $436.57            | $398.01            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7186 X      | 2049-10-15      | 3.5000%  |  | $249.61            | $226.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7172 X      | 2049-10-15      | 3.5000%  |  | $372.82            | $337.79            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ1140 X      | 2049-11-15      | 3.0000%  |  | $247.89            | $219.80            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BL3846 X      | 2049-02-15      | 4.5000%  |  | $150.32            | $148.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BG7731 C      | 2048-04-20      | 4.5000%  |  | $134.29            | $130.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF1065 C      | 2048-01-20      | 4.0000%  |  | $145.48            | $134.61            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE6271 X      | 2048-03-15      | 3.5000%  |  | $889.21            | $811.54            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7509 X      | 2047-11-15      | 4.5000%  |  | $1424.86           | $1393.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4792 X      | 2047-11-15      | 3.5000%  |  | $533.13            | $489.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3617  | 2049-03-01      | 5.0000%  |  | $503.92            | $504.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  |  | $753233.40         | $695409.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  |  | $4621.50           | $4138.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5140 M      | 2048-04-20      | 5.5000%  |  | $349.11            | $360.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8416  | 2053-01-01      | 5.5000%  |  | $13923748.70       | $14098878.52       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3841 X      | 2047-03-15      | 5.0000%  |  | $68.71             | $69.31             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR6259 X      | 2050-01-15      | 3.5000%  |  | $93.66             | $85.48             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6089 M      | 2049-08-20      | 3.0000%  |  | $105.01            | $93.90             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  |  | $1143.40           | $1086.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  |  | $108287.96         | $103142.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ6604 C      | 2066-03-20      | 5.5000%  |  | $2942.03           | $2969.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9935  | 2045-08-01      | 3.0000%  |  | $116.58            | $105.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688  | 2046-11-01      | 3.0000%  |  | $758197.05         | $680898.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1702  | 2055-12-01      | 5.5000%  |  | $13022883.96       | $13163997.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ1792 C      | 2065-12-20      | 7.0000%  |  | $2733.68           | $2874.10           | Agency Mortgage-Backed Securities         |
| FMAC FERA 5668FA 06/25/56  | 2056-06-25      | 4.7425%  |  | $7368420.32        | $7512317.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $2022.08           | $2138.37           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.8621%  |  | $15136357.91       | $15241604.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-082 BA      | 2052-01-20      | 4.7500%  |  | $184208676.84      | $181589311.33      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 DA      | 2052-04-20      | 4.5000%  |  | $5438543.78        | $5335809.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  |  | $69325054.49       | $69806848.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $1626527.21        | $1679404.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 NA      | 2054-03-20      | 4.5000%  |  | $18531453.61       | $18212768.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  |  | $22462800.91       | $22087177.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FG      | 2055-02-20      | 4.6751%  |  | $20509593.45       | $20642306.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 BK      | 2056-02-20      | 4.5000%  |  | $1198162.54        | $1157894.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 GP      | 2056-04-20      | 4.5000%  |  | $32364062.43       | $32004368.24       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 5.9742%  |  | $96035903.95       | $62352808.99       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.5751%  |  | $7342902.89        | $7286214.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  |  | $2316310.61        | $1775629.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5639PT 03/25/56  | 2056-03-25      | 5.5000%  |  | $584832.53         | $585149.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNPL PN DK6754        | 2060-12-15      | 5.2500%  |  | $1563.24           | $1591.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760  | 2046-02-01      | 3.5000%  |  | $116000.13         | $108020.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9171 M      | 2053-09-20      | 5.5000%  |  | $2406.31           | $2441.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M      | 2051-06-20      | 3.0000%  |  | $1567.07           | $1396.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI7779  | 2037-10-01      | 6.0000%  |  | $30283.49          | $31044.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9487 M      | 2054-02-20      | 5.0000%  |  | $2947.22           | $2930.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2826  | 2035-02-01      | 5.5000%  |  | $10074.01          | $10318.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0027 M      | 2054-11-20      | 6.0000%  |  | $1708.42           | $1753.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $2486.19           | $2511.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  |  | $3332.04           | $3426.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3852 C      | 2055-12-20      | 6.0000%  |  | $1466.16           | $1523.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9406  | 2045-04-01      | 3.5000%  |  | $1078.91           | $1006.65           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4784 X      | 2047-11-15      | 3.5000%  |  | $319.50            | $295.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA5303  | 2056-02-01      | 5.5000%  |  | $11360714.64       | $11540404.54       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0947  | 2036-06-01      | 2.5000%  |  | $3026.26           | $2862.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059  | 2038-10-01      | 2.5000%  |  | $987.27            | $931.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  |  | $5848.59           | $5600.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866  | 2050-04-01      | 3.0000%  |  | $535718.80         | $474568.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  |  | $2376.38           | $2132.31           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP9661 X      | 2047-05-15      | 5.0000%  |  | $3589.15           | $3578.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8464  | 2044-09-01      | 3.5000%  |  | $143636.54         | $134016.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $32135644.77       | $32559442.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M      | 2055-11-20      | 6.0000%  |  | $2680.55           | $2709.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M      | 2051-03-20      | 2.0000%  |  | $2166.63           | $1779.44           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0636 C      | 2055-12-20      | 5.0000%  |  | $3490.38           | $3500.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  |  | $21939.10          | $22452.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3771  | 2039-09-01      | 3.0000%  |  | $2623.64           | $2458.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4526  | 2043-08-01      | 3.5000%  |  | $41511.50          | $38904.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0487 M      | 2055-07-20      | 6.5000%  |  | $3141.38           | $3284.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2675  | 2053-09-01      | 5.5000%  |  | $7864585.44        | $7999532.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  |  | $2962.09           | $2962.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9221 C      | 2056-03-20      | 5.0000%  |  | $1113.89           | $1111.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3158 C      | 2056-01-20      | 6.5000%  |  | $1467.98           | $1511.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7608 C      | 2050-05-20      | 3.5000%  |  | $2089.31           | $1903.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6689  | 2037-11-01      | 6.5000%  |  | $3791.88           | $3990.53           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF5002        | 2068-01-15      | 5.1000%  |  | $2947.37           | $2909.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZA0740  | 2031-03-01      | 6.5000%  |  | $0.59              | $0.61              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M      | 2049-12-20      | 3.0000%  |  | $667.36            | $595.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6251  | 2037-06-01      | 6.0000%  |  | $12170.02          | $12671.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8042 M      | 2052-05-20      | 2.5000%  |  | $1086.00           | $930.66            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7596        | 2064-12-15      | 4.3900%  |  | $3650.97           | $3521.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M      | 2055-03-20      | 5.5000%  |  | $1695.64           | $1713.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4961 M      | 2048-01-20      | 3.0000%  |  | $453.75            | $405.65            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  |  | $317.06            | $309.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1475  | 2046-11-01      | 3.5000%  |  | $44020.98          | $40992.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9909 M      | 2054-09-20      | 7.0000%  |  | $273.56            | $284.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT2077  | 2046-08-01      | 3.5000%  |  | $69604.55          | $65221.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  |  | $34287.63          | $31856.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549  | 2046-03-01      | 3.5000%  |  | $72.00             | $67.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  |  | $118846.58         | $113454.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  |  | $32859.46          | $30925.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $1143051.23        | $1134741.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  |  | $167421.47         | $176047.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069  | 2038-10-01      | 6.0000%  |  | $398.56            | $419.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726  | 2038-07-01      | 6.0000%  |  | $811.01            | $842.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL966851  | 2037-12-01      | 6.0000%  |  | $676.16            | $711.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  |  | $7702.61           | $8192.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  |  | $14671.32          | $15402.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL890248  | 2037-08-01      | 6.0000%  |  | $484.29            | $498.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2413  | 2056-04-01      | 6.5000%  |  | $12353009.44       | $13095049.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7518  | 2053-03-01      | 6.0000%  |  | $11073609.72       | $11498976.60       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5741  | 2053-07-01      | 6.5000%  |  | $2627565.29        | $2771925.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957  | 2050-03-01      | 5.0000%  |  | $82266.45          | $82868.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1012 M      | 2043-05-20      | 3.5000%  |  | $73.70             | $69.40             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779942 X      | 2026-11-15      | 3.0000%  |  | $7.21              | $7.21              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 765903 X      | 2041-03-15      | 4.5000%  |  | $32.97             | $32.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTB3731  | 2056-05-01      | 5.5000%  |  | $2017473.68        | $2040153.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9862  | 2056-04-01      | 5.0000%  |  | $7327909.87        | $7235467.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4341  | 2056-03-01      | 5.5000%  |  | $4015107.40        | $4078938.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3675  | 2055-12-01      | 6.5000%  |  | $8531491.76        | $8979800.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3246  | 2055-11-01      | 6.0000%  |  | $5890248.32        | $6115495.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3010  | 2055-10-01      | 6.5000%  |  | $8322303.27        | $8819457.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6308  | 2055-10-01      | 6.5000%  |  | $1688996.37        | $1771673.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0801  | 2039-09-01      | 6.0000%  |  | $70.38             | $72.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4907  | 2037-12-01      | 2.5000%  |  | $3177.18           | $2999.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4751  | 2037-08-01      | 2.0000%  |  | $495.10            | $454.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $419312.71         | $367700.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  |  | $432.50            | $382.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6997 M      | 2050-11-20      | 3.5000%  |  | $1180.19           | $1080.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6823 M      | 2050-08-20      | 4.5000%  |  | $814.57            | $797.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6767 M      | 2050-07-20      | 3.5000%  |  | $941.22            | $863.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M      | 2050-07-20      | 3.0000%  |  | $211.08            | $188.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6711 M      | 2050-06-20      | 3.5000%  |  | $853.69            | $783.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $3351.31           | $2987.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6658 M      | 2050-05-20      | 4.0000%  |  | $594.99            | $564.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M      | 2050-04-20      | 3.5000%  |  | $299.69            | $275.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6543 M      | 2050-03-20      | 4.0000%  |  | $1441.00           | $1366.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M      | 2050-03-20      | 2.5000%  |  | $667.82            | $574.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $143.43            | $136.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M      | 2051-02-20      | 2.5000%  |  | $1847.80           | $1584.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7139 M      | 2051-01-20      | 4.0000%  |  | $1191.98           | $1130.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6038 M      | 2049-07-20      | 3.0000%  |  | $494.71            | $442.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1674  | 2037-03-01      | 5.5000%  |  | $12680.88          | $12917.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2501  | 2038-04-01      | 3.0000%  |  | $98534.41          | $93003.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2028  | 2027-10-01      | 6.0000%  |  | $1.04              | $1.06              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1288  | 2043-02-01      | 3.0000%  |  | $66232.73          | $60543.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6177  | 2049-06-01      | 3.0000%  |  | $461154.77         | $409666.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4826  | 2049-04-01      | 4.0000%  |  | $231701.15         | $221064.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3049  | 2049-02-01      | 4.0000%  |  | $601190.86         | $572099.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  |  | $87030.63          | $82957.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  |  | $14355.75          | $12757.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2167  | 2046-11-01      | 3.0000%  |  | $80107.03          | $71940.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2184  | 2046-11-01      | 3.5000%  |  | $224882.51         | $208269.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0412  | 2045-11-01      | 3.5000%  |  | $65815.96          | $61372.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0273  | 2045-10-01      | 3.5000%  |  | $320218.72         | $298768.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059  | 2045-08-01      | 3.5000%  |  | $119.69            | $111.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9250  | 2045-03-01      | 3.5000%  |  | $219.44            | $204.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  |  | $59342.69          | $55669.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL7545  | 2043-12-01      | 3.5000%  |  | $9574.67           | $8951.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6037  | 2043-05-01      | 3.5000%  |  | $320849.41         | $298814.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4585  | 2043-01-01      | 3.0000%  |  | $321487.12         | $294072.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4422  | 2042-12-01      | 3.0000%  |  | $362805.58         | $331752.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  |  | $850856.36         | $810035.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4603  | 2048-02-01      | 4.0000%  |  | $228446.19         | $216835.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  |  | $1163173.24        | $1107438.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  |  | $5138.84           | $4581.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1215  | 2046-06-01      | 3.5000%  |  | $391270.31         | $363603.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958  | 2046-04-01      | 3.5000%  |  | $88742.43          | $82799.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521  | 2046-01-01      | 3.5000%  |  | $15456.61          | $14401.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1100  | 2046-01-01      | 3.5000%  |  | $259.19            | $241.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA2101  | 2045-08-01      | 3.5000%  |  | $155.52            | $145.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAZ7366  | 2045-11-01      | 4.0000%  |  | $135.17            | $129.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336  | 2045-11-01      | 3.5000%  |  | $477.47            | $443.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3158  | 2049-02-01      | 4.0000%  |  | $51565.88          | $49223.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1119 C      | 2054-06-20      | 7.0000%  |  | $2257.59           | $2369.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6931 M      | 2050-10-20      | 2.5000%  |  | $1268.16           | $1088.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9479 C      | 2048-03-20      | 4.0000%  |  | $256.07            | $239.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6288  | 2043-06-01      | 3.5000%  |  | $122629.54         | $115372.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $536.94            | $542.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DS6407 C      | 2066-05-20      | 6.0000%  |  | $1578.32           | $1623.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7551 C      | 2056-02-20      | 5.0000%  |  | $2324.34           | $2328.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C      | 2050-06-20      | 5.5000%  |  | $1549.50           | $1633.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8877 M      | 2053-05-20      | 4.5000%  |  | $2401.65           | $2331.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  |  | $69637.15          | $68272.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9933  | 2045-07-01      | 3.5000%  |  | $357.91            | $333.66            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AD6340 X      | 2047-08-15      | 2.5000%  |  | $1266.34           | $1097.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9589  | 2045-12-01      | 4.5000%  |  | $25349.47          | $24934.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840  | 2045-07-01      | 3.5000%  |  | $800.77            | $746.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  |  | $1105.52           | $993.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  |  | $337430.59         | $311710.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBU8868  | 2037-03-01      | 2.0000%  |  | $928.31            | $852.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8595 X      | 2049-12-15      | 3.0000%  |  | $1516.90           | $1351.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M      | 2047-06-20      | 3.0000%  |  | $211.10            | $188.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4365  | 2055-11-01      | 6.5000%  |  | $5924770.32        | $6214891.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3677  | 2055-12-01      | 5.5000%  |  | $13046057.08       | $13187434.30       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3735 C      | 2055-12-20      | 6.5000%  |  | $1467.28           | $1572.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6988 C      | 2056-01-20      | 6.0000%  |  | $2133.29           | $2176.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4125 M      | 2046-12-20      | 2.5000%  |  | $134.91            | $117.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI7974  | 2038-08-01      | 6.5000%  |  | $2292.35           | $2428.49           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2666 X      | 2047-06-15      | 5.0000%  |  | $1721.27           | $1718.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO7682 C      | 2045-08-20      | 4.0000%  |  | $636.87            | $602.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M      | 2053-12-20      | 7.5000%  |  | $486.74            | $507.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9108 M      | 2053-08-20      | 6.5000%  |  | $1384.67           | $1454.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9106 M      | 2053-08-20      | 5.5000%  |  | $2478.95           | $2517.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9104 M      | 2053-08-20      | 4.5000%  |  | $3097.91           | $3000.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9103 M      | 2053-08-20      | 4.0000%  |  | $2472.93           | $2327.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  |  | $1105.14           | $1139.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9014 M      | 2053-07-20      | 4.0000%  |  | $2959.91           | $2785.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  |  | $2667.13           | $2427.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M      | 2052-07-20      | 2.5000%  |  | $2557.49           | $2193.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8876 M      | 2053-05-20      | 4.0000%  |  | $2931.07           | $2762.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7939 M      | 2052-03-20      | 4.0000%  |  | $2428.10           | $2287.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M      | 2052-03-20      | 2.0000%  |  | $202314430.52      | $166159942.70      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7830 M      | 2052-01-20      | 4.0000%  |  | $463.31            | $436.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  |  | $96174890.07       | $82427116.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M      | 2051-11-20      | 2.5000%  |  | $95345596.33       | $81716843.78       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M      | 2051-10-20      | 3.0000%  |  | $3198.91           | $2850.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7474 M      | 2051-07-20      | 3.5000%  |  | $1289.39           | $1181.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7470 M      | 2051-07-20      | 1.5000%  |  | $2680.19           | $2102.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244  | 2034-07-01      | 5.5000%  |  | $9160.28           | $9238.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  |  | $7.24              | $7.69              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3430  | 2042-08-01      | 3.0000%  |  | $14424.35          | $13194.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3152  | 2042-05-01      | 3.0000%  |  | $10459.95          | $9568.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  |  | $5132.63           | $4842.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3084  | 2042-05-01      | 3.5000%  |  | $3221.45           | $3038.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3530  | 2042-08-01      | 3.0000%  |  | $3060.57           | $2799.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881  | 2028-01-01      | 2.5000%  |  | $79750.23          | $78873.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4686  | 2027-11-01      | 2.5000%  |  | $46.79             | $46.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9756  | 2040-02-01      | 4.5000%  |  | $194478.48         | $193066.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9650  | 2040-01-01      | 5.5000%  |  | $258205.38         | $266167.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI9252  | 2039-09-01      | 6.0000%  |  | $20121.79          | $21099.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8303  | 2038-11-01      | 5.5000%  |  | $6464.83           | $6657.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8245  | 2038-10-01      | 5.5000%  |  | $9060.35           | $9305.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7821  | 2038-07-01      | 5.5000%  |  | $55751.48          | $57259.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6804  | 2037-11-01      | 6.5000%  |  | $631.01            | $668.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6469  | 2037-09-01      | 6.5000%  |  | $10.40             | $10.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  |  | $63684.99          | $66957.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841  | 2045-07-01      | 4.0000%  |  | $31135.52          | $29795.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  |  | $15720.69          | $14331.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650  | 2043-07-01      | 3.5000%  |  | $495555.99         | $464638.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0495  | 2048-08-01      | 4.5000%  |  | $1157602.90        | $1134144.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9444  | 2043-12-01      | 3.5000%  |  | $295576.74         | $277711.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  |  | $31834.90          | $29694.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  |  | $347.89            | $321.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1201  | 2036-12-01      | 5.5000%  |  | $32220.60          | $33296.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  |  | $1134700.92        | $1018161.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5399 C      | 2065-12-20      | 7.0000%  |  | $2206.60           | $2319.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9345 C      | 2066-03-20      | 6.0000%  |  | $1428.56           | $1469.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0801 M      | 2055-12-20      | 5.5000%  |  | $729.43            | $731.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8099 M      | 2052-06-20      | 3.5000%  |  | $2126.19           | $1935.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4568  | 2044-05-01      | 5.0000%  |  | $18862.32          | $18932.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6153 M      | 2049-09-20      | 3.0000%  |  | $553.84            | $495.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9851 M      | 2054-08-20      | 5.5000%  |  | $1857.09           | $1878.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  |  | $307375.72         | $285992.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTZA2056  | 2028-03-01      | 5.5000%  |  | $31.04             | $31.32             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0150 C      | 2055-12-20      | 6.5000%  |  | $2927.42           | $3075.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4209  | 2055-12-01      | 5.5000%  |  | $4192435.44        | $4268107.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M      | 2051-05-20      | 2.5000%  |  | $1705.93           | $1462.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7312 M      | 2051-04-20      | 2.5000%  |  | $1647.94           | $1412.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M      | 2051-03-20      | 2.5000%  |  | $2352.98           | $2015.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  |  | $1590.62           | $1497.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8096 M      | 2052-06-20      | 2.0000%  |  | $552.62            | $453.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M      | 2052-05-20      | 4.0000%  |  | $1616.03           | $1523.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M      | 2054-11-20      | 5.5000%  |  | $2294.26           | $2322.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9954 C      | 2066-04-20      | 6.0000%  |  | $3033.50           | $3120.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ7997 C      | 2066-02-20      | 6.0000%  |  | $812.77            | $836.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3344 C      | 2053-02-20      | 6.5000%  |  | $735.28            | $753.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2236 C      | 2056-02-20      | 5.0000%  |  | $2933.56           | $2884.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0853 C      | 2056-02-20      | 6.5000%  |  | $2233.27           | $2287.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9347 C      | 2066-03-20      | 6.5000%  |  | $2968.12           | $3107.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8860 C      | 2056-01-20      | 6.0000%  |  | $2936.09           | $3000.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8732 C      | 2056-01-20      | 5.0000%  |  | $3660.66           | $3656.05           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DP6813        | 2068-03-15      | 5.3100%  |  | $2310.00           | $2301.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP6706 C      | 2066-01-20      | 6.5000%  |  | $1161.90           | $1216.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  |  | $3693.73           | $3677.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP5165 C      | 2065-10-20      | 6.0000%  |  | $3492.76           | $3586.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4142 C      | 2056-01-20      | 6.5000%  |  | $1466.39           | $1509.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3832 C      | 2056-01-20      | 5.0000%  |  | $3665.59           | $3672.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3748 C      | 2056-01-20      | 5.0000%  |  | $3661.83           | $3669.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2893 C      | 2055-12-20      | 5.0000%  |  | $2931.05           | $2936.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309  | 2040-01-01      | 6.0000%  |  | $46.92             | $49.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0808  | 2040-05-01      | 6.5000%  |  | $8105.12           | $8550.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348  | 2042-03-01      | 3.5000%  |  | $16966.72          | $15973.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  |  | $172239.57         | $168582.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647  | 2046-01-01      | 3.5000%  |  | $16200.53          | $15094.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4638  | 2045-11-01      | 3.5000%  |  | $297301.27         | $276979.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630  | 2045-09-01      | 3.5000%  |  | $86571.55          | $80772.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4618  | 2045-06-01      | 3.5000%  |  | $78895.21          | $73610.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  |  | $27600.24          | $25751.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4599  | 2045-01-01      | 3.5000%  |  | $126.81            | $118.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626  | 2045-08-01      | 3.5000%  |  | $15364.16          | $14314.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622  | 2045-07-01      | 3.5000%  |  | $145502.62         | $135755.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4577  | 2044-08-01      | 3.5000%  |  | $6205.45           | $5795.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4173  | 2035-03-01      | 5.5000%  |  | $83170.20          | $85905.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3925  | 2043-08-01      | 3.5000%  |  | $159064.90         | $149170.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3421  | 2042-01-01      | 4.0000%  |  | $275.34            | $266.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2746  | 2039-04-01      | 6.5000%  |  | $4568.10           | $4787.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2375  | 2038-09-01      | 5.5000%  |  | $36995.67          | $38073.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1954  | 2038-02-01      | 6.0000%  |  | $24769.78          | $26041.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1579  | 2037-09-01      | 5.5000%  |  | $13321.98          | $13554.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5765 M      | 2049-02-20      | 5.0000%  |  | $664.85            | $670.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3937 M      | 2046-09-20      | 3.5000%  |  | $361.65            | $334.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9370  | 2043-12-01      | 4.5000%  |  | $28520.05          | $28016.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  |  | $115969.91         | $113368.47         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4513 X      | 2047-05-15      | 5.0000%  |  | $481.20            | $486.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  |  | $754981.16         | $798442.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237  | 2047-08-01      | 4.0000%  |  | $238.13            | $226.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7051 M      | 2050-12-20      | 2.0000%  |  | $825.52            | $678.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  |  | $430.74            | $438.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1963  | 2041-04-01      | 5.5000%  |  | $68717.30          | $70253.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5962  | 2041-02-01      | 5.0000%  |  | $115863.66         | $116830.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  |  | $6.39              | $6.50              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M      | 2053-03-20      | 5.0000%  |  | $2127.32           | $2119.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M      | 2052-09-20      | 4.5000%  |  | $1071.30           | $1040.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8264 M      | 2052-09-20      | 2.5000%  |  | $2546.18           | $2185.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M      | 2052-04-20      | 3.0000%  |  | $772.40            | $688.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7024 M      | 2035-12-20      | 2.5000%  |  | $1220.48           | $1146.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9552 C      | 2055-12-20      | 6.0000%  |  | $733.56            | $750.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6394 C      | 2056-02-20      | 5.0000%  |  | $2954.76           | $2951.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0995 M      | 2056-03-20      | 4.5000%  |  | $3576.38           | $3450.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0733 M      | 2055-11-20      | 5.5000%  |  | $2126.94           | $2132.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M      | 2055-10-20      | 6.0000%  |  | $936.24            | $958.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0620 M      | 2055-09-20      | 4.0000%  |  | $3619.68           | $3376.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M      | 2055-07-20      | 5.5000%  |  | $2666.84           | $2693.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0426 M      | 2055-06-20      | 6.5000%  |  | $2127.29           | $2224.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $2796.07           | $2826.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M      | 2055-03-20      | 6.0000%  |  | $1602.36           | $1644.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0145 M      | 2055-01-20      | 4.5000%  |  | $2823.93           | $2724.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M      | 2054-12-20      | 5.5000%  |  | $1724.67           | $1743.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BX4938 C      | 2050-08-20      | 3.5000%  |  | $2718.86           | $2478.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT3502 X      | 2050-02-15      | 3.5000%  |  | $168.46            | $152.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7607 C      | 2050-05-20      | 3.5000%  |  | $1507.48           | $1374.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BS5065 X      | 2050-02-15      | 3.5000%  |  | $399.45            | $361.91            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8599 X      | 2050-01-15      | 3.0000%  |  | $484.46            | $431.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  |  | $1726.49           | $1591.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9523 C      | 2048-04-20      | 4.0000%  |  | $659.59            | $618.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722  | 2045-09-01      | 3.5000%  |  | $57607.21          | $53748.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447  | 2028-02-01      | 2.5000%  |  | $45.09             | $44.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516  | 2043-09-01      | 3.0000%  |  | $3510096.04        | $3197638.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AK1020 C      | 2044-10-20      | 3.5000%  |  | $297.01            | $269.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6282 M      | 2049-11-20      | 2.5000%  |  | $593.65            | $512.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3875  | 2048-04-01      | 4.0000%  |  | $647590.86         | $616695.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M      | 2050-08-20      | 3.5000%  |  | $415.88            | $380.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4320 M      | 2047-03-20      | 3.0000%  |  | $447.27            | $403.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  |  | $8475450.48        | $6487827.38        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC3826 X      | 2047-10-15      | 3.5000%  |  | $326.01            | $299.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9801  | 2040-03-01      | 5.0000%  |  | $11420.11          | $11494.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  |  | $188765378.81      | $161766350.49      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752  | 2047-11-01      | 3.5000%  |  | $1395.09           | $1292.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $169203.77         | $149998.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2090  | 2028-10-01      | 6.0000%  |  | $4830.29           | $4951.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6649  | 2037-10-01      | 6.5000%  |  | $343.80            | $367.20            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BK5550 X      | 2049-10-15      | 3.0000%  |  | $768.25            | $684.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6994 M      | 2050-11-20      | 2.0000%  |  | $1617.94           | $1329.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0724  | 2045-07-01      | 4.5000%  |  | $1759825.49        | $1747045.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0694  | 2054-01-01      | 5.5000%  |  | $9001518.09        | $9127411.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4624 M      | 2032-08-20      | 3.0000%  |  | $342.58            | $331.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2851 C      | 2054-07-20      | 7.0000%  |  | $1133.32           | $1187.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100  | 2037-12-01      | 3.5000%  |  | $37527.04          | $35971.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  |  | $81889.96          | $72620.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7606 C      | 2050-05-20      | 3.5000%  |  | $2077.73           | $1896.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M      | 2054-03-20      | 4.5000%  |  | $3333.80           | $3220.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906  | 2045-10-01      | 3.5000%  |  | $55152.33          | $51457.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3038  | 2055-10-01      | 5.5000%  |  | $13963480.45       | $14252367.80       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6682 C      | 2055-10-20      | 5.0000%  |  | $2193.03           | $2197.43           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 552509 X      | 2032-04-15      | 6.0000%  |  | $2.63              | $2.65              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X      | 2033-08-15      | 5.0000%  |  | $250.05            | $252.98            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 586343 X      | 2035-01-15      | 6.0000%  |  | $191.68            | $200.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003819 M      | 2036-02-20      | 5.5000%  |  | $378.76            | $391.30            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782090 X      | 2036-05-15      | 6.5000%  |  | $1679.33           | $1736.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938394  | 2037-07-01      | 6.0000%  |  | $166.52            | $171.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004041 M      | 2037-10-20      | 7.0000%  |  | $789.31            | $841.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617740 X      | 2037-10-15      | 6.0000%  |  | $2.32              | $2.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  |  | $81840.19          | $86040.77          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696186 X      | 2038-08-15      | 6.0000%  |  | $5.25              | $5.50              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004472 M      | 2039-06-20      | 6.5000%  |  | $14.27             | $15.27             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782745 X      | 2038-11-15      | 6.0000%  |  | $13.07             | $13.86             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  |  | $8.01              | $8.16              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  |  | $17.69             | $18.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278  | 2041-12-01      | 3.5000%  |  | $519193.02         | $489651.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308  | 2039-05-01      | 6.5000%  |  | $684.49            | $722.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005338 M      | 2042-03-20      | 6.0000%  |  | $525.59            | $553.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB3857  | 2026-11-01      | 2.5000%  |  | $27.64             | $27.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134  | 2042-06-01      | 3.5000%  |  | $908258.87         | $855354.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785587 M      | 2044-12-20      | 3.5000%  |  | $603.35            | $560.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X      | 2040-12-15      | 5.5000%  |  | $97.47             | $101.63            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781057 X      | 2029-06-15      | 5.5000%  |  | $1454.76           | $1462.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780941 X      | 2028-12-15      | 6.0000%  |  | $625.38            | $637.07            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 325576 X      | 2028-06-15      | 7.0000%  |  | $14.74             | $14.91             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 540218 X      | 2033-02-15      | 6.0000%  |  | $472.86            | $494.98            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 748616 X      | 2038-11-15      | 6.5000%  |  | $11.02             | $11.21             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727437 X      | 2040-03-15      | 4.5000%  |  | $1609.62           | $1581.32           | Agency Mortgage-Backed Securities         |

### Security 8: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.630%, 6/1/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 GNRM 2026-076 DA      | 2056-06-16      | 4.5000%  |  | $15248997.48       | $14958473.58       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-076 DV      | 2040-09-16      | 4.5000%  |  | $3352573.87        | $3310368.32        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-139 AG      | 2062-06-16      | 1.5000%  |  | $2830261.55        | $2017092.50        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.1137%  |  | $551884.36         | $521624.70         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2637% |  | $277178.19         | $258576.22         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-164 B       | 2063-11-16      | 2.2000%  |  | $3250000.00        | $2342203.86        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DC      | 2058-11-16      | 4.5000%  |  | $4825367.76        | $4734819.74        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-030 VF      | 2056-02-20      | 4.4751%  |  | $22552418.60       | $22513826.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KJ      | 2054-09-20      | 4.5000%  |  | $19466418.12       | $19068680.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-188 FE      | 2055-11-20      | 4.6251%  |  | $6147839.04        | $6186037.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.2751%  |  | $8527048.75        | $8629269.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.2751%  |  | $7945712.13        | $8042751.38        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5639NC 03/25/56  | 2056-03-25      | 4.5000%  |  | $13898605.19       | $13660299.71       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5606PB 09/25/54  | 2055-12-25      | 4.5000%  |  | $13580820.04       | $13161634.45       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5639PT 03/25/56  | 2056-03-25      | 5.5000%  |  | $65846699.11       | $65882439.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 PA      | 2055-10-20      | 5.5000%  |  | $3613798.95        | $3659953.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-048 FB      | 2064-03-20      | 4.8251%  |  | $3532153.23        | $3560259.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  |  | $18509084.38       | $18637718.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3051%  |  | $20349577.88       | $20614026.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  |  | $303.15            | $313.01            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.4251%  |  | $6287856.58        | $6304747.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 GA      | 2065-05-20      | 4.7500%  |  | $19513218.55       | $19512778.41       | Agency Collateralized Mortgage Obligation |

### Security 9: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.630%, 6/1/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 4.50 FCOR 26-33 FP  | 2033-08-26      | 4.5000%  |  | $6481481.48        | $6438742.59        | Agency Debentures and Agency Strips |
| FCSB 4.47 FCOR 27-34 EB  | 2034-02-23      | 4.4700%  |  | $18618962.96       | $18496822.57       | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD  | 2033-09-12      | 4.8900%  |  | $13777555.56       | $13830808.10       | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP  | 2040-08-13      | 5.7300%  |  | $3027888.89        | $3060413.46        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF | 2040-03-26      | 5.6250%  |  | $6217555.56        | $6226898.99        | Agency Debentures and Agency Strips |
| FCSB 4.54 FCOR 26-31 GA  | 2031-12-29      | 4.5400%  |  | $3413407.41        | $3450728.47        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS  | 2040-02-10      | 5.5200%  |  | $3888888.89        | $3923291.30        | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37  | 2037-07-15      | 5.6250%  |  | $16592.59          | $18343.57          | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30 | 2030-11-15      | 6.6250%  |  | $563888.89         | $620546.41         | Agency Debentures and Agency Strips |
| FCSB 5 3/8 FCOR 26-40 BB | 2040-12-03      | 5.3750%  |  | $1727185.19        | $1754272.25        | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 31 A   | 2031-03-15      | 6.7500%  |  | $24111.11          | $27108.24          | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30  | 2030-05-15      | 0.0000%  |  | $105723592.59      | $89500518.76       | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A   | 2029-09-15      | 6.7500%  |  | $1296.30           | $1419.01           | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30 | 2030-11-15      | 0.0000%  |  | $123201814.81      | $102055208.92      | Agency Debentures and Agency Strips |
| FCSB 3.92 FCOR 26-29 KF  | 2029-07-16      | 3.9200%  |  | $5022888.89        | $5070341.24        | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT  | 2042-07-21      | 5.6500%  |  | $3629629.63        | $3675322.63        | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30 | 2030-01-15      | 0.0000%  |  | $60424000.00       | $51982162.96       | Agency Debentures and Agency Strips |
| FMAC 4.00 FMNT 26-28 W3  | 2028-03-13      | 4.0000%  |  | $7170851.85        | $7214300.84        | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A   | 2032-07-15      | 6.2500%  |  | $34222.22          | $38622.27          | Agency Debentures and Agency Strips |
| FMAC FMZC 12/14/2029 A   | 2029-12-14      | 0.0000%  |  | $1048962.96        | $904919.37         | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677   | 2036-07-15      | 5.5000%  |  | $509444.44         | $558478.08         | Agency Debentures and Agency Strips |
| FCSB 4.45 FCOR 26-32 FT  | 2032-08-27      | 4.4500%  |  | $12962962.96       | $12973491.77       | Agency Debentures and Agency Strips |
| FCSB 3.80 FCOR 26-29 KJ  | 2029-02-26      | 3.8000%  |  | $12387925.93       | $12376611.62       | Agency Debentures and Agency Strips |
| FCSB 3.84 FCOR 27-30 JU  | 2030-02-25      | 3.8400%  |  | $12962962.96       | $12908864.20       | Agency Debentures and Agency Strips |

### Security 10: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  3.630%, 6/1/2026
- **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: 068992007, C.3 - LEI: AC28XWWI3WIBK2824319
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB FHDN 06/01/26        | 2026-06-01      | 0.0000%  |  | $444444.44         | $444266.67         | Agency Mortgage-Backed Securities   |
| FCSB FCDN 06/01/26        | 2026-06-01      | 0.0000%  |  | $10200000.00       | $10195920.00       | Agency Mortgage-Backed Securities   |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $396000.00         | $396595.09         | Agency Debentures and Agency Strips |
| FCSB 4.75 FCOR 26-33 FJ   | 2033-07-06      | 4.7500%  |  | $2564888.89        | $2582663.71        | Agency Debentures and Agency Strips |
| FCSB 4.82 FCOR 26-33 FH   | 2033-12-02      | 4.8200%  |  | $6002222.22        | $6094058.22        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CO 26/06   | 2026-06-15      | 3.7550%  |  | $8000.00           | $8062.73           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CI 26/09   | 2026-09-03      | 3.7700%  |  | $180444.44         | $182120.67         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CH 26/08   | 2026-08-26      | 3.7700%  |  | $355555.56         | $355734.03         | Agency Debentures and Agency Strips |
| FCSB 4.50 FCDB 26 B       | 2026-08-14      | 4.5000%  |  | $222222.22         | $225450.00         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 3.7550%  |  | $30222.22          | $30444.13          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8473 | 2027-10-22      | 3.7550%  |  | $513333.33         | $515411.02         | Agency Debentures and Agency Strips |
| FCSB 4.35 FCOR 26-32 FS   | 2032-02-27      | 4.3500%  |  | $7005333.33        | $6977022.44        | Agency Debentures and Agency Strips |
| FHLB 4.55 FHOR 28-33 LJ   | 2033-05-05      | 4.5500%  |  | $384444.44         | $383650.31         | Agency Debentures and Agency Strips |
| FHLB 3.65 FHLB 26 AU      | 2026-10-15      | 3.6500%  |  | $71111.11          | $71367.90          | Agency Debentures and Agency Strips |
| FCSB 3.00 FCSB 37 S       | 2037-09-14      | 3.0000%  |  | $4444.44           | $3733.51           | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 25-44 CY   | 2044-09-26      | 5.4500%  |  | $22222.22          | $22021.06          | Agency Debentures and Agency Strips |
| FHLB 5.20 FHOR 27-46 SS   | 2046-03-20      | 5.2000%  |  | $104444.44         | $102673.14         | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $517333.33         | $522890.36         | Agency Debentures and Agency Strips |
| FHLB 3.875 FHLB 29 RV     | 2029-03-09      | 3.8750%  |  | $748888.89         | $750623.40         | Agency Debentures and Agency Strips |
| FMAC 2.67 FMNT 22-27 M2   | 2027-03-25      | 2.6700%  |  | $109777.78         | $109219.96         | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AU   | 2040-10-01      | 5.4400%  |  | $4437333.33        | $4421587.21        | Agency Debentures and Agency Strips |
| FMAC 3.90 FMNT 27-30 N0   | 2030-02-19      | 3.9000%  |  | $6444444.44        | $6437802.37        | Agency Debentures and Agency Strips |
| FNMA 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  |  | $2222.22           | $2215.79           | Agency Debentures and Agency Strips |
| FCSB 4.69 FCOR 27-32 FX   | 2032-05-18      | 4.6900%  |  | $5939555.56        | $5923233.99        | Agency Debentures and Agency Strips |
| FHLB 4.00 FHLB 29 SA      | 2029-06-08      | 4.0000%  |  | $3111111.11        | $3161408.44        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 11/26 8088 | 2026-11-24      | 3.7050%  |  | $533333.33         | $533732.22         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 11/26 9016 | 2026-11-18      | 3.6550%  |  | $444444.44         | $444930.08         | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  |  | $331111.11         | $335759.99         | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 08/21/26 | 2026-08-21      | 3.7650%  |  | $453333.33         | $453782.51         | Agency Debentures and Agency Strips |
| FHLB 2.09 FHOR 22-36 DH   | 2036-02-22      | 2.0900%  |  | $757777.78         | $611422.39         | Agency Debentures and Agency Strips |
| FCSB 4.50 FCOR 26-33 FP   | 2033-08-26      | 4.5000%  |  | $3408444.44        | $3385969.16        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF GZ 27/07   | 2027-07-13      | 3.6850%  |  | $222222.22         | $223298.40         | Agency Debentures and Agency Strips |
| FCSB 4.48 FCOR 26-32 FR   | 2032-08-12      | 4.4800%  |  | $4397777.78        | $4399108.35        | Agency Debentures and Agency Strips |
| FCSB 5.54 FCOR 26-45 T    | 2045-09-18      | 5.5400%  |  | $1777.78           | $1769.77           | Agency Debentures and Agency Strips |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  |  | $1333.33           | $1415.93           | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 28 EE     | 2028-11-01      | 4.8750%  |  | $888.89            | $908.15            | Agency Debentures and Agency Strips |
| FCSB 1.16 FCSB 26 DN      | 2026-10-27      | 1.1600%  |  | $564888.89         | $559218.03         | Agency Debentures and Agency Strips |
| FCSB 1 7/8 FCOR 22-36 AG  | 2036-02-11      | 1.8750%  |  | $688888.89         | $541589.29         | Agency Debentures and Agency Strips |
| FCSB 1.68 FCOR 21-35 AY   | 2035-09-17      | 1.6800%  |  | $255555.56         | $199008.27         | Agency Debentures and Agency Strips |
| FCSB 3.30 FCSB 26 CK      | 2026-09-28      | 3.3000%  |  | $4444.44           | $4461.03           | Agency Debentures and Agency Strips |
| FCSB 3.03 FCSB 29 AD      | 2029-03-20      | 3.0300%  |  | $2222.22           | $2172.58           | Agency Debentures and Agency Strips |
| FMAC FMDN 06/23/26        | 2026-06-23      | 0.0000%  |  | $74222.22          | $74027.76          | Agency Debentures and Agency Strips |
| FMAC FMDN 08/27/26        | 2026-08-27      | 0.0000%  |  | $605777.78         | $600259.14         | Agency Debentures and Agency Strips |
| FHLB FHDN 07/29/26        | 2026-07-29      | 0.0000%  |  | $6000888.89        | $5963563.36        | Agency Debentures and Agency Strips |
| FHLB FHDN 07/15/26        | 2026-07-15      | 0.0000%  |  | $133333.33         | $132692.00         | Agency Debentures and Agency Strips |
| FHLB FHDN 07/08/26        | 2026-07-08      | 0.0000%  |  | $2888888.89        | $2877015.56        | Agency Debentures and Agency Strips |
| FHLB FHDN 07/01/26        | 2026-07-01      | 0.0000%  |  | $144444.44         | $143951.89         | Agency Debentures and Agency Strips |
| FHLB FHDN 11/27/26        | 2026-11-27      | 0.0000%  |  | $6468888.89        | $6348865.12        | Agency Debentures and Agency Strips |
| FHLB FHDN 11/20/26        | 2026-11-20      | 0.0000%  |  | $19111111.11       | $18770474.67       | Agency Debentures and Agency Strips |
| FHLB FHDN 09/18/26        | 2026-09-18      | 0.0000%  |  | $17381777.78       | $17184581.51       | Agency Debentures and Agency Strips |
| FHLB FHDN 09/16/26        | 2026-09-16      | 0.0000%  |  | $222222.22         | $219746.00         | Agency Debentures and Agency Strips |
| FHLB FHDN 08/05/26        | 2026-08-05      | 0.0000%  |  | $611555.56         | $607329.71         | Agency Debentures and Agency Strips |
| FHLB 3.00 FHLB 28 EL      | 2028-03-10      | 3.0000%  |  | $224444.44         | $221864.98         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/26 8958 | 2026-12-07      | 3.6600%  |  | $888888.89         | $891478.12         | Agency Debentures and Agency Strips |
| FHLB FHOR 03SO 26-26 8957 | 2026-11-30      | 3.6650%  |  | $444444.44         | $445781.48         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/26 8943 | 2026-12-29      | 3.6650%  |  | $444444.44         | $445785.92         | Agency Debentures and Agency Strips |
| FHLB 5.38 FHOR 27-41 CY   | 2041-05-06      | 5.3800%  |  | $4515555.56        | $4493371.64        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/26 8885 | 2026-12-08      | 3.6550%  |  | $444444.44         | $447050.86         | Agency Debentures and Agency Strips |
| FHLB 4.04 FHOR 27-30 97   | 2030-03-25      | 4.0400%  |  | $1066666.67        | $1066358.64        | Agency Debentures and Agency Strips |
| FHLB 5.30 FHOR 27-41 CK   | 2041-03-25      | 5.3000%  |  | $126666.67         | $126118.86         | Agency Debentures and Agency Strips |
| FHLB 4.625 FHOR 27-34 PM  | 2034-03-24      | 4.6250%  |  | $6437777.78        | $6424101.97        | Agency Debentures and Agency Strips |
| FHLB 4.50 FHOR 27-33 KV   | 2033-03-23      | 4.5000%  |  | $4240000.00        | $4215272.32        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 11/26 8840 | 2026-11-03      | 3.6550%  |  | $444444.44         | $445601.28         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/26 8838 | 2026-12-07      | 3.6550%  |  | $444444.44         | $448314.25         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/26 8830 | 2026-12-02      | 3.6550%  |  | $444444.44         | $448410.96         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/27 8333 | 2027-02-25      | 3.7250%  |  | $444444.44         | $444830.86         | Agency Debentures and Agency Strips |
| TVDB 1.500 TVBD 31 A      | 2031-09-15      | 1.5000%  |  | $221777.78         | $193548.42         | Agency Debentures and Agency Strips |
| FNMA 4.65 FNNT A 26-31    | 2031-04-07      | 4.6500%  |  | $4557333.33        | $4574690.70        | Agency Debentures and Agency Strips |
| FNMA 6.03 FNNT A 10/27    | 2027-10-08      | 6.0300%  |  | $15555.56          | $16104.40          | Agency Debentures and Agency Strips |
| FNMA 1.31 FNNT A 23-32    | 2032-01-27      | 1.3100%  |  | $120000.00         | $102235.13         | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 04/06/28 | 2028-04-06      | 3.7150%  |  | $888888.89         | $893902.84         | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 06/18/26 | 2026-06-18      | 3.7300%  |  | $22222.22          | $22388.57          | Agency Debentures and Agency Strips |
| FNMA 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  |  | $2666.67           | $2557.88           | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  |  | $202666.67         | $177982.24         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $1217333.33        | $1339646.59        | Agency Debentures and Agency Strips |
| FNMA 7.25 FNSM BB 05/30   | 2030-05-15      | 7.2500%  |  | $16444.44          | $18322.92          | Agency Debentures and Agency Strips |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  |  | $345777.78         | $389465.01         | Agency Debentures and Agency Strips |
| FNMA 6.21 FNSM GDED 08/38 | 2038-08-06      | 6.2100%  |  | $2222.22           | $2572.92           | Agency Debentures and Agency Strips |
| FMAC 4.15 FMNT 26-29 A0   | 2029-03-12      | 4.1500%  |  | $255555.56         | $257270.69         | Agency Debentures and Agency Strips |
| FMAC 4.00 FMNT 26-28 W3   | 2028-03-13      | 4.0000%  |  | $6909333.33        | $6951197.75        | Agency Debentures and Agency Strips |
| FMAC 3.80 FMNT 26-28 M7   | 2028-03-02      | 3.8000%  |  | $1777777.78        | $1784574.81        | Agency Debentures and Agency Strips |
| FMAC 4.15 FMNT 27-31 N1   | 2031-01-28      | 4.1500%  |  | $800000.00         | $803022.89         | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $151111.11         | $153013.43         | Agency Debentures and Agency Strips |
| FHLB 5.19 FHOR 26-32 LC   | 2032-07-07      | 5.1900%  |  | $2884444.44        | $2931927.21        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $1835555.56        | $1872321.02        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $22362222.22       | $22862970.77       | Agency Debentures and Agency Strips |
| FHLB 4.95 FHOR 26-33 IX   | 2033-04-14      | 4.9500%  |  | $144444.44         | $143951.53         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 03/27 7928 | 2027-03-25      | 3.6950%  |  | $1333333.33        | $1342277.41        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $582222.22         | $587372.76         | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-44 FH   | 2044-12-19      | 5.7500%  |  | $17777.78          | $18019.19          | Agency Debentures and Agency Strips |
| FHLB 4.625 FHLB 31 UZ     | 2031-06-13      | 4.6250%  |  | $1333333.33        | $1387684.52        | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 27 G6795  | 2027-01-15      | 4.1250%  |  | $448888.89         | $456583.82         | Agency Debentures and Agency Strips |
| FHLB 4.875 FHLB 26 EN     | 2026-09-11      | 4.8750%  |  | $6666.67           | $6756.55           | Agency Debentures and Agency Strips |
| FHLB 4.00 FHLB 28 G6378   | 2028-06-30      | 4.0000%  |  | $106666.67         | $108221.28         | Agency Debentures and Agency Strips |
| FHLB 4.375 FHLB 29 SB     | 2029-06-08      | 4.3750%  |  | $2222222.22        | $2285758.33        | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-26 5521 | 2026-08-20      | 1.1000%  |  | $11111111.11       | $11076166.67       | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-28 5400 | 2028-02-25      | 1.1000%  |  | $120000.00         | $114333.15         | Agency Debentures and Agency Strips |
| FHLB 1.80 FHOR 22-36 BK   | 2036-01-25      | 1.8000%  |  | $1295555.56        | $1011492.04        | Agency Debentures and Agency Strips |
| FHLB 3.25 FHLB 28 G4973   | 2028-11-16      | 3.2500%  |  | $206666.67         | $203302.05         | Agency Debentures and Agency Strips |
| FMAC 4.05 FMNT 27-29 29   | 2029-04-27      | 4.0500%  |  | $14666666.67       | $14633960.00       | Agency Debentures and Agency Strips |
| FMAC 4.30 FMNT 27-31 64   | 2031-04-21      | 4.3000%  |  | $4122222.22        | $4108387.59        | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 27 V1   | 2027-05-05      | 3.7250%  |  | $444444.44         | $445340.37         | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  |  | $51111.11          | $57682.61          | Agency Debentures and Agency Strips |
| FMAC FMIN 03/15/2031 E    | 2031-03-15      | 0.0000%  |  | $20444.44          | $16698.61          | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  |  | $4000.00           | $4497.22           | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  |  | $191111.11         | $209505.41         | Agency Debentures and Agency Strips |
| FCSB 3.73 FCOR 26-27 PR   | 2027-05-19      | 3.7300%  |  | $42222222.22       | $42170926.92       | Agency Debentures and Agency Strips |
| FCSB 3 5/8 FCSB 28 GI     | 2028-03-17      | 3.6250%  |  | $317777.78         | $317513.39         | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 31-41 AG   | 2041-03-11      | 4.9500%  |  | $2253777.78        | $2253511.83        | Agency Debentures and Agency Strips |
| FCSB 4 5/8 FCOR 27-35 CW  | 2035-03-09      | 4.6250%  |  | $12866666.67       | $12782734.54       | Agency Debentures and Agency Strips |
| FCSB 4.45 FCOR 26-32 FT   | 2032-08-27      | 4.4500%  |  | $6608000.00        | $6613367.16        | Agency Debentures and Agency Strips |
| FCSB 3.84 FCOR 27-30 JU   | 2030-02-25      | 3.8400%  |  | $3968000.00        | $3951440.21        | Agency Debentures and Agency Strips |
| FHLB 4.65 FHOR 27-33 LG   | 2033-05-04      | 4.6500%  |  | $7213333.33        | $7176972.12        | Agency Debentures and Agency Strips |
| FHLB FHDN 07/09/26        | 2026-07-09      | 0.0000%  |  | $111111.11         | $110643.33         | Agency Debentures and Agency Strips |
| FHLB FHDN 07/27/26        | 2026-07-27      | 0.0000%  |  | $1346666.67        | $1338559.73        | Agency Debentures and Agency Strips |
| FHLB FHDN 08/12/26        | 2026-08-12      | 0.0000%  |  | $8888888.89        | $8821244.44        | Agency Debentures and Agency Strips |
| FHLB FHDN 11/12/26        | 2026-11-12      | 0.0000%  |  | $19908000.00       | $19569683.45       | Agency Debentures and Agency Strips |
| FMAC FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  |  | $6666.67           | $5749.20           | Agency Debentures and Agency Strips |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  |  | $57777.78          | $64131.47          | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  |  | $193333.33         | $213735.32         | Agency Debentures and Agency Strips |
| FHLB 3.00 FHLB 26 HF      | 2026-09-11      | 3.0000%  |  | $37777.78          | $37939.47          | Agency Debentures and Agency Strips |
| FCSB 3.35 FCSB 26 CO      | 2026-10-30      | 3.3500%  |  | $4444.44           | $4446.31           | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $4000.00           | $4378.66           | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 01/07/28 | 2028-01-07      | 3.7100%  |  | $3333333.33        | $3352264.81        | Agency Debentures and Agency Strips |
| FCSB 4.18 FCOR 26-30 JF   | 2030-02-12      | 4.1800%  |  | $1493333.33        | $1504651.14        | Agency Debentures and Agency Strips |
| FCSB 5.59 FCOR 26-45 U    | 2045-09-18      | 5.5900%  |  | $9777.78           | $9763.57           | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AS   | 2040-09-17      | 5.4400%  |  | $2899555.56        | $2889897.14        | Agency Debentures and Agency Strips |
| FCSB 5 3/8 FCOR 26-40 AT  | 2040-09-17      | 5.3750%  |  | $1333.33           | $1326.30           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FG 27/11   | 2027-11-12      | 3.7450%  |  | $2222222.22        | $2226211.42        | Agency Debentures and Agency Strips |
| FCSB FCOR 03SF 27-27 OO   | 2027-11-10      | 3.7600%  |  | $2222222.22        | $2226754.32        | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  |  | $12680888.89       | $12944256.16       | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $59083111.11       | $58858063.54       | Agency Debentures and Agency Strips |

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.720%, 6/22/2026
- **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.18 - Value (incl. sponsor support):** $204006519.84
- **C.18.a - Value (excl. sponsor support):** $204006519.84
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.740%, 7/24/2026
- **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.18 - Value (incl. sponsor support):** $330043540.20
- **C.18.a - Value (excl. sponsor support):** $330043540.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.755%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2EY7, C.4 - ISIN: US3130B2EY74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50007735.00
- **C.18.a - Value (excl. sponsor support):** $50007735.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.755%, 8/21/2026
- **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.18 - Value (incl. sponsor support):** $169926574.06
- **C.18.a - Value (excl. sponsor support):** $169926574.06
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.765%, 9/25/2026
- **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.18 - Value (incl. sponsor support):** $414904998.32
- **C.18.a - Value (excl. sponsor support):** $414904998.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52T4, C.4 - ISIN: US3130B52T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50023543.50
- **C.18.a - Value (excl. sponsor support):** $50023543.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.695%, 4/9/2027
- **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.18 - Value (incl. sponsor support):** $240731421.32
- **C.18.a - Value (excl. sponsor support):** $240731421.32
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.695%, 4/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UV8, C.4 - ISIN: US3130B5UV82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249979365.00
- **C.18.a - Value (excl. sponsor support):** $249979365.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **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

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.740%, 4/9/2027
- **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.18 - Value (incl. sponsor support):** $308965302.97
- **C.18.a - Value (excl. sponsor support):** $308965302.97
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 20: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 6/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399969920.00
- **C.18.a - Value (excl. sponsor support):** $399969920.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **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 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.680%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JB1, C.4 - ISIN: US3130B7JB14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100001166.00
- **C.18.a - Value (excl. sponsor support):** $100001166.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.680%, 8/28/2026
- **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.18 - Value (incl. sponsor support):** $84000774.48
- **C.18.a - Value (excl. sponsor support):** $84000774.48
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **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.18 - Value (incl. sponsor support):** $746376600.13
- **C.18.a - Value (excl. sponsor support):** $746376600.13
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **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.18 - Value (incl. sponsor support):** $771860710.32
- **C.18.a - Value (excl. sponsor support):** $771860710.32
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.800%, 10/14/2027
- **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.18 - Value (incl. sponsor support):** $362817749.89
- **C.18.a - Value (excl. sponsor support):** $362817749.89
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.810%, 12/4/2026
- **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.18 - Value (incl. sponsor support):** $463107043.45
- **C.18.a - Value (excl. sponsor support):** $463107043.45
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.760%, 12/17/2026
- **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.18 - Value (incl. sponsor support):** $784290472.92
- **C.18.a - Value (excl. sponsor support):** $784290472.92
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **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.18 - Value (incl. sponsor support):** $713719974.77
- **C.18.a - Value (excl. sponsor support):** $713719974.77
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **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.18 - Value (incl. sponsor support):** $714329170.76
- **C.18.a - Value (excl. sponsor support):** $714329170.76
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/5/2027
- **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.18 - Value (incl. sponsor support):** $746508913.90
- **C.18.a - Value (excl. sponsor support):** $746508913.90
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.700%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94Q0, C.4 - ISIN: US3130B94Q03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149997990.00
- **C.18.a - Value (excl. sponsor support):** $149997990.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.700%, 1/14/2028
- **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.18 - Value (incl. sponsor support):** $221837119.39
- **C.18.a - Value (excl. sponsor support):** $221837119.39
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.620%, 2/8/2027
- **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.18 - Value (incl. sponsor support):** $374574273.75
- **C.18.a - Value (excl. sponsor support):** $374574273.75
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/12/2027
- **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.18 - Value (incl. sponsor support):** $725601807.68
- **C.18.a - Value (excl. sponsor support):** $725601807.68
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 35: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 2/11/2028
- **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.18 - Value (incl. sponsor support):** $174946166.85
- **C.18.a - Value (excl. sponsor support):** $174946166.85
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.680%, 3/24/2027
- **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.18 - Value (incl. sponsor support):** $1046269392.13
- **C.18.a - Value (excl. sponsor support):** $1046269392.13
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.750%, 4/2/2027
- **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.18 - Value (incl. sponsor support):** $723658403.29
- **C.18.a - Value (excl. sponsor support):** $723658403.29
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.970%, 4/22/2027
- **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.18 - Value (incl. sponsor support):** $686414387.74
- **C.18.a - Value (excl. sponsor support):** $686414387.74
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.930%, 5/7/2027
- **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.18 - Value (incl. sponsor support):** $686012506.20
- **C.18.a - Value (excl. sponsor support):** $686012506.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.840%, 5/21/2027
- **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.18 - Value (incl. sponsor support):** $670128827.28
- **C.18.a - Value (excl. sponsor support):** $670128827.28
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.870%, 5/21/2027
- **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.18 - Value (incl. sponsor support):** $679095822.20
- **C.18.a - Value (excl. sponsor support):** $679095822.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 42: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.790%, 11/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMM6, C.4 - ISIN: US3130BAMM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $679493802.23
- **C.18.a - Value (excl. sponsor support):** $679493802.23
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **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 43: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.875%, 6/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQ83, C.4 - ISIN: US3130BAQ837, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $688930473.54
- **C.18.a - Value (excl. sponsor support):** $688930473.54
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-06-11
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.990%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAT72, C.4 - ISIN: US3130BAT724, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $682475582.29
- **C.18.a - Value (excl. sponsor support):** $682475582.29
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-06-17
- **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 45: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.800%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATK3, C.4 - ISIN: US3130BATK31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $704607020.32
- **C.18.a - Value (excl. sponsor support):** $704607020.32
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **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 46: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.800%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATM9, C.4 - ISIN: US3130BATM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $704607020.32
- **C.18.a - Value (excl. sponsor support):** $704607020.32
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **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 47: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.509%, 8/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1189636775.39
- **C.18.a - Value (excl. sponsor support):** $1189636775.39
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 48: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.530%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $599903885.35
- **C.18.a - Value (excl. sponsor support):** $599903885.35
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 49: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.520%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $328211877.77
- **C.18.a - Value (excl. sponsor support):** $328211877.77
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 50: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.540%, 8/28/2026
- **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.18 - Value (incl. sponsor support):** $148631208.00
- **C.18.a - Value (excl. sponsor support):** $148631208.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 51: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.539%, 8/28/2026
- **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.18 - Value (incl. sponsor support):** $99087472.00
- **C.18.a - Value (excl. sponsor support):** $99087472.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 52: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.537%, 8/28/2026
- **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.18 - Value (incl. sponsor support):** $638816931.98
- **C.18.a - Value (excl. sponsor support):** $638816931.98
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 53: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.630%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385R81, C.4 - ISIN: US313385R818, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $298222480.00
- **C.18.a - Value (excl. sponsor support):** $298222480.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 54: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.630%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385S72, C.4 - ISIN: US313385S725, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $293597187.45
- **C.18.a - Value (excl. sponsor support):** $293597187.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-11
- **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 55: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.625%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70055055.50
- **C.18.a - Value (excl. sponsor support):** $70055055.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **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? Yes, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.625%, 6/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $188466390.63
- **C.18.a - Value (excl. sponsor support):** $188466390.63
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/11/2027
- **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.18 - Value (incl. sponsor support):** $182888660.20
- **C.18.a - Value (excl. sponsor support):** $182888660.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 3/11/2027
- **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.18 - Value (incl. sponsor support):** $139858544.02
- **C.18.a - Value (excl. sponsor support):** $139858544.02
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **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

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 12/4/2026
- **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.18 - Value (incl. sponsor support):** $112900952.88
- **C.18.a - Value (excl. sponsor support):** $112900952.88
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 9/8/2026
- **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.18 - Value (incl. sponsor support):** $46006878.84
- **C.18.a - Value (excl. sponsor support):** $46006878.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 6/18/2026
- **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.18 - Value (incl. sponsor support):** $176904449.04
- **C.18.a - Value (excl. sponsor support):** $176904449.04
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.3500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 7/1/2026
- **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.18 - Value (incl. sponsor support):** $170009299.00
- **C.18.a - Value (excl. sponsor support):** $170009299.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 7/10/2026
- **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.18 - Value (incl. sponsor support):** $189898110.50
- **C.18.a - Value (excl. sponsor support):** $189898110.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 7/15/2026
- **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.18 - Value (incl. sponsor support):** $99911083.91
- **C.18.a - Value (excl. sponsor support):** $99911083.91
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 7/23/2026
- **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.18 - Value (incl. sponsor support):** $200031672.00
- **C.18.a - Value (excl. sponsor support):** $200031672.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 8/12/2026
- **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.18 - Value (incl. sponsor support):** $357827824.94
- **C.18.a - Value (excl. sponsor support):** $357827824.94
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 8/26/2026
- **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.18 - Value (incl. sponsor support):** $251966576.33
- **C.18.a - Value (excl. sponsor support):** $251966576.33
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 9/9/2026
- **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.18 - Value (incl. sponsor support):** $85017760.75
- **C.18.a - Value (excl. sponsor support):** $85017760.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 1/21/2027
- **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.18 - Value (incl. sponsor support):** $201904062.23
- **C.18.a - Value (excl. sponsor support):** $201904062.23
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 9/16/2026
- **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.18 - Value (incl. sponsor support):** $192939849.28
- **C.18.a - Value (excl. sponsor support):** $192939849.28
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 8/28/2026
- **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.18 - Value (incl. sponsor support):** $80014952.80
- **C.18.a - Value (excl. sponsor support):** $80014952.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 11/4/2026
- **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.18 - Value (incl. sponsor support):** $106029613.22
- **C.18.a - Value (excl. sponsor support):** $106029613.22
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 12/2/2027
- **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.18 - Value (incl. sponsor support):** $304977701.45
- **C.18.a - Value (excl. sponsor support):** $304977701.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.665%, 4/19/2027
- **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.18 - Value (incl. sponsor support):** $64898323.63
- **C.18.a - Value (excl. sponsor support):** $64898323.63
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 11/23/2027
- **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.18 - Value (incl. sponsor support):** $82985870.31
- **C.18.a - Value (excl. sponsor support):** $82985870.31
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.705%, 1/6/2028
- **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.18 - Value (incl. sponsor support):** $357833406.50
- **C.18.a - Value (excl. sponsor support):** $357833406.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 1/12/2028
- **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.18 - Value (incl. sponsor support):** $300951988.15
- **C.18.a - Value (excl. sponsor support):** $300951988.15
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.665%, 4/8/2027
- **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.18 - Value (incl. sponsor support):** $188997182.01
- **C.18.a - Value (excl. sponsor support):** $188997182.01
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 3/11/2027
- **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.18 - Value (incl. sponsor support):** $113933433.64
- **C.18.a - Value (excl. sponsor support):** $113933433.64
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 10/1/2027
- **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.18 - Value (incl. sponsor support):** $264875687.48
- **C.18.a - Value (excl. sponsor support):** $264875687.48
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 4/9/2027
- **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.18 - Value (incl. sponsor support):** $445818616.61
- **C.18.a - Value (excl. sponsor support):** $445818616.61
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $309944934.70
- **C.18.a - Value (excl. sponsor support):** $309944934.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 4/22/2027
- **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.18 - Value (incl. sponsor support):** $424845285.39
- **C.18.a - Value (excl. sponsor support):** $424845285.39
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 5/27/2027
- **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.18 - Value (incl. sponsor support):** $193930481.08
- **C.18.a - Value (excl. sponsor support):** $193930481.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 6/4/2027
- **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.18 - Value (incl. sponsor support):** $559707722.08
- **C.18.a - Value (excl. sponsor support):** $559707722.08
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 6/17/2027
- **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.18 - Value (incl. sponsor support):** $214690333.86
- **C.18.a - Value (excl. sponsor support):** $214690333.86
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 7/29/2027
- **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.18 - Value (incl. sponsor support):** $464754073.11
- **C.18.a - Value (excl. sponsor support):** $464754073.11
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.645%, 6/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETS65, C.4 - ISIN: US3133ETS658, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74999851.50
- **C.18.a - Value (excl. sponsor support):** $74999851.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 2.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.680%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUT2, C.4 - ISIN: US3133ETUT24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35000385.70
- **C.18.a - Value (excl. sponsor support):** $35000385.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.680%, 9/4/2026
- **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.18 - Value (incl. sponsor support):** $164996403.00
- **C.18.a - Value (excl. sponsor support):** $164996403.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 3/11/2027
- **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.18 - Value (incl. sponsor support):** $387821702.46
- **C.18.a - Value (excl. sponsor support):** $387821702.46
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 9/10/2027
- **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.18 - Value (incl. sponsor support):** $269999608.50
- **C.18.a - Value (excl. sponsor support):** $269999608.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45036164.25
- **C.18.a - Value (excl. sponsor support):** $45036164.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 11/26/2027
- **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.18 - Value (incl. sponsor support):** $231949932.71
- **C.18.a - Value (excl. sponsor support):** $231949932.71
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **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 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 1/20/2028
- **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.18 - Value (incl. sponsor support):** $155991243.72
- **C.18.a - Value (excl. sponsor support):** $155991243.72
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 1/26/2028
- **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.18 - Value (incl. sponsor support):** $484837281.12
- **C.18.a - Value (excl. sponsor support):** $484837281.12
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 1/28/2028
- **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.18 - Value (incl. sponsor support):** $244896081.60
- **C.18.a - Value (excl. sponsor support):** $244896081.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 98: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 2/2/2028
- **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.18 - Value (incl. sponsor support):** $150941491.57
- **C.18.a - Value (excl. sponsor support):** $150941491.57
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 2/9/2028
- **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.18 - Value (incl. sponsor support):** $85009524.25
- **C.18.a - Value (excl. sponsor support):** $85009524.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 2/11/2028
- **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.18 - Value (incl. sponsor support):** $304894286.17
- **C.18.a - Value (excl. sponsor support):** $304894286.17
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 101: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 2/17/2028
- **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.18 - Value (incl. sponsor support):** $94983087.23
- **C.18.a - Value (excl. sponsor support):** $94983087.23
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 2/25/2028
- **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.18 - Value (incl. sponsor support):** $252946510.84
- **C.18.a - Value (excl. sponsor support):** $252946510.84
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/9/2028
- **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.18 - Value (incl. sponsor support):** $274900536.06
- **C.18.a - Value (excl. sponsor support):** $274900536.06
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 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 104: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.705%, 4/10/2028
- **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.18 - Value (incl. sponsor support):** $129997726.30
- **C.18.a - Value (excl. sponsor support):** $129997726.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 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 105: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 4/20/2028
- **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.18 - Value (incl. sponsor support):** $649987409.50
- **C.18.a - Value (excl. sponsor support):** $649987409.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 106: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 5/8/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPE4, C.4 - ISIN: US3133EWPE49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $589994837.50
- **C.18.a - Value (excl. sponsor support):** $589994837.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $338931540.86
- **C.18.a - Value (excl. sponsor support):** $338931540.86
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 108: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.750%, 9/2/2027
- **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.18 - Value (incl. sponsor support):** $572940814.83
- **C.18.a - Value (excl. sponsor support):** $572940814.83
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 109: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.720%, 3/16/2027
- **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.18 - Value (incl. sponsor support):** $731945121.96
- **C.18.a - Value (excl. sponsor support):** $731945121.96
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 110: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 9/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $550234465.00
- **C.18.a - Value (excl. sponsor support):** $550234465.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 10/6/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $483437815.35
- **C.18.a - Value (excl. sponsor support):** $483437815.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.715%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $399674374.84
- **C.18.a - Value (excl. sponsor support):** $399674374.84
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.720%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $350013317.50
- **C.18.a - Value (excl. sponsor support):** $350013317.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.3300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.740%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105010308.90
- **C.18.a - Value (excl. sponsor support):** $105010308.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 115: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.760%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $340884729.70
- **C.18.a - Value (excl. sponsor support):** $340884729.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.880%, 11/5/2027
- **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.18 - Value (incl. sponsor support):** $350773604.00
- **C.18.a - Value (excl. sponsor support):** $350773604.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 117: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.760%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $253114442.02
- **C.18.a - Value (excl. sponsor support):** $253114442.02
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.760%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $236983853.12
- **C.18.a - Value (excl. sponsor support):** $236983853.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.700%, 12/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $624544599.63
- **C.18.a - Value (excl. sponsor support):** $624544599.63
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.700%, 1/7/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $288999303.60
- **C.18.a - Value (excl. sponsor support):** $288999303.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 5/8/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $508795598.88
- **C.18.a - Value (excl. sponsor support):** $508795598.88
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., REPO,  3.610%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 381905009, C.3 - LEI: FOR8UP27PHTHYVLBNG30
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 1/2 BOND 46 | 2046-05-15      | 2.5000%  |  | $592704800.00      | $404340302.58      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39 | 2039-05-15      | 4.2500%  |  | $109911200.00      | $105813144.18      | U.S. Treasuries (including strips) |

### Security 123: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  3.940%, 5/3/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 442993002, C.4 - ISIN: US4429930021, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $257740758.10
- **C.18.a - Value (excl. sponsor support):** $257740758.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.660%, 6/18/2026
- **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: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $1525000000.00
- **C.18.a - Value (excl. sponsor support):** $1525000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $1160694.44        | $1097651.29        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $21180386.11       | $21170668.48       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $84.72             | $76.00             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $6012736.11        | $5365480.41        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $18432590.28       | $18546368.65       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $45073408.33       | $40315950.17       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $1507462.50        | $1472264.09        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $4235856.94        | $2926173.44        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $84.72             | $85.23             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $1517120.83        | $1119614.40        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $2484479.17        | $2500470.72        | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $677.78            | $676.41            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $84.72             | $83.88             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $169.44            | $174.35            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $3494452.78        | $3051904.00        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $169.44            | $156.69            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $26624043.06       | $25615845.53       | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $84.72             | $80.25             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $2132288.89        | $1183575.87        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $84.72             | $83.74             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $9312666.67        | $9202511.99        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $169443597.22      | $171880594.62      | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $84.72             | $64.95             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $836886.11         | $487444.82         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $169.44            | $92.26             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $84.72             | $83.35             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $7624576.39        | $7635588.01        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $4170790.28        | $4041297.78        | U.S. Treasuries (including strips)        |
| USTR 5 BOND 56            | 2056-05-15      | 5.0000%  |  | $474952.78         | $477007.03         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 56            | 2056-05-15      | 5.0000%  |  | $42784722.22       | $42969773.58       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $33422238.89       | $33058833.80       | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $3064995.83        | $3206562.39        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $169.44            | $168.99            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $4265001.39        | $4026756.32        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $1079361.11        | $866714.26         | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $175290.28         | $157717.20         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $33716563.89       | $28310042.08       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $9199647.22        | $5540643.33        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $1426722.22        | $859267.62         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $84.72             | $48.23             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $42850805.56       | $31077417.25       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $2761266.67        | $2851869.62        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $4233738.89        | $4189748.43        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $169.44            | $166.10            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $84.72             | $84.16             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 33          | 2033-01-31      | 4.0000%  |  | $84.72             | $84.43             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $4234331.94        | $2907490.27        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $3971693.06        | $4034088.70        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $11778422.22       | $8171503.56        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $84.72             | $59.77             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $444.12            | $316.70            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $115.74            | $82.72             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $84.72             | $55.32             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $650243.06         | $559931.21         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $84.72             | $68.07             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $169.44            | $128.08            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $2673663.89        | $2645484.81        | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $84.72             | $83.83             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  |  | $217.18            | $206.92            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $1034373.61        | $1029690.52        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $84.72             | $84.97             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $333.91            | $331.75            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $931.94            | $919.24            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $169.44            | $169.33            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  |  | $864590.28         | $836281.46         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $19891337.50       | $19409672.61       | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $254.17            | $255.45            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $84.72             | $81.65             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $84.72             | $77.16             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $9640033.33        | $8779022.94        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $8472222.22        | $7602587.08        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $1485180.56        | $1402217.64        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $17790734.72       | $17079476.58       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $4466301.39        | $4378092.23        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $10182255.56       | $10211116.16       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $84.72             | $83.79             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $15183916.67       | $14273573.00       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $6963658.33        | $6918570.86        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $2541.67           | $2194.25           | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $65055991.67       | $64522696.42       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $1016.67           | $881.42            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $58463331.94       | $58269660.05       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $52073581.94       | $45566257.12       | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $84.72             | $80.49             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 28     | 2028-04-30      | 3.7500%  |  | $11861026.39       | $11835349.20       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 31      | 2031-04-30      | 3.8750%  |  | $11098526.39       | $10992764.85       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE V 31      | 2031-02-28      | 3.5000%  |  | $84.72             | $83.08             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  |  | $254.17            | $248.56            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $169.44            | $167.88            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $5604883.33        | $5582677.64        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $42360687.50       | $34600826.94       | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $13555470.83       | $11018711.66       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $4233908.33        | $4006669.59        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $8472137.50        | $8156252.57        | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $14402777.78       | $14614251.26       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $338.89            | $323.38            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $84.72             | $73.56             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $84.72             | $73.46             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $1186.11           | $1185.66           | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $84.72             | $84.05             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $289326.39         | $292469.61         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $84.72             | $85.00             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $338.89            | $345.25            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $169.44            | $174.39            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $169.44            | $172.72            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $84.72             | $86.42             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $254.17            | $262.50            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $42038743.06       | $42734036.61       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $3875448.61        | $3874257.60        | U.S. Treasuries (including strips)        |
| USTR BILL 09/08/26        | 2026-09-08      | 0.0000%  |  | $107597.22         | $106494.35         | U.S. Treasuries (including strips)        |
| USTR BILL 11/19/26        | 2026-11-19      | 0.0000%  |  | $1186.11           | $1165.26           | U.S. Treasuries (including strips)        |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  |  | $780291.67         | $769359.78         | U.S. Treasuries (including strips)        |
| USTR BILL 04/15/27        | 2027-04-15      | 0.0000%  |  | $338.89            | $327.90            | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $29400644.44       | $28859966.59       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE K 33      | 2033-04-30      | 4.1250%  |  | $423526.39         | $420533.20         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $4850431.94        | $4892563.32        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $169.44            | $172.85            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $84.72             | $86.00             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $84.72             | $84.82             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $508.33            | $480.72            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $18053288.89       | $18303897.16       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $35203354.17       | $35813149.77       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $84.72             | $85.71             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $84.72             | $85.45             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $169.44            | $163.56            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $3028904.17        | $2936109.53        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $1779.17           | $1577.82           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $17543938.89       | $17538547.28       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $8464512.50        | $8501508.17        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $15298376.39       | $15456663.70       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $84.72             | $86.59             | U.S. Treasuries (including strips)        |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $2821250.00        | $2718563.08        | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $16944444.44       | $12403276.85       | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $8312097.22        | $6829377.01        | Agency Debentures and Agency Strips       |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $506.79            | $522.74            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $232.11            | $240.87            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FH     | 2056-03-20      | 4.6251%  |  | $842.65            | $841.24            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-026 DA     | 2052-10-20      | 4.5000%  |  | $42056081.45       | $41551198.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-17O DF     | 2072-07-20      | 4.4251%  |  | $5753384.01        | $5770766.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 4.7901%  |  | $688.80            | $700.36            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 4.3908%  |  | $276.52            | $277.30            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.8621%  |  | $754.76            | $761.09            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.5252%  |  | $502.68            | $505.42            | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $18460310.35       | $16588681.02       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $117.28            | $110.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1119793.69        | $1178966.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $974.44            | $945.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $2119.61           | $2091.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1884 | 2054-12-01      | 6.0000%  |  | $1616797.52        | $1665055.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7990 | 2054-01-01      | 7.0000%  |  | $288825.05         | $311895.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3344 | 2042-10-01      | 4.5000%  |  | $5620654.34        | $5575183.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9421 | 2053-07-01      | 5.0000%  |  | $30085246.64       | $29884063.26       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  |  | $650.97            | $701.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $555.09            | $569.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6269 | 2053-05-01      | 4.5000%  |  | $14527609.33       | $14089485.69       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $32304850.40       | $28874182.96       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $21574483.72       | $19271048.00       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1142 M     | 2056-05-20      | 5.0000%  |  | $16941818.06       | $16806722.12       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  |  | $5667326.14        | $5467156.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $42664780.71       | $42153907.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4127 | 2052-07-01      | 4.5000%  |  | $5849614.56        | $5650873.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $31301902.60       | $30394178.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $2336607.88        | $2046383.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $7049139.94        | $7238977.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $1016930.91        | $1025558.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  |  | $969.11            | $1016.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL4853 | 2056-04-01      | 4.5000%  |  | $561408.11         | $541451.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $44669624.55       | $45386696.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $8564149.23        | $8526928.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $806.91            | $813.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $248328.35         | $254745.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX9176 | 2055-04-01      | 5.0000%  |  | $5975178.90        | $5905555.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $115123010.69      | $113620412.38      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $15321722.78       | $15588822.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4579 | 2050-10-01      | 2.5000%  |  | $311166.28         | $263704.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $5229194.31        | $5004642.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $13849186.88       | $14443532.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  |  | $675152.97         | $727258.20         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5794 | 2032-12-01      | 4.2700%  |  | $942.96            | $930.70            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  |  | $871.79            | $688.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1723 | 2055-06-01      | 6.0000%  |  | $1438993.67        | $1475175.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5358 | 2055-09-01      | 4.0000%  |  | $2520998.79        | $2371556.78        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4251%  |  | $14304307.77       | $14416028.44       | Agency Collateralized Mortgage Obligation |

### Security 125: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.630%, 6/1/2026
- **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: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $231.77            | $235.61            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $66.22             | $65.53             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $364.21            | $367.98            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $66.22             | $63.92             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $784947.49         | $778512.90         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $2696872.58        | $2391672.75        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $231.77            | $235.41            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $2437353.51        | $2186497.53        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $33.11             | $31.58             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $7172765.22        | $5060477.32        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $99.33             | $83.40             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $33.11             | $33.27             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $45030.10          | $38775.90          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $33.11             | $30.62             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $711806.69         | $685958.90         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $1971225.75        | $1367575.21        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $33.11             | $33.44             | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $297.99            | $292.51            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $9637434.78        | $9852501.00        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $5044530.10        | $4853504.16        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $33.11             | $33.64             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $99.33             | $93.94             | U.S. Treasuries (including strips)        |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $569101.00         | $566750.62         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $33.11             | $33.62             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $10143824.75       | $9635944.28        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $5981089.97        | $6071860.30        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $2334578.93        | $1359776.92        | U.S. Treasuries (including strips)        |
| USTR BILL 11/19/26        | 2026-11-19      | 0.0000%  |  | $463.55            | $455.40            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $18768512.71       | $16203121.62       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $33.11             | $32.31             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $66.22             | $66.32             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $33.11             | $33.27             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $33.11             | $32.08             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AM 29     | 2029-04-15      | 3.8750%  |  | $33.11             | $33.08             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $66.22             | $66.44             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $33.11             | $31.59             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $66.22             | $66.41             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $33.11             | $31.81             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $33.11             | $28.92             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $5137172.91        | $5123419.23        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $33.11             | $32.96             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $12410489.20       | $12330022.61       | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $695.32            | $680.95            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $158035.79         | $157931.16         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $4834047.49        | $4858513.45        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $6257.86           | $6030.62           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $55294.31          | $53095.62          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $36153409.36       | $32924327.06       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $33.11             | $31.87             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $33.11             | $31.79             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $132.44            | $118.81            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $33.11             | $32.46             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $331.10            | $318.56            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $10422713.38       | $9881860.06        | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $23177.26          | $24317.79          | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $457651.51         | $478789.59         | U.S. Treasuries (including strips)        |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  |  | $662.21            | $652.93            | U.S. Treasuries (including strips)        |
| USTR BILL 04/15/27        | 2027-04-15      | 0.0000%  |  | $6290175.25        | $6086166.00        | U.S. Treasuries (including strips)        |
| USTR BILL 03/18/27        | 2027-03-18      | 0.0000%  |  | $2979800.67        | $2892611.70        | U.S. Treasuries (including strips)        |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  |  | $297.99            | $297.66            | U.S. Treasuries (including strips)        |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  |  | $13937080.94       | $13821542.54       | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $595.99            | $594.79            | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $1986588.96        | $1961617.54        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $5039066.89        | $4427162.31        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $33.11             | $29.15             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $6953839.46        | $6256708.29        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $95059.87          | $67586.89          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $66.22             | $45.47             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $430.43            | $259.24            | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $33.11             | $18.85             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $33.11             | $20.54             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $8094392.31        | $5049208.80        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $132.44            | $82.46             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $536619.73         | $380533.47         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $33.11             | $26.60             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $33.11             | $25.03             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $33.11             | $26.22             | U.S. Treasuries (including strips)        |
| USTR BILL 07/14/26        | 2026-07-14      | 0.0000%  |  | $8277591.97        | $8239349.50        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $33.11             | $32.93             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $4800937.12        | $4688837.89        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $8745540.80        | $8841620.47        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $99.33             | $100.86            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $99.33             | $100.03            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $33.11             | $33.37             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $33.11             | $33.32             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $6626377.93        | $6683935.37        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $66.22             | $67.55             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $69266.89          | $70311.44          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $331.10            | $331.45            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $33.11             | $31.93             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $33.11             | $33.21             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $33.11             | $33.68             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $1655452.17        | $1669757.91        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $1059465.55        | $1058629.19        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $2145088.29        | $2143394.93        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $33.11             | $32.39             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $31159637.46       | $28854309.93       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $16555183.95       | $15979570.63       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $1202667.89        | $1202953.85        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $226044.48         | $219119.30         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $33.11             | $32.78             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $33.11             | $31.38             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $33.11             | $31.36             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $33.11             | $28.58             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $2339876.59        | $2198948.22        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $12898872.24       | $12856142.05       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $26934953.18       | $23569052.80       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $231.77            | $221.16            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $33.11             | $28.71             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE K 33      | 2033-04-30      | 4.1250%  |  | $33.11             | $32.88             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 28     | 2028-04-30      | 3.7500%  |  | $33.11             | $33.04             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 31      | 2031-04-30      | 3.8750%  |  | $33.11             | $32.80             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  |  | $2229287.96        | $2180085.78        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE B 36      | 2036-02-15      | 4.1250%  |  | $66.22             | $65.30             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  |  | $33.11             | $32.95             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  |  | $33.11             | $33.07             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  |  | $66.22             | $66.50             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $33.11             | $32.81             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $33.11             | $32.72             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $4123896.32        | $4107558.07        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $7964699.00        | $7901605.81        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $397.32            | $399.25            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $331.10            | $335.86            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $9328879.26        | $9227444.94        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $33.11             | $33.09             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $8279446.15        | $8444895.10        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $264.88            | $271.97            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $7708126.76        | $7734406.02        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $33.11             | $33.26             | U.S. Treasuries (including strips)        |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0818%  |  | $1402809.33        | $1337263.53        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL005A2 R17M005 | 2029-04-25      | 3.0193%  |  | $2566867.26        | $2491853.42        | Agency Mortgage-Backed Securities         |
| CASH                      | 2026-06-01      | 0.0000%  |  | $43108702.21       | $43108702.21       | Cash                                      |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  |  | $102807.77         | $109384.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $12677.26          | $13332.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA7709 | 2056-03-01      | 5.0000%  |  | $6326870.12        | $6246157.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $583.89            | $599.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3183 | 2052-03-01      | 4.0000%  |  | $332.24            | $312.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $4659192.72        | $4698720.28        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  |  | $356.27            | $356.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  |  | $227986.20         | $219933.73         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  |  | $832.06            | $846.07            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $1324.41           | $1332.43           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1873 | 2034-09-01      | 4.3600%  |  | $331.10            | $326.46            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  |  | $5292272.47        | $5390745.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $2456319.16        | $2477158.03        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4698 | 2029-02-01      | 2.3000%  |  | $93142.52          | $88680.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1587 | 2051-01-01      | 2.0000%  |  | $221.08            | $178.43            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1189 | 2034-02-01      | 3.9600%  |  | $8712.66           | $8376.85           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092 | 2033-10-01      | 3.6900%  |  | $675.98            | $642.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8122 | 2055-08-01      | 6.5000%  |  | $378.34            | $398.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7289 | 2055-07-01      | 6.0000%  |  | $492397.14         | $507217.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  |  | $328.83            | $345.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU6061 | 2043-09-01      | 4.5000%  |  | $41.83             | $41.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  |  | $518.01            | $469.01            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9592 | 2033-08-01      | 3.8100%  |  | $331.10            | $316.63            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9168 | 2030-06-01      | 3.5500%  |  | $331.10            | $321.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3523 | 2042-09-01      | 3.5000%  |  | $4352352.09        | $4106062.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $9547815.29        | $9837750.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3261 | 2056-01-01      | 5.5000%  |  | $4761343.00        | $4801827.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $2020.65           | $1994.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1854 | 2051-09-01      | 4.5000%  |  | $1391263.40        | $1365671.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $15341435.57       | $15141197.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0856 | 2055-08-01      | 5.5000%  |  | $608.51            | $619.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3539 | 2055-11-01      | 5.0000%  |  | $11352030.09       | $11279852.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $2649.67           | $2570.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6178 | 2056-04-01      | 5.0000%  |  | $4430108.50        | $4385687.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $5271190.79        | $5111526.42        | Agency Mortgage-Backed Securities         |
| FMAC FMZC 01/02/34 A      | 2034-01-02      | 0.0000%  |  | $662.21            | $467.84            | Agency Debentures and Agency Strips       |
| FNMA FNMS 04.500 CLCB4127 | 2052-07-01      | 4.5000%  |  | $127637.14         | $123300.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $296.83            | $288.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0436 | 2051-04-01      | 2.0000%  |  | $4112569.20        | $3325092.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA0511 | 2037-10-01      | 3.5000%  |  | $1162012.06        | $1111095.27        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5097 | 2032-10-01      | 4.4800%  |  | $334.41            | $334.01            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4196 | 2035-06-01      | 5.0800%  |  | $993.31            | $1024.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $9717091.52        | $9892541.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7576 | 2052-06-01      | 5.0000%  |  | $241.93            | $240.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7309 | 2052-05-01      | 3.5000%  |  | $6058127.82        | $5535082.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0325 | 2052-09-01      | 4.5000%  |  | $719410.11         | $700132.08         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  |  | $340.04            | $268.41            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q26374 G | 2044-05-01      | 4.5000%  |  | $466586.95         | $459471.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $5450862.96        | $5588947.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $59.91             | $53.51             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $364.21            | $368.66            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3831 | 2032-06-01      | 4.4650%  |  | $331.10            | $330.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3547 | 2041-12-01      | 4.0000%  |  | $35.83             | $34.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $3686950.67        | $3313143.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $51.57             | $48.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $315.93            | $297.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  |  | $379338.31         | $389753.72         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1402 | 2029-02-01      | 3.6800%  |  | $339.05            | $334.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $411.63            | $419.81            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $47.44             | $44.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH1968 | 2048-06-01      | 4.0000%  |  | $453170.79         | $430823.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5865 | 2055-07-01      | 5.5000%  |  | $288.24            | $291.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA7387 | 2056-03-01      | 5.0000%  |  | $6324843.53        | $6242290.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  |  | $301.45            | $309.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4711 | 2052-11-01      | 4.5000%  |  | $3008878.32        | $2907587.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7968 | 2055-05-01      | 6.5000%  |  | $273.45            | $288.53            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ6687 | 2035-04-01      | 4.1500%  |  | $7811.73           | $7579.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $657.81            | $691.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $181.52            | $172.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5942 | 2055-06-01      | 6.5000%  |  | $328.15            | $344.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6269 | 2053-05-01      | 4.5000%  |  | $369.63            | $358.48            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4128 | 2035-06-01      | 5.2150%  |  | $3185544.52        | $3308134.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1723 | 2055-06-01      | 6.0000%  |  | $620.18            | $635.77            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6155 | 2032-08-01      | 3.0600%  |  | $331.10            | $305.62            | Agency Mortgage-Backed Securities         |
| FMAC FERA 5379FA 02/25/54 | 2054-02-25      | 4.8121%  |  | $4876002.47        | $4915125.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4251%  |  | $310.22            | $312.64            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 4.3908%  |  | $105.12            | $105.42            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3110CQ 02/15/36 | 2036-02-15      | 5.5000%  |  | $288.82            | $295.83            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2962GB 04/15/35 | 2035-04-15      | 6.0000%  |  | $369455.75         | $378033.28         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL039FB R24F039 | 2054-06-25      | 4.9621%  |  | $2485928.15        | $2509838.66        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $44.78             | $46.19             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $11.67             | $12.11             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.8621%  |  | $1901757.08        | $1917724.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-026 DA     | 2052-10-20      | 4.5000%  |  | $2952358.83        | $2916915.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FD      | 2068-11-20      | 4.1252%  |  | $261.79            | $261.27            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H06 MB     | 2063-01-20      | 4.1401%  |  | $833.27            | $828.57            | Agency Collateralized Mortgage Obligation |

### Security 126: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.620%, 6/15/2026
- **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.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE W 31 | 2031-03-31      | 3.8750%  |  | $606002400.00      | $603000012.44      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43   | 2043-08-15      | 3.6250%  |  | $677173380.00      | $581374492.50      | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29 | 2029-04-15      | 2.1250%  |  | $1838297977.50     | $1875625503.49     | U.S. Treasuries (including strips) |

### Security 127: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.620%, 6/15/2026
- **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.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $2650000000.00
- **C.18.a - Value (excl. sponsor support):** $2650000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $1030084256.00     | $1052572387.62     | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $516368400.00      | $527239891.92      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $457221248.00      | $465736476.23      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $662224983.00      | $657451265.83      | U.S. Treasuries (including strips) |

### Security 128: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.610%, 6/1/2026
- **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.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 5/8 NOTE S 27 | 2027-11-30      | 0.6250%  |  | $1132367714.29     | $1081120895.26     | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30 | 2030-02-15      | 1.5000%  |  | $905633142.86      | $829723838.43      | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29 | 2029-05-15      | 2.3750%  |  | $669524571.43      | $639155293.46      | U.S. Treasuries (including strips) |

### Security 129: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.610%, 6/1/2026
- **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.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $1968016000.00
- **C.18.a - Value (excl. sponsor support):** $1968016000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $328259138.44      | $337734042.40      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $595532637.89      | $606623759.21      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $256956370.66      | $256112174.02      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $4667568.15        | $4795340.96        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $168379979.58      | $167208432.61      | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $375996541.66      | $320054550.11      | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $397196280.61      | $220770409.14      | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $133695592.55      | $94077612.32       | U.S. Treasuries (including strips) |

### Security 130: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.640%, 6/1/2026
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| REFC 8.875 RFBD 30 B      | 2030-04-15      | 8.8750%  |  | $120000.00         | $140778.87         | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/30        | 2030-04-15      | 0.0000%  |  | $37000.00          | $31393.95          | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/26        | 2026-07-15      | 0.0000%  |  | $69000.00          | $68655.07          | Agency Debentures and Agency Strips       |
| FMAC FGRM 2882AB 11/15/34 | 2034-11-15      | 6.0000%  |  | $776365.36         | $799570.66         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4206PY 05/15/43 | 2043-05-15      | 3.0000%  |  | $4979928.00        | $4254384.03        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  |  | $30278270.90       | $30824786.96       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1718 | 2054-06-01      | 6.0000%  |  | $59517.23          | $61101.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0342 | 2055-08-01      | 6.5000%  |  | $971484.46         | $1023182.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ0060 | 2055-08-01      | 4.5000%  |  | $1146015.03        | $1115372.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5512 | 2055-05-01      | 6.0000%  |  | $349980.70         | $358834.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  |  | $13329255.59       | $13448004.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $123233.75         | $115789.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1263 | 2052-04-01      | 4.0000%  |  | $202087.77         | $191289.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7369 | 2055-04-01      | 6.5000%  |  | $104586.78         | $109946.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  |  | $623769.79         | $641873.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $24230.39          | $22078.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  |  | $382584.88         | $396192.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3709 | 2055-03-01      | 5.0000%  |  | $2776613.50        | $2757698.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  |  | $19772739.96       | $19581634.23       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6605 | 2053-09-01      | 5.5000%  |  | $6138039.76        | $6240028.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3446 | 2055-05-01      | 6.0000%  |  | $942767.89         | $966673.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2520 | 2055-08-01      | 5.5000%  |  | $16884565.89       | $17162921.09       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0204 | 2055-01-01      | 6.0000%  |  | $273751.05         | $282167.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTFS3462 | 2042-09-01      | 2.5000%  |  | $185442.71         | $167015.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTB3208 | 2056-05-01      | 5.5000%  |  | $1261320.00        | $1287693.92        | Agency Mortgage-Backed Securities         |

### Security 131: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.630%, 6/1/2026
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 FNMS 03.000 CLMA2895 | 2047-02-01      | 3.0000%  |  | $444954.23         | $397509.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 GLAB0462 | 2037-02-01      | 6.0000%  |  | $56289.55          | $57838.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS6037 | 2053-07-01      | 2.5000%  |  | $2202605.37        | $1852422.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA4150 | 2055-12-01      | 6.0000%  |  | $23716420.91       | $24321774.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9972 | 2056-01-01      | 5.5000%  |  | $1024943.31        | $1051157.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6534 | 2053-06-01      | 6.0000%  |  | $28439517.47       | $29793371.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3115 | 2052-03-01      | 3.0000%  |  | $730112.38         | $648816.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBV4122 | 2052-03-01      | 2.0000%  |  | $114889.96         | $92398.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF7484 | 2055-12-01      | 6.0000%  |  | $1283998.73        | $1327796.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN6553 | 2049-03-01      | 4.0000%  |  | $6028145.74        | $5739253.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $91990874.58       | $86368494.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $47704.32          | $44065.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8838 | 2054-07-01      | 5.5000%  |  | $1061551.27        | $1079409.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV6404 | 2055-09-01      | 6.5000%  |  | $216409.79         | $225691.50         | Agency Mortgage-Backed Securities |

### Security 132: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.630%, 6/1/2026
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 FNMS 05.500 CLFS5235 | 2053-07-01      | 5.5000%  |  | $146434.11         | $148771.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFS4802 | 2038-05-01      | 4.0000%  |  | $16056.38          | $15641.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  |  | $30446.85          | $30814.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3853 | 2052-05-01      | 3.5000%  |  | $127039.34         | $115982.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFS0003 | 2036-12-01      | 1.5000%  |  | $63122.49          | $56791.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM8041 | 2051-07-01      | 2.0000%  |  | $173393.47         | $142060.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM5713 | 2051-02-01      | 2.5000%  |  | $29090.39          | $24606.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1479 | 2055-04-01      | 5.5000%  |  | $34433093.00       | $35138929.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDH0184 | 2056-05-01      | 5.0000%  |  | $838124.00         | $832568.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDG8253 | 2041-04-01      | 5.0000%  |  | $976702.46         | $985885.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  |  | $17619208.87       | $17915630.53       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  |  | $24185275.74       | $24224308.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA9090 | 2051-02-01      | 2.5000%  |  | $10472.86          | $8799.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  |  | $2678548.86        | $2499319.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4794 | 2049-12-01      | 3.0000%  |  | $67321.69          | $59721.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY7288 | 2053-08-01      | 6.0000%  |  | $4488209.71        | $4690841.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  |  | $374678.55         | $303277.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC4792 | 2055-02-01      | 7.0000%  |  | $307491.10         | $332665.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL849985 | 2036-02-01      | 6.0000%  |  | $112662.41         | $119850.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAU8868 | 2043-11-01      | 4.5000%  |  | $1078106.07        | $1060441.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU2566 | 2043-07-01      | 3.5000%  |  | $113787.35         | $106232.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP0048 | 2042-07-01      | 3.5000%  |  | $165426.80         | $155641.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7929 | 2052-09-01      | 4.5000%  |  | $2525576.38        | $2439504.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7791 | 2052-08-01      | 5.0000%  |  | $41216423.49       | $41054314.73       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  |  | $3890.72           | $3320.28           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4986 | 2054-09-01      | 5.5000%  |  | $180331.85         | $182626.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2930 | 2054-08-01      | 6.5000%  |  | $671056.92         | $708353.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0354 | 2054-07-01      | 7.0000%  |  | $893478.25         | $959050.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0318 | 2052-09-01      | 5.0000%  |  | $752331.77         | $746639.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8396 | 2054-01-01      | 6.0000%  |  | $184385.41         | $189274.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $6509.71           | $5954.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CISB1807 | 2039-05-01      | 6.5000%  |  | $25804875.65       | $26935995.12       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0531 | 2047-04-01      | 3.5000%  |  | $14248.40          | $13283.53          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7639 | 2031-06-01      | 3.0000%  |  | $861231.93         | $839195.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS6549 | 2027-04-01      | 3.0000%  |  | $31982.59          | $31863.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $111510.88         | $103954.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA5565 | 2048-07-01      | 4.5000%  |  | $12209398.55       | $11954441.89       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G16134 G | 2032-01-01      | 3.0000%  |  | $53482.92          | $52024.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX1642 | 2054-12-01      | 6.5000%  |  | $4739437.20        | $4942003.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  |  | $20428.09          | $19897.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  |  | $6119.39           | $6257.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $37022.21          | $37953.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  |  | $8835.75           | $9057.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $26458.18          | $27165.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $7792.66           | $7321.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $2734109.17        | $2765479.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $432269.56         | $347420.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNMA4263 | 2031-02-01      | 1.5000%  |  | $244760.96         | $232019.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4074 | 2035-07-01      | 2.0000%  |  | $324140.45         | $298541.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3816 | 2034-10-01      | 2.0000%  |  | $212195.77         | $196867.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $51998.55          | $43849.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $84995.55          | $84370.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0437 | 2055-05-01      | 6.0000%  |  | $3801.97           | $3926.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8418 | 2054-04-01      | 4.5000%  |  | $28436.05          | $27367.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA3751 | 2049-10-01      | 3.0000%  |  | $200801.85         | $178445.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB6901 | 2054-07-01      | 6.0000%  |  | $1550545.18        | $1589531.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFS1615 | 2037-04-01      | 3.0000%  |  | $37510.89          | $35734.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1104 | 2054-08-01      | 7.0000%  |  | $431518.32         | $464235.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3697 | 2052-06-01      | 2.5000%  |  | $3023.35           | $2582.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CI890617 | 2029-12-01      | 4.0000%  |  | $113932.67         | $113820.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2418 | 2051-12-01      | 3.0000%  |  | $44013.83          | $39140.33          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC5569 | 2051-08-01      | 2.0000%  |  | $384053.50         | $307643.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  |  | $262892.43         | $274128.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1357 | 2050-04-01      | 3.5000%  |  | $4774259.40        | $4445428.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0346 | 2054-07-01      | 6.5000%  |  | $3237792.00        | $3429380.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $11578.02          | $10263.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  |  | $190116.32         | $159815.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CTMA5786 | 2045-07-01      | 7.0000%  |  | $21162.63          | $22481.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZS9682 | 2040-05-01      | 6.0000%  |  | $179805.81         | $189028.54         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $3949.04           | $3786.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY4552 | 2053-09-01      | 6.5000%  |  | $736466.04         | $783092.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0557 | 2054-07-01      | 7.0000%  |  | $396003.40         | $423964.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $7142068.92        | $7276459.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA2962 | 2037-04-01      | 3.5000%  |  | $13463.44          | $12958.59          | Agency Mortgage-Backed Securities |

### Security 133: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $207000000.00
- **C.18.a - Value (excl. sponsor support):** $207000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $48074773.58       | $49176026.94       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $32575290.57       | $32351493.36       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $29141433.96       | $29346151.27       | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 31  | 2031-04-15      | 1.2500%  |  | $35359641.69       | $34819831.94       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $3241437.74        | $3244422.06        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $31461689.09       | $29484092.49       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $17023966.42       | $13859770.44       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $19903870.19       | $18858217.34       | U.S. Treasuries (including strips) |

### Security 134: Fixed Income Clearing Corporation ("FICC") - MIZUHO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  3.630%, 6/1/2026
- **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: 65999B002, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MIZUHO

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $1000.00           | $1004.78           | U.S. Treasuries (including strips) |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  |  | $170000.00         | $167676.78         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $1947000.00        | $1961130.52        | U.S. Treasuries (including strips) |
| USTR BILL 09/17/26        | 2026-09-17      | 0.0000%  |  | $2400.00           | $2374.02           | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $295.69            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $5198400.00        | $5089039.51        | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  |  | $69300.00          | $68253.71          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $11733000.00       | $11441530.73       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  |  | $100.00            | $97.93             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $4000000.00        | $3881228.09        | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $16486000.00       | $16536498.06       | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $200.00            | $199.66            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $17000100.00       | $14864067.55       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $1352700.00        | $869403.42         | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $22684800.00       | $22701965.00       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $5100.00           | $5226.42           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $100.00            | $96.47             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $15252300.00       | $15601685.87       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $300.00            | $301.69            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $320700.00         | $318138.15         | U.S. Treasuries (including strips) |
| USTR BILL 11/05/26        | 2026-11-05      | 0.0000%  |  | $532000.00         | $523598.66         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $783200.00         | $784191.94         | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $329800.00         | $335096.14         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $5588900.00        | $5292866.96        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $1000600.00        | $989466.85         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $1000.00           | $946.07            | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $49235200.00       | $49341836.37       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $17719800.00       | $18058347.25       | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $700.00            | $700.46            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $999600.00         | $991018.27         | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $1000000.00        | $1018623.87        | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $5121200.00        | $2987086.41        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $600.00            | $576.64            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $8621000.00        | $8494465.72        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $3305200.00        | $2434034.92        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $19855800.00       | $19392111.34       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $999700.00         | $969064.72         | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $36500.00          | $36157.85          | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $7700.00           | $7877.08           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| USTR BILL 07/07/26        | 2026-07-07      | 0.0000%  |  | $3000.00           | $2989.14           | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $246500.00         | $168444.32         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $963600.00         | $970369.25         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $996000.00         | $995287.44         | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $984500.00         | $994226.47         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $23739000.00       | $23824812.68       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $217400.00         | $220497.21         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $1100.00           | $1106.01           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $300.00            | $278.20            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $400.00            | $386.49            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $833600.00         | $790792.64         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $500.00            | $495.25            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $298700.00         | $296833.82         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $999900.00         | $989735.57         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1400.00           | $1388.87           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $999700.00         | $954388.96         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $100.00            | $87.63             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $600.00            | $570.89            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $427900.00         | $408534.81         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $500.00            | $479.88            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $998900.00         | $965224.10         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $1000.00           | $916.18            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $999200.00         | $988902.75         | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  |  | $998300.00         | $925049.50         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  |  | $999500.00         | $996884.08         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $18500600.00       | $17248435.34       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $6054100.00        | $5879983.62        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $408100.00         | $403220.43         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11500600.00       | $11059730.37       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $100.00            | $91.23             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $100.00            | $89.83             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $82800900.00       | $79840478.92       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $100.00            | $94.50             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $712100.00         | $699337.08         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $100.00            | $94.94             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $30418800.00       | $24167221.79       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $9999200.00        | $9010776.47        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $286200.00         | $243618.23         | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $700.00            | $498.40            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $39777900.00       | $24698318.19       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $349500.00         | $219776.08         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $56600.00          | $35815.77          | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $2242600.00        | $1583885.03        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $100.00            | $68.74             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $11001500.00       | $8059848.48        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $26967800.00       | $16265896.46       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $900.00            | $620.67            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $937000.00         | $957793.06         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $1999500.00        | $2087535.74        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $800.00            | $815.31            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $85008000.00       | $85737078.78       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $399400.00         | $404189.48         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $999600.00         | $1015208.78        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $999900.00         | $1015239.49        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $459200.00         | $462607.11         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $7211400.00        | $7209049.68        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $999800.00         | $1031489.28        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $10825800.00       | $10976657.05       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $939800.00         | $956769.71         | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $300.00            | $302.63            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $608000.00         | $618631.16         | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $6401700.00        | $6505939.45        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $300.00            | $294.33            | U.S. Treasuries (including strips) |
| FMAC FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  |  | $54891.82          | $51215.12          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4569 | 2044-06-01      | 3.5000%  |  | $65.47             | $61.19             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  |  | $53147.23          | $48117.92          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3PZA3224 | 2046-11-01      | 4.0000%  |  | $291.22            | $276.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3PZA3218 | 2046-09-01      | 4.0000%  |  | $55736.68          | $52182.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDH0196 | 2056-04-01      | 5.0000%  |  | $3095988.00        | $3065074.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDH0067 | 2056-05-01      | 5.0000%  |  | $1281767.00        | $1273825.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDG9730 | 2041-05-01      | 5.0000%  |  | $98536.00          | $100499.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDG9673 | 2056-02-01      | 6.5000%  |  | $998.87            | $1048.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG9619 | 2056-05-01      | 4.5000%  |  | $1314961.00        | $1271256.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDG9443 | 2041-05-01      | 5.0000%  |  | $1277390.00        | $1298802.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9296 | 2056-05-01      | 5.5000%  |  | $999.14            | $1017.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG9156 | 2056-04-01      | 6.0000%  |  | $1670693.00        | $1724488.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9120 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1008.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG9064 | 2056-05-01      | 5.0000%  |  | $1620254.00        | $1599106.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG9055 | 2056-05-01      | 6.0000%  |  | $1660701.42        | $1715535.57        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  |  | $195.46            | $174.19            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BR2330 C     | 2049-11-20      | 2.5000%  |  | $101.98            | $86.39             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BO3334 C     | 2049-06-20      | 4.5000%  |  | $103.20            | $99.65             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BO1489 X     | 2049-06-15      | 4.0000%  |  | $111.63            | $104.76            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BJ2873 X     | 2048-11-15      | 5.5000%  |  | $115.79            | $118.11            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $337884.63         | $304472.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3376 M     | 2046-01-20      | 3.5000%  |  | $99.28             | $91.99             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3310 M     | 2045-12-20      | 3.5000%  |  | $1750095.67        | $1619498.67        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0934 M     | 2043-04-20      | 3.5000%  |  | $89.40             | $84.18             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0392 M     | 2042-09-20      | 3.5000%  |  | $85.75             | $80.83             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AB9233 C     | 2042-11-20      | 4.0000%  |  | $122.29            | $115.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB5113 | 2056-06-01      | 5.5000%  |  | $6162991.00        | $6215276.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB4759 | 2056-06-01      | 5.5000%  |  | $6637889.00        | $6720529.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB4725 | 2056-06-01      | 5.5000%  |  | $2808780.00        | $2832609.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB4621 | 2056-06-01      | 5.0000%  |  | $1000.00           | $988.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  |  | $298.29            | $275.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  |  | $83.46             | $77.09             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 3PZA3168 | 2044-07-01      | 4.5000%  |  | $22.48             | $21.51             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA1337 | 2042-08-01      | 3.5000%  |  | $7817.38           | $7347.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZA0728 | 2031-01-01      | 7.0000%  |  | $1351.67           | $1435.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  |  | $61117.34          | $62682.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL554449 | 2030-10-01      | 8.0000%  |  | $888.61            | $902.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL535428 | 2030-08-01      | 8.0000%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.750 CL524571 | 2029-11-01      | 5.7500%  |  | $1648.41           | $1662.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA6054 | 2056-05-01      | 5.5000%  |  | $1994.23           | $2011.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  |  | $355829.75         | $351185.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $7999.98           | $7942.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  |  | $318693.31         | $300085.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $65480.07          | $60183.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  |  | $74.35             | $72.22             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  |  | $25.92             | $26.40             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL899499 | 2037-05-01      | 6.0000%  |  | $7.42              | $7.76              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2722 | 2056-05-01      | 5.0000%  |  | $180393856.73      | $178944372.07      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CICC1894 | 2040-11-01      | 6.0000%  |  | $1989308.45        | $2056180.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC2683 | 2056-05-01      | 5.5000%  |  | $21093985.37       | $21649406.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1042 | 2055-09-01      | 6.0000%  |  | $891.45            | $915.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9671 | 2054-11-01      | 5.5000%  |  | $1654586.94        | $1701702.59        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DS3312 C     | 2056-05-20      | 5.5000%  |  | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR9301 C     | 2056-05-20      | 5.5000%  |  | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR9289 C     | 2056-05-20      | 5.5000%  |  | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR8280 C     | 2056-05-20      | 5.5000%  |  | $6339972.00        | $6442595.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB4543 | 2056-05-01      | 5.0000%  |  | $5597752.00        | $5545591.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTB4254 | 2056-05-01      | 6.5000%  |  | $1020203.00        | $1085936.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTB4028 | 2056-04-01      | 4.5000%  |  | $2921473.00        | $2824176.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG9019 | 2056-05-01      | 5.0000%  |  | $1467403.35        | $1456726.36        | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SODG8576 | 2056-04-01      | 4.6650%  |  | $4949802.89        | $4911210.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8950 | 2056-05-01      | 5.5000%  |  | $4043101.34        | $4111149.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8947 | 2056-05-01      | 5.5000%  |  | $1803568.82        | $1830245.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8906 | 2056-05-01      | 5.5000%  |  | $1580296.05        | $1604809.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDG7790 | 2041-05-01      | 5.0000%  |  | $1130519.00        | $1150861.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDG7788 | 2041-05-01      | 5.0000%  |  | $319250.00         | $325433.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7753 | 2056-05-01      | 5.0000%  |  | $1605504.00        | $1584548.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7743 | 2056-05-01      | 5.0000%  |  | $879599.00         | $881928.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7333 | 2056-05-01      | 5.0000%  |  | $1816705.00        | $1804943.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG7328 | 2056-05-01      | 6.0000%  |  | $2316131.00        | $2399633.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7326 | 2056-06-01      | 5.0000%  |  | $3995244.00        | $3943097.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG7200 | 2056-05-01      | 4.5000%  |  | $102759.00         | $99690.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG6639 | 2056-05-01      | 6.0000%  |  | $999.16            | $1041.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG6646 | 2056-05-01      | 6.0000%  |  | $999.09            | $1031.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDG7191 | 2041-05-01      | 5.0000%  |  | $1071015.00        | $1091748.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG5401 | 2056-03-01      | 5.5000%  |  | $1851823.36        | $1901714.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTB4024 | 2056-05-01      | 4.5000%  |  | $2679988.00        | $2596219.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB4003 | 2056-06-01      | 5.5000%  |  | $5106985.00        | $5159463.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTB2756 | 2056-05-01      | 6.5000%  |  | $1009542.00        | $1064489.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2175 | 2056-04-01      | 5.5000%  |  | $2448078.52        | $2468847.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB2174 | 2056-05-01      | 5.0000%  |  | $25843493.58       | $25595212.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB2168 | 2056-05-01      | 5.0000%  |  | $5246332.97        | $5186004.80        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR7394 C     | 2056-05-20      | 5.5000%  |  | $3739888.00        | $3810485.04        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR5644 C     | 2056-05-20      | 5.0000%  |  | $3523393.00        | $3469336.71        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR3987 C     | 2056-05-20      | 5.5000%  |  | $1008.00           | $1027.86           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR3194 C     | 2056-04-20      | 5.5000%  |  | $1221569.91        | $1244757.48        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR2557 C     | 2056-05-20      | 5.5000%  |  | $2250161.00        | $2286856.13        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR2553 C     | 2056-05-20      | 5.5000%  |  | $2426068.00        | $2476347.72        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR2524 C     | 2056-05-20      | 6.0000%  |  | $1000.00           | $1035.98           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR2516 C     | 2056-05-20      | 6.0000%  |  | $1000.00           | $1037.25           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR2505 C     | 2056-05-20      | 6.0000%  |  | $1000.00           | $1041.37           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR1945 C     | 2056-03-20      | 5.5000%  |  | $997.95            | $1014.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR0708 C     | 2056-03-20      | 5.5000%  |  | $999.67            | $1016.00           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR0238 C     | 2056-05-20      | 5.5000%  |  | $1000.00           | $1016.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO7576 C     | 2055-12-20      | 5.5000%  |  | $994.60            | $1010.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO7570 C     | 2055-12-20      | 5.5000%  |  | $979.79            | $993.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS8474 | 2050-02-01      | 4.0000%  |  | $24731563.73       | $23663583.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  |  | $4941.64           | $5100.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  |  | $68848.27          | $73077.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6847 | 2053-11-01      | 6.0000%  |  | $1562616.00        | $1608582.95        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB1142 M     | 2056-05-20      | 5.0000%  |  | $51228803.00       | $50820298.84       | Agency Mortgage-Backed Securities  |
| GNMA GNAR AF MB1154 M     | 2056-05-20      | 4.5000%  |  | $265567.00         | $264233.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB1118 M     | 2041-05-20      | 4.0000%  |  | $547110.00         | $530995.48         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB1074 M     | 2056-04-20      | 7.0000%  |  | $997.24            | $1047.78           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0994 M     | 2056-03-20      | 4.0000%  |  | $1004.46           | $937.03            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $7444331.49        | $7519316.58        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ9519 C     | 2066-04-20      | 6.0000%  |  | $1190524.00        | $1224711.88        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DQ9225 C     | 2056-03-20      | 5.5000%  |  | $997.69            | $1014.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0093 | 2056-02-01      | 4.5000%  |  | $317707.77         | $305763.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  |  | $534647.68         | $539183.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1065 | 2054-03-01      | 5.5000%  |  | $143964.18         | $145458.21         | Agency Mortgage-Backed Securities  |
| FMAC FMAR 8C1477 G        | 2056-06-01      | 4.7700%  |  | $25964066.00       | $25765778.43       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL5496 | 2056-05-01      | 5.5000%  |  | $20133029.00       | $20334415.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG4302 | 2056-04-01      | 4.5000%  |  | $998.91            | $964.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3933 | 2056-03-01      | 5.0000%  |  | $1787405.42        | $1784071.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3622 | 2056-05-01      | 5.0000%  |  | $6290456.00        | $6251479.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB0456 | 2056-05-01      | 5.0000%  |  | $4769.01           | $4707.15           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIRR0096 | 2041-06-01      | 6.0000%  |  | $10843919.00       | $11208585.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIRR0074 | 2041-04-01      | 4.0000%  |  | $986.00            | $959.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIRR0073 | 2041-04-01      | 3.5000%  |  | $986.59            | $945.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0128 | 2056-06-01      | 5.5000%  |  | $1848512.00        | $1864194.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0127 | 2056-06-01      | 5.0000%  |  | $1000.00           | $986.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3393 | 2056-04-01      | 5.5000%  |  | $998.80            | $1022.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3351 | 2056-03-01      | 5.5000%  |  | $1435238.30        | $1476107.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3110 | 2056-02-01      | 5.5000%  |  | $1657278.39        | $1697279.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3598 | 2056-05-01      | 5.0000%  |  | $27613312.00       | $27252899.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG0250 | 2056-04-01      | 6.0000%  |  | $1582748.57        | $1638574.75        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DQ8623 C     | 2056-05-20      | 5.5000%  |  | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ4822 C     | 2066-04-20      | 6.5000%  |  | $5735391.00        | $6004573.29        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DQ2481 C     | 2056-04-20      | 5.5000%  |  | $1006.94           | $1027.81           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP6779 C     | 2056-03-20      | 5.5000%  |  | $997.87            | $1014.17           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP5466 C     | 2066-02-20      | 6.5000%  |  | $7182679.00        | $7519787.67        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP5451 C     | 2056-05-20      | 5.5000%  |  | $14351777.00       | $14584086.03       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP5463 C     | 2056-05-20      | 6.0000%  |  | $3340.00           | $3454.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP3228 C     | 2056-01-20      | 5.5000%  |  | $4913.07           | $4993.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP3046 C     | 2056-01-20      | 5.5000%  |  | $1003.80           | $1020.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG8981 | 2056-05-01      | 5.0000%  |  | $999.23            | $992.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA3277 | 2055-10-01      | 6.5000%  |  | $21222844.41       | $22163834.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7557 | 2056-01-01      | 5.0000%  |  | $406797.47         | $407813.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIDH1119 | 2041-05-01      | 6.0000%  |  | $1120650.00        | $1161189.14        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0813 M     | 2055-12-20      | 5.0000%  |  | $23327115.41       | $23140939.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL5475 | 2056-05-01      | 5.0000%  |  | $16735693.00       | $16735490.31       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8149 M     | 2052-07-20      | 3.5000%  |  | $7512542.71        | $6836505.68        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DS5715 C     | 2056-05-20      | 5.5000%  |  | $1000.00           | $1033.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA6088 | 2041-06-01      | 5.5000%  |  | $4441842.00        | $4542177.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH1552 | 2056-06-01      | 5.5000%  |  | $1493766.00        | $1530875.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3505 | 2053-06-01      | 6.0000%  |  | $80418.75          | $83073.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  |  | $576.30            | $508.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $1795997.66        | $1692837.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  |  | $15381.69          | $14563.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6206 | 2053-10-01      | 5.5000%  |  | $2102036.25        | $2147660.48        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ6437 | 2031-04-01      | 4.1500%  |  | $1700.00           | $1683.46           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP2548 C     | 2056-04-20      | 5.5000%  |  | $1000.00           | $1024.01           | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SOBM8020 | 2056-04-01      | 4.6810%  |  | $9938121.20        | $9907962.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9119 | 2056-05-01      | 5.5000%  |  | $1558075.00        | $1571293.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG4706 | 2056-05-01      | 6.0000%  |  | $1254155.00        | $1292169.27        | Agency Mortgage-Backed Securities  |
| FMAC FKAR 05.150 WNWN0215 | 2046-03-01      | 5.1500%  |  | $1652526.00        | $1619121.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL7538 | 2043-12-01      | 3.5000%  |  | $58600.93          | $54932.29          | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL DF4992       | 2067-01-15      | 5.8500%  |  | $2203613.00        | $2314382.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTB4257 | 2056-05-01      | 6.5000%  |  | $1237120.00        | $1313293.88        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DQ4915 C     | 2056-03-20      | 5.5000%  |  | $1274822.27        | $1306561.24        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR2518 C     | 2056-05-20      | 5.5000%  |  | $2000.00           | $2032.37           | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL DN3159       | 2068-07-15      | 5.7000%  |  | $37757.00          | $39279.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3349 | 2056-03-01      | 5.5000%  |  | $3318576.31        | $3366519.05        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR1944 C     | 2056-03-20      | 5.5000%  |  | $997.76            | $1020.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG7902 | 2056-04-01      | 5.5000%  |  | $1553711.13        | $1594121.25        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP8615 C     | 2066-05-20      | 5.5000%  |  | $1320579.00        | $1333079.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH1197 | 2056-05-01      | 5.5000%  |  | $978653.00         | $999769.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BV3232 C     | 2040-08-20      | 5.5000%  |  | $308.86            | $315.79            | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.200 WNWN5403 | 2031-03-01      | 4.2000%  |  | $29990650.00       | $29675948.12       | Agency Mortgage-Backed Securities  |
| FMAC FMAR 8C1478 G        | 2056-06-01      | 5.2080%  |  | $27276253.00       | $27464995.59       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  |  | $10659.75          | $9888.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CC2989 C     | 2051-01-20      | 2.0000%  |  | $490.26            | $397.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV4195 | 2052-03-01      | 3.0000%  |  | $3050330.83        | $2705470.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG8948 | 2056-03-01      | 6.0000%  |  | $1804394.96        | $1869172.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5633 | 2041-05-01      | 5.0000%  |  | $1793593.00        | $1827689.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDH0028 | 2056-04-01      | 6.0000%  |  | $1120221.00        | $1148645.11        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DQ8213 C     | 2056-04-20      | 5.0000%  |  | $998.88            | $994.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIRR0093 | 2041-05-01      | 6.0000%  |  | $253561.50         | $262088.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787259 C     | 2051-02-20      | 2.0000%  |  | $861.51            | $701.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS3375 | 2052-09-01      | 2.5000%  |  | $786.30            | $661.39            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BZ4040 C     | 2050-11-20      | 2.0000%  |  | $575.17            | $466.27            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6341 M     | 2049-12-20      | 4.5000%  |  | $128.33            | $125.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5202 | 2052-11-01      | 6.5000%  |  | $1854010.23        | $1958093.54        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787823 M     | 2043-05-20      | 6.5000%  |  | $1583.82           | $1704.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7397 | 2056-05-01      | 5.0000%  |  | $3404634.00        | $3360196.34        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DS2612 C     | 2066-05-20      | 6.5000%  |  | $18822205.00       | $19569400.54       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786238 C     | 2052-03-20      | 3.0000%  |  | $705.92            | $624.74            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB5978 C     | 2044-04-20      | 6.5000%  |  | $205.63            | $214.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5269 | 2054-12-01      | 4.5000%  |  | $2436279.21        | $2374236.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5250 | 2056-01-01      | 5.0000%  |  | $2320688.84        | $2314814.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIBW4288 | 2041-05-01      | 5.0000%  |  | $2010974.00        | $2049204.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTB4586 | 2056-05-01      | 6.0000%  |  | $2938755.00        | $3050676.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG9618 | 2056-05-01      | 6.0000%  |  | $1000.00           | $1030.17           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5665 C     | 2055-10-20      | 6.0000%  |  | $993.24            | $1028.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5044 | 2056-04-01      | 6.0000%  |  | $1005.25           | $1049.03           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9805 | 2056-04-01      | 5.0000%  |  | $998.49            | $988.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF7942 | 2056-05-01      | 5.5000%  |  | $4001287.00        | $4063694.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  |  | $436323.93         | $369158.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8109 | 2055-08-01      | 6.0000%  |  | $5334969.80        | $5529272.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5549 | 2041-05-01      | 5.0000%  |  | $1116043.00        | $1137261.09        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR2511 C     | 2056-05-20      | 5.5000%  |  | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9299 | 2056-05-01      | 5.5000%  |  | $1029735.86        | $1053122.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  |  | $617.73            | $568.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM3000 | 2047-04-01      | 4.0000%  |  | $30987.77          | $29548.11          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787004 C     | 2053-10-20      | 6.5000%  |  | $581.66            | $614.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0273 | 2051-12-01      | 2.5000%  |  | $686.53            | $590.87            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL2771 C     | 2055-07-20      | 6.0000%  |  | $956.93            | $989.04            | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.400 WDWD0052 | 2033-02-01      | 4.4000%  |  | $1601100.00        | $1586945.03        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ5055 C     | 2066-05-20      | 6.5000%  |  | $19548943.00       | $20466444.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF7952 | 2056-05-01      | 5.5000%  |  | $2635585.00        | $2692452.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  |  | $153.18            | $155.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS2369 | 2036-11-01      | 2.0000%  |  | $1811363.61        | $1665106.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5448 | 2056-04-01      | 6.5000%  |  | $22928441.26       | $24015697.77       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP5467 C     | 2066-01-20      | 7.0000%  |  | $9724737.00        | $10224301.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDH1998 | 2041-06-01      | 5.0000%  |  | $4888715.00        | $4952028.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4900 | 2052-10-01      | 5.0000%  |  | $2298714.45        | $2282471.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5298 | 2052-12-01      | 5.5000%  |  | $1502450.53        | $1533262.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4020 | 2052-07-01      | 4.0000%  |  | $3574.07           | $3363.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3265 | 2052-04-01      | 3.0000%  |  | $677545.83         | $593901.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2839 | 2052-02-01      | 2.0000%  |  | $308911.09         | $252400.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB0743 | 2036-06-01      | 2.0000%  |  | $3891442.51        | $3576124.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  |  | $129393.66         | $119624.73         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ7042 | 2036-05-01      | 4.5600%  |  | $4999300.00        | $4960978.70        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ6903 | 2031-04-01      | 3.9600%  |  | $1199.00           | $1177.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL5472 | 2056-05-01      | 4.5000%  |  | $20685276.00       | $20110370.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL5052 | 2056-02-01      | 6.5000%  |  | $2248725.33        | $2351032.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL5050 | 2056-03-01      | 6.5000%  |  | $219136.25         | $229316.56         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710853 X     | 2039-09-15      | 5.0000%  |  | $58.22             | $59.49             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 699306 X     | 2038-10-15      | 6.0000%  |  | $2.47              | $2.56              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697656 X     | 2038-10-15      | 6.5000%  |  | $1.63              | $1.73              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698465 X     | 2039-08-15      | 6.0000%  |  | $20.61             | $21.35             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688160 X     | 2038-12-15      | 6.5000%  |  | $3.90              | $4.18              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 683944 X     | 2038-02-15      | 5.5000%  |  | $6.02              | $6.16              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677202 X     | 2038-08-15      | 6.5000%  |  | $23.39             | $25.08             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677019 X     | 2038-05-15      | 6.5000%  |  | $8.18              | $8.65              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 673979 C     | 2046-09-20      | 3.0000%  |  | $287.09            | $256.40            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 661590 X     | 2037-01-15      | 6.0000%  |  | $6.00              | $6.25              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5046 | 2056-04-01      | 6.0000%  |  | $1012.87           | $1055.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL2254 | 2053-10-01      | 3.0000%  |  | $946.21            | $834.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1424 | 2054-04-01      | 4.5000%  |  | $603402.72         | $581703.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA6089 | 2041-06-01      | 6.0000%  |  | $1263566.00        | $1306054.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA6086 | 2041-06-01      | 4.5000%  |  | $61000000.00       | $60546526.00       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  |  | $663.85            | $659.56            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9714 M     | 2054-06-20      | 6.5000%  |  | $245.24            | $253.64            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $848.34            | $844.24            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9360 M     | 2053-12-20      | 4.5000%  |  | $904.26            | $874.68            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9239 M     | 2053-10-20      | 4.5000%  |  | $872.01            | $844.12            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9851 M     | 2054-08-20      | 5.5000%  |  | $703.42            | $711.63            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9780 M     | 2054-07-20      | 6.0000%  |  | $534.39            | $548.69            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7880 M     | 2052-02-20      | 2.0000%  |  | $209091.79         | $171726.15         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7312 M     | 2051-04-20      | 2.5000%  |  | $53675.89          | $46004.50          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6997 M     | 2050-11-20      | 3.5000%  |  | $320.34            | $293.24            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ6407 | 2031-02-01      | 3.8500%  |  | $1000.00           | $978.01            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ7142 | 2036-05-01      | 4.5100%  |  | $1000.00           | $987.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW7371 | 2053-02-01      | 5.5000%  |  | $28866873.91       | $29503988.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW2530 | 2056-02-01      | 5.5000%  |  | $2604794.79        | $2626893.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV8377 | 2052-05-01      | 4.5000%  |  | $1993798.00        | $1935555.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7737 | 2052-04-01      | 3.0000%  |  | $1983088.93        | $1739768.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV6507 | 2055-11-01      | 5.5000%  |  | $2190632.41        | $2222612.97        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9961 | 2028-11-01      | 5.3500%  |  | $5195.03           | $5320.50           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9403 | 2028-09-01      | 4.8800%  |  | $3110393.00        | $3150736.53        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBL9492 | 2030-12-01      | 1.4500%  |  | $5671304.00        | $4983226.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  |  | $306.74            | $276.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS3026 | 2051-11-01      | 2.5000%  |  | $733.06            | $627.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  |  | $663.94            | $609.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2853 | 2052-09-01      | 4.5000%  |  | $798.00            | $777.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8677 | 2050-07-01      | 3.5000%  |  | $2441264.09        | $2261104.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 08.000 CLZA0674 | 2030-04-01      | 8.0000%  |  | $4.80              | $5.00              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZA0543 | 2028-07-01      | 6.0000%  |  | $14.41             | $14.78             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2103 | 2048-12-01      | 4.5000%  |  | $4254.33           | $4156.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0628 | 2043-02-01      | 3.5000%  |  | $14197.92          | $13300.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0614 | 2043-02-01      | 3.5000%  |  | $24519.03          | $22969.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  |  | $18229.84          | $17077.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0480 | 2042-10-01      | 3.5000%  |  | $86826.97          | $81338.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZN0398 | 2033-08-01      | 3.5000%  |  | $373.92            | $361.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  |  | $764.20            | $707.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM6152 | 2048-04-01      | 3.5000%  |  | $43104.25          | $39851.44          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4689 | 2047-10-01      | 4.5000%  |  | $18598.52          | $18242.17          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2269 | 2046-12-01      | 3.0000%  |  | $29562.43          | $26600.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDH0388 | 2041-05-01      | 5.0000%  |  | $1682100.00        | $1711761.96        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $88.97             | $84.55             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7255 M     | 2051-03-20      | 2.5000%  |  | $1064.44           | $911.86            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CT7507 C     | 2053-05-20      | 7.0000%  |  | $76.78             | $79.80             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL3538 | 2042-08-01      | 3.5000%  |  | $368.73            | $346.68            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784433 C     | 2048-02-20      | 3.5000%  |  | $305757.49         | $279952.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2667 | 2053-03-01      | 5.5000%  |  | $97991.28          | $99238.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG7250 | 2056-04-01      | 6.0000%  |  | $1918217.18        | $1985219.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5617 | 2041-06-01      | 5.0000%  |  | $2252799.00        | $2283353.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDH2484 | 2056-05-01      | 4.5000%  |  | $1000.00           | $966.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3624 | 2056-05-01      | 5.0000%  |  | $16771154.00       | $16552255.04       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  |  | $163330.55         | $165259.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLZJ6573 | 2032-06-01      | 6.5000%  |  | $9.22              | $9.61              | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC U99126 G | 2043-11-01      | 3.0000%  |  | $260777.80         | $238345.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA6061 | 2041-05-01      | 5.0000%  |  | $1140629.39        | $1150791.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL5510 | 2056-06-01      | 6.5000%  |  | $19119616.00       | $20064957.80       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  |  | $9420.60           | $8555.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2276 | 2046-12-01      | 3.0000%  |  | $13904.79          | $12613.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL8471 | 2044-09-01      | 3.5000%  |  | $60983.70          | $56898.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 4PZL0908 | 2034-02-01      | 5.0000%  |  | $170.85            | $171.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTZJ9240 | 2028-03-01      | 5.0000%  |  | $16112.30          | $16189.49          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 660070 X     | 2037-01-15      | 6.5000%  |  | $26.91             | $28.71             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 654021 X     | 2039-02-15      | 6.5000%  |  | $51.09             | $52.11             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 651861 X     | 2036-06-15      | 6.0000%  |  | $5.72              | $6.06              | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783050 M     | 2040-07-20      | 5.0000%  |  | $30.30             | $30.50             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782962 X     | 2040-05-15      | 5.0000%  |  | $34.27             | $35.01             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782365 X     | 2038-07-15      | 6.0000%  |  | $6.37              | $6.75              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781969 X     | 2035-08-15      | 5.0000%  |  | $16.86             | $17.09             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 758872 X     | 2033-03-15      | 3.0000%  |  | $209.79            | $199.50            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788306 X     | 2033-01-15      | 5.5000%  |  | $909.08            | $932.12            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787898 C     | 2052-01-20      | 2.5000%  |  | $897.69            | $764.08            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787827 C     | 2053-08-20      | 6.5000%  |  | $412.48            | $432.05            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787438 C     | 2052-04-20      | 3.5000%  |  | $839.08            | $760.98            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787356 C     | 2052-03-20      | 2.5000%  |  | $830.16            | $711.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787097 C     | 2053-08-20      | 5.0000%  |  | $670.02            | $670.32            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787276 C     | 2054-02-20      | 6.0000%  |  | $776.35            | $808.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785568 C     | 2051-08-20      | 2.5000%  |  | $649.03            | $556.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  |  | $2040.01           | $1940.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5880 | 2056-06-01      | 5.5000%  |  | $34213120.00       | $34679574.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5438 | 2056-04-01      | 5.0000%  |  | $1006.89           | $995.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5437 | 2056-04-01      | 5.0000%  |  | $7415442.46        | $7331951.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5127 | 2056-04-01      | 5.5000%  |  | $21476266.20       | $21834399.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA5119 | 2052-06-01      | 2.0000%  |  | $17761317.58       | $14276805.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4995 | 2056-04-01      | 5.5000%  |  | $33707830.47       | $34263934.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4622 | 2052-01-01      | 3.5000%  |  | $4931998.91        | $4563086.48        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 662065 X     | 2036-12-15      | 6.5000%  |  | $15.76             | $16.73             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 658701 X     | 2037-05-15      | 6.0000%  |  | $11.23             | $11.75             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 662584 X     | 2037-09-15      | 6.5000%  |  | $8.10              | $8.55              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL975312 | 2038-05-01      | 6.0000%  |  | $68.43             | $71.78             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 687726 X     | 2038-07-15      | 6.0000%  |  | $5.98              | $6.28              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 673009 X     | 2038-08-15      | 6.0000%  |  | $7.41              | $7.86              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 704098 X     | 2038-12-15      | 6.0000%  |  | $3.39              | $3.58              | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 681638 X     | 2038-12-15      | 6.0000%  |  | $53.52             | $56.60             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782561 X     | 2038-10-15      | 6.5000%  |  | $30.89             | $33.40             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  |  | $2315867.33        | $2034207.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0970 | 2055-03-01      | 6.0000%  |  | $8862326.52        | $9085344.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH2476 | 2056-06-01      | 5.5000%  |  | $1199686.00        | $1209863.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL516195 | 2029-09-01      | 7.5000%  |  | $13.60             | $13.71             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 ZC310233 | 2044-03-01      | 3.5000%  |  | $798072.15         | $752990.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CT257500 | 2028-11-01      | 6.0000%  |  | $14676.96          | $15045.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL256436 | 2036-10-01      | 6.0000%  |  | $1130.37           | $1171.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL255900 | 2035-10-01      | 6.0000%  |  | $114.59            | $120.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL254548 | 2032-12-01      | 5.5000%  |  | $14886.40          | $15339.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI9164 | 2039-09-01      | 5.5000%  |  | $10934.12          | $11306.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZI7350 | 2038-04-01      | 4.5000%  |  | $17.49             | $17.37             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI7346 | 2038-04-01      | 5.5000%  |  | $48903.09          | $50327.92          | Agency Mortgage-Backed Securities  |
| FMAC FMAR 1B7562 G        | 2037-11-01      | 5.6990%  |  | $2553.60           | $2586.73           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C91385 G | 2031-08-01      | 4.0000%  |  | $624.77            | $619.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC9555 | 2046-11-01      | 3.0000%  |  | $2020333.04        | $1817154.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF7960 | 2056-05-01      | 6.0000%  |  | $3606495.00        | $3725576.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF7919 | 2056-04-01      | 6.0000%  |  | $1830196.96        | $1890627.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF7731 | 2055-12-01      | 5.5000%  |  | $2599668.59        | $2643417.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIDF7666 | 2040-12-01      | 5.5000%  |  | $1467565.93        | $1504659.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF7656 | 2056-01-01      | 5.5000%  |  | $4221182.82        | $4296327.38        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6923 M     | 2050-10-20      | 3.0000%  |  | $238.06            | $209.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6590 M     | 2050-04-20      | 3.5000%  |  | $93.97             | $83.59             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6531 M     | 2050-03-20      | 3.0000%  |  | $90.34             | $79.50             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6474 M     | 2050-02-20      | 3.0000%  |  | $2438.24           | $2174.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6330 M     | 2049-12-20      | 3.5000%  |  | $111.56            | $99.47             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6030 M     | 2049-07-20      | 3.5000%  |  | $35.65             | $31.78             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5878 M     | 2049-04-20      | 5.0000%  |  | $72.33             | $73.15             | Agency Mortgage-Backed Securities  |
| GNMA GNII FS MA5425 M     | 2041-08-20      | 4.5000%  |  | $1326.62           | $1287.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5194 M     | 2048-05-20      | 5.0000%  |  | $69.81             | $70.54             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5329 M     | 2048-07-20      | 3.5000%  |  | $127.55            | $117.34            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  |  | $138.68            | $125.18            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784680 C     | 2046-09-20      | 3.0000%  |  | $341.17            | $308.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783710 X     | 2041-06-15      | 6.0000%  |  | $42.45             | $44.86             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 737730 C     | 2040-12-20      | 4.0000%  |  | $241.90            | $229.32            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 726214 X     | 2042-04-15      | 3.0000%  |  | $92.78             | $85.44             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724247 X     | 2039-08-15      | 5.0000%  |  | $22.35             | $22.65             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 721987 X     | 2043-05-15      | 2.5000%  |  | $456.60            | $395.88            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 717242 X     | 2039-04-15      | 5.0000%  |  | $46.95             | $47.39             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783748 X     | 2043-04-15      | 3.5000%  |  | $126.57            | $117.15            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AI4167 C     | 2044-08-20      | 4.0000%  |  | $152.00            | $144.32            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004494 M     | 2039-07-20      | 4.0000%  |  | $37.42             | $36.06             | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC A94287 G | 2040-10-01      | 4.0000%  |  | $369523.07         | $360354.87         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  |  | $46.02             | $44.33             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004871 M     | 2040-11-20      | 6.0000%  |  | $23.09             | $23.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH6567 | 2041-02-01      | 3.5000%  |  | $224645.26         | $212308.24         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783292 X     | 2040-12-15      | 6.0000%  |  | $22.64             | $24.00             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004697 M     | 2040-05-20      | 5.0000%  |  | $31.15             | $31.69             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK4674 | 2042-03-01      | 4.0000%  |  | $1398583.93        | $1356875.52        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005056 M     | 2041-05-20      | 5.0000%  |  | $31.65             | $32.18             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005259 M     | 2041-12-20      | 4.0000%  |  | $49.48             | $47.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5560 | 2041-04-01      | 5.0000%  |  | $1238561.00        | $1263992.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO5557 | 2041-05-01      | 4.5000%  |  | $1021126.00        | $1018021.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5497 | 2041-05-01      | 5.0000%  |  | $1816392.00        | $1851580.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7905 | 2052-10-01      | 4.5000%  |  | $64510.95          | $62555.94          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC U49055 G | 2030-06-01      | 3.0000%  |  | $1487.04           | $1464.24           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U99186 G | 2047-01-01      | 3.5000%  |  | $19311.99          | $18114.50          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC U99084 G | 2044-02-01      | 4.5000%  |  | $163982.22         | $162486.54         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91295 G | 2030-04-01      | 4.5000%  |  | $15603.11          | $15641.49          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91288 G | 2030-02-01      | 4.5000%  |  | $40103.66          | $40270.45          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91309 G | 2030-07-01      | 4.5000%  |  | $7728.54           | $7745.69           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G16785 G | 2034-03-01      | 4.0000%  |  | $3247.77           | $3220.33           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G16550 G | 2033-05-01      | 3.0000%  |  | $890.53            | $863.62            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G06056 G | 2040-10-01      | 4.0000%  |  | $214808.35         | $209478.33         | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G05394 G | 2035-05-01      | 7.0000%  |  | $1163.94           | $1237.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH1594 | 2056-05-01      | 5.5000%  |  | $1192125.00        | $1202238.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH1554 | 2056-05-01      | 5.5000%  |  | $1001138.00        | $1027176.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDH1195 | 2041-05-01      | 5.0000%  |  | $359462.00         | $365330.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDH1107 | 2041-05-01      | 5.0000%  |  | $2719972.00        | $2753704.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIDH1118 | 2041-05-01      | 6.0000%  |  | $1568810.00        | $1626213.80        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785360 C     | 2051-03-20      | 2.0000%  |  | $684.92            | $553.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785359 C     | 2051-03-20      | 2.0000%  |  | $1234.37           | $1009.08           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785283 C     | 2051-01-20      | 2.5000%  |  | $518.31            | $444.39            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785140 C     | 2050-02-20      | 4.5000%  |  | $164.06            | $156.98            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN7026 C     | 2055-11-20      | 4.5000%  |  | $992.63            | $949.91            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5560 C     | 2055-12-20      | 4.5000%  |  | $993.69            | $950.92            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN4840 C     | 2055-10-20      | 6.0000%  |  | $973.70            | $1016.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN1387 C     | 2055-10-20      | 6.5000%  |  | $987.85            | $1052.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN1386 C     | 2055-10-20      | 6.5000%  |  | $910.89            | $971.75            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6589 C     | 2055-10-20      | 6.5000%  |  | $991.88            | $1053.77           | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL DF8955       | 2067-09-15      | 5.5500%  |  | $1810092.00        | $1872796.60        | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL DF4994       | 2067-04-15      | 6.2400%  |  | $4339013.00        | $4559774.75        | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL DC7252       | 2067-10-15      | 5.3000%  |  | $1000.00           | $1000.81           | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CW0775       | 2066-12-15      | 5.8100%  |  | $10569.00          | $10811.05          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $131.84            | $118.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  |  | $786.23            | $739.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM0240 | 2045-09-01      | 4.0000%  |  | $48610.58          | $46412.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4161 | 2052-07-01      | 4.0000%  |  | $3488743.69        | $3317868.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6901 | 2054-07-01      | 6.0000%  |  | $1624110.10        | $1664946.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $10524.26          | $9589.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT0987 | 2043-04-01      | 3.0000%  |  | $2889534.07        | $2618918.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS2491 | 2044-05-01      | 4.0000%  |  | $276668.96         | $266902.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  |  | $139.38            | $125.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2277 | 2046-12-01      | 3.0000%  |  | $16038.14          | $14520.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  |  | $34956.50          | $35848.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6461 | 2053-10-01      | 6.0000%  |  | $1987522.16        | $2064583.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZJ5163 | 2031-07-01      | 7.0000%  |  | $8.35              | $8.87              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL3759 | 2042-09-01      | 3.5000%  |  | $49497.55          | $46522.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786726 C     | 2051-03-20      | 2.0000%  |  | $779.48            | $629.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4847 | 2050-11-01      | 2.0000%  |  | $6023300.14        | $4897675.18        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 786285 X     | 2041-03-15      | 5.0000%  |  | $332.12            | $337.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5567 | 2041-05-01      | 5.0000%  |  | $1340236.00        | $1355791.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5434 | 2056-04-01      | 5.0000%  |  | $1022.63           | $1013.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZA0751 | 2031-05-01      | 7.0000%  |  | $314.56            | $334.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $695110.94         | $712588.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR2498 C     | 2056-05-20      | 5.5000%  |  | $1000.00           | $1022.54           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ7141 | 2036-05-01      | 4.5100%  |  | $14774000.00       | $14589173.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2147 | 2056-05-01      | 5.5000%  |  | $3700034.81        | $3782252.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA4620 | 2052-04-01      | 2.5000%  |  | $40075570.00       | $34317249.37       | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SODG5738 | 2056-03-01      | 4.9600%  |  | $99807.99          | $100245.20         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC U99076 G | 2043-12-01      | 4.5000%  |  | $50015.72          | $49942.50          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U99094 G | 2044-03-01      | 3.5000%  |  | $24724.19          | $23189.54          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC U79018 G | 2028-07-01      | 3.0000%  |  | $2131.86           | $2114.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $172673.35         | $180053.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $1377.57           | $1393.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7971 | 2056-05-01      | 5.0000%  |  | $5394837.00        | $5363902.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE7513 | 2055-08-01      | 6.5000%  |  | $1408859.60        | $1489242.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE6940 | 2056-01-01      | 5.0000%  |  | $1486788.19        | $1489721.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5171 | 2055-06-01      | 6.5000%  |  | $2188434.88        | $2294769.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL836527 | 2035-10-01      | 6.0000%  |  | $12.70             | $13.13             | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX LB701043 | 2033-04-01      | 5.7600%  |  | $1890.87           | $1929.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9795 | 2047-06-01      | 3.5000%  |  | $23989975.12       | $22298879.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7531 | 2046-07-01      | 3.0000%  |  | $5301948.89        | $4796372.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR1512 | 2043-01-01      | 3.5000%  |  | $6428.86           | $6042.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQAP3106 | 2042-09-01      | 3.0000%  |  | $699748.02         | $640513.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAL5243 | 2040-01-01      | 7.0000%  |  | $123900.52         | $131623.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL5119 | 2034-04-01      | 4.0000%  |  | $35524.60          | $34953.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL4555 | 2038-10-01      | 6.5000%  |  | $305828.23         | $318899.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAJ1873 | 2041-10-01      | 4.0000%  |  | $129494.07         | $125859.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL555781 | 2033-08-01      | 5.5000%  |  | $95.07             | $97.58             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL555677 | 2033-07-01      | 5.5000%  |  | $457.64            | $465.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL555591 | 2033-07-01      | 5.5000%  |  | $1465.69           | $1489.80           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 717145 X     | 2039-05-15      | 4.5000%  |  | $108764.85         | $107609.44         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 430355 X     | 2041-08-15      | 5.0000%  |  | $180.95            | $182.14            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 609025 X     | 2036-08-15      | 6.5000%  |  | $7.26              | $7.76              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  |  | $48.75             | $46.97             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CL5555 C     | 2052-05-20      | 3.0000%  |  | $639.45            | $569.85            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1545 X     | 2051-12-15      | 3.5000%  |  | $810.72            | $734.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CE9948 C     | 2051-09-20      | 3.0000%  |  | $811.45            | $723.15            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CC3963 C     | 2051-09-20      | 2.0000%  |  | $686.85            | $540.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 K2253973 | 2031-08-01      | 6.5000%  |  | $14085.58          | $14319.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL253113 | 2030-03-01      | 7.5000%  |  | $441.37            | $455.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL251569 | 2028-03-01      | 7.0000%  |  | $0.28              | $0.30              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO5638 | 2041-05-01      | 4.5000%  |  | $1267516.00        | $1265065.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5612 | 2041-06-01      | 5.0000%  |  | $3019949.00        | $3059066.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5607 | 2041-06-01      | 5.0000%  |  | $1643419.00        | $1663798.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5595 | 2041-06-01      | 5.0000%  |  | $2006696.00        | $2042822.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIQO5580 | 2041-05-01      | 6.0000%  |  | $169736.00         | $176036.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIQO5578 | 2041-05-01      | 6.0000%  |  | $1031546.00        | $1069510.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5572 | 2041-05-01      | 5.0000%  |  | $1000635.00        | $1013045.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5562 | 2041-05-01      | 5.0000%  |  | $1318815.00        | $1342068.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5550 | 2041-05-01      | 5.0000%  |  | $1130594.00        | $1150527.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5548 | 2041-05-01      | 5.0000%  |  | $1406212.00        | $1435091.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO5540 | 2041-05-01      | 4.5000%  |  | $1037661.00        | $1035655.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO5532 | 2041-05-01      | 4.5000%  |  | $1063896.00        | $1061839.49        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC D98784 G | 2031-09-01      | 4.0000%  |  | $3028.04           | $3013.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH0692 | 2056-06-01      | 5.5000%  |  | $1000.00           | $1017.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDH0696 | 2056-05-01      | 6.0000%  |  | $1000.00           | $1034.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH0585 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1016.38           | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SODH0514 | 2056-06-01      | 5.1870%  |  | $7606391.00        | $7652199.22        | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SODH0513 | 2056-06-01      | 4.6660%  |  | $9252086.00        | $9196778.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDH0290 | 2041-05-01      | 5.0000%  |  | $1130530.00        | $1150466.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $14520.29          | $12266.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4596 | 2044-12-01      | 3.5000%  |  | $82.75             | $77.20             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM2076 | 2046-11-01      | 3.5000%  |  | $12109.74          | $11245.95          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL5500 | 2056-05-01      | 5.5000%  |  | $29274347.00       | $29986585.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA6053 | 2056-05-01      | 5.0000%  |  | $270025.76         | $266501.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8701 | 2055-12-01      | 5.0000%  |  | $1565844.19        | $1563961.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTB1647 | 2056-04-01      | 6.5000%  |  | $1049.03           | $1116.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA6079 | 2056-06-01      | 5.0000%  |  | $21271328.00       | $20993692.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5594 | 2041-06-01      | 5.0000%  |  | $1754950.00        | $1788958.98        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DQ8410 C     | 2056-05-20      | 5.5000%  |  | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4004 M     | 2046-10-20      | 3.5000%  |  | $125.25            | $115.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB4738 | 2056-06-01      | 5.5000%  |  | $1237226.00        | $1267962.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG7237 | 2056-03-01      | 4.5000%  |  | $998.89            | $963.34            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR7397 C     | 2056-05-20      | 5.5000%  |  | $6180261.00        | $6287857.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA6080 | 2056-06-01      | 5.5000%  |  | $874208.00         | $881624.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB1120 M     | 2041-05-20      | 5.0000%  |  | $1197388.00        | $1196716.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9457 | 2056-06-01      | 5.5000%  |  | $8474710.00        | $8580218.26        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DR8277 C     | 2056-05-20      | 5.5000%  |  | $1580841.00        | $1604980.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO5596 | 2041-05-01      | 5.0000%  |  | $1323040.00        | $1342845.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5439 | 2056-04-01      | 5.0000%  |  | $3712916.11        | $3680271.74        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9366 M     | 2053-12-20      | 7.5000%  |  | $165.15            | $172.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  |  | $1101595.52        | $1036029.78        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784599 X     | 2048-03-15      | 5.0000%  |  | $133792.66         | $132969.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0764 | 2054-12-01      | 4.5000%  |  | $336855.67         | $325267.16         | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SODG0964 | 2056-01-01      | 5.3240%  |  | $998.99            | $1011.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9141 | 2056-05-01      | 5.5000%  |  | $1511500.00        | $1532501.96        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004946 M     | 2041-02-20      | 4.5000%  |  | $37.36             | $37.13             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004837 M     | 2040-10-20      | 6.0000%  |  | $16.49             | $17.32             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004802 M     | 2040-09-20      | 5.0000%  |  | $36.34             | $36.99             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  |  | $35.82             | $36.35             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004696 M     | 2040-05-20      | 4.5000%  |  | $32.49             | $32.32             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005334 M     | 2042-03-20      | 5.0000%  |  | $42.90             | $43.67             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005283 M     | 2042-01-20      | 6.0000%  |  | $24.79             | $26.03             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004310 M     | 2038-12-20      | 6.0000%  |  | $25.40             | $25.68             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004195 M     | 2038-07-20      | 6.0000%  |  | $9.98              | $10.53             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004040 M     | 2037-10-20      | 6.5000%  |  | $9.04              | $9.70              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004495 M     | 2039-07-20      | 4.5000%  |  | $30.94             | $30.78             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AU0334 C     | 2046-07-20      | 3.0000%  |  | $94.32             | $84.17             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DS7554 C     | 2066-05-20      | 6.0000%  |  | $1408085.00        | $1448520.51        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DS6277 C     | 2056-05-20      | 5.5000%  |  | $1000.00           | $1024.74           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7512 | 2050-02-01      | 3.0000%  |  | $39327.03          | $35059.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  |  | $8402.68           | $7920.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  |  | $32827.07          | $30149.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  |  | $4534.63           | $4053.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4722 | 2047-06-01      | 3.5000%  |  | $209.44            | $194.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4638 | 2045-11-01      | 3.5000%  |  | $51027.94          | $47540.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4633 | 2045-10-01      | 3.5000%  |  | $47448.13          | $44257.35          | Agency Mortgage-Backed Securities  |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $991200.00         | $733499.81         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $217200.00         | $152335.65         | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $700.00            | $523.75            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $800.00            | $581.36            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $200.00            | $130.80            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $13100.00          | $9067.55           | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $4446800.00        | $3367744.83        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $200.00            | $153.56            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $800.00            | $803.39            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $15700.00          | $15629.50          | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $200.00            | $200.01            | U.S. Treasuries (including strips) |
| USTR BILL 09/08/26        | 2026-09-08      | 0.0000%  |  | $11136700.00       | $11026090.30       | U.S. Treasuries (including strips) |
| USTR BILL 11/19/26        | 2026-11-19      | 0.0000%  |  | $1000.00           | $982.75            | U.S. Treasuries (including strips) |
| USTR BILL 05/13/27        | 2027-05-13      | 0.0000%  |  | $13253000.00       | $12790642.59       | U.S. Treasuries (including strips) |
| USTR BILL 08/11/26        | 2026-08-11      | 0.0000%  |  | $178000.00         | $176738.87         | U.S. Treasuries (including strips) |
| USTR BILL 07/28/26        | 2026-07-28      | 0.0000%  |  | $200.00            | $198.85            | U.S. Treasuries (including strips) |
| USTR BILL 10/22/26        | 2026-10-22      | 0.0000%  |  | $500.00            | $492.81            | U.S. Treasuries (including strips) |
| USTR BILL 04/15/27        | 2027-04-15      | 0.0000%  |  | $66037400.00       | $63921429.63       | U.S. Treasuries (including strips) |
| USTR BILL 03/18/27        | 2027-03-18      | 0.0000%  |  | $772800.00         | $750475.35         | U.S. Treasuries (including strips) |
| USTR BILL 08/27/26        | 2026-08-27      | 0.0000%  |  | $4200.00           | $4163.55           | U.S. Treasuries (including strips) |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  |  | $770000.00         | $763853.09         | U.S. Treasuries (including strips) |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  |  | $400.00            | $397.62            | U.S. Treasuries (including strips) |
| USTR BILL 07/23/26        | 2026-07-23      | 0.0000%  |  | $256000.00         | $254658.56         | U.S. Treasuries (including strips) |
| USTR BILL 07/16/26        | 2026-07-16      | 0.0000%  |  | $368000.00         | $366340.69         | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26        | 2026-12-24      | 0.0000%  |  | $300.00            | $293.84            | U.S. Treasuries (including strips) |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $32507100.00       | $31920606.90       | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $200.00            | $199.23            | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $10880600.00       | $10543080.95       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $1000.00           | $996.50            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $36266600.00       | $35778037.37       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $533000.00         | $525611.33         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $515100.00         | $509837.99         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $301400.00         | $302031.50         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $3401700.00        | $3401967.17        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $600.00            | $606.88            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $17303700.00       | $17541263.93       | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $22952300.00       | $23062243.55       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $1195700.00        | $1214881.68        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $999800.00         | $996515.29         | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $3727100.00        | $3698457.88        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $9028000.00        | $9051378.82        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $100.00            | $102.34            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $19600.00          | $19171.97          | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $4383700.00        | $4432826.70        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE K 33      | 2033-04-30      | 4.1250%  |  | $5217500.00        | $5187252.48        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE W 31      | 2031-03-31      | 3.8750%  |  | $2121500.00        | $2110989.21        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $320100.00         | $321076.11         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  |  | $1245700.00        | $1233732.51        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $2320000.00        | $2339016.02        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $999700.00         | $1019634.11        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $500.00            | $473.73            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $40033400.00       | $28170312.97       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $200.00            | $188.17            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $2459400.00        | $2371139.14        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $383549000.00      | $381581889.74      | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $88703500.00       | $89300489.98       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $27974000.00       | $28475639.61       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $200.00            | $155.73            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $700900.00         | $652450.11         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $420000.00         | $421894.07         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $3129200.00        | $1531037.12        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $5600.00           | $5030.15           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $6000.00           | $6126.32           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $999000.00         | $1018738.84        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $2104000.00        | $2061873.19        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $82684300.00       | $85212664.38       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $999500.00         | $1011278.06        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $9569700.00        | $6798578.87        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $100.00            | $74.55             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $830500.00         | $837872.83         | U.S. Treasuries (including strips) |

### Security 135: Fixed Income Clearing Corporation ("FICC") - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 69999A006, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 BNP

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $1000.00           | $1012.24           | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $15280000.00       | $10752081.57       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $25743200.00       | $22638695.67       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $10440800.00       | $8394468.21        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $14236900.00       | $10136586.12       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $86600.00          | $71139.86          | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $232283200.00      | $159678846.67      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $79877200.00       | $48178726.66       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $3687300.00        | $2101807.49        | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $2184000.00        | $1131701.20        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $21945600.00       | $10737417.92       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $2479300.00        | $1168584.69        | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $27135900.00       | $15827789.97       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $162645700.00      | $101367945.87      | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $1710100.00        | $1253061.94        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $44136600.00       | $33006446.66       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $138800.00         | $102713.65         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $220000.00         | $154299.46         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $1053000.00        | $1015210.83        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $5976900.00        | $4705837.95        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $735100.00         | $572370.15         | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  |  | $1000.00           | $1004.79           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $8789000.00        | $8486575.46        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $1105300.00        | $823985.95         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $488335000.00      | $482395418.75      | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/27 | 2027-10-31      | 3.8180%  |  | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $133543200.00      | $96993892.23       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $1000.00           | $1031.70           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $222041000.00      | $194141941.75      | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $1000.00           | $642.72            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $4474900.00        | $3110901.01        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $2968000.00        | $3009358.95        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $200.00            | $197.61            | U.S. Treasuries (including strips) |
| USTR BILL 08/25/26    | 2026-08-25      | 0.0000%  |  | $7668400.00        | $7603602.02        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $900.00            | $905.86            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $50001400.00       | $43223015.10       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $2312200.00        | $2258203.64        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $47009000.00       | $47291128.75       | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $24800.00          | $18641.99          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $22422400.00       | $21754428.30       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $16000.00          | $10061.28          | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26    | 2026-10-01      | 0.0000%  |  | $478900.00         | $473031.08         | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $3494100.00        | $2661635.23        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $700.00            | $597.81            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $50000200.00       | $38228940.42       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $16333900.00       | $13139994.91       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $1351900.00        | $1023849.56        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $279137000.00      | $269477576.38      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $22782800.00       | $22879342.81       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $288000.00         | $294812.31         | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $108000.00         | $110798.58         | U.S. Treasuries (including strips) |
| USTR BILL 07/07/26    | 2026-07-07      | 0.0000%  |  | $13700.00          | $13650.41          | U.S. Treasuries (including strips) |
| USTR BILL 10/08/26    | 2026-10-08      | 0.0000%  |  | $2136900.00        | $2109259.20        | U.S. Treasuries (including strips) |
| USTR BILL 06/16/26    | 2026-06-16      | 0.0000%  |  | $479200.00         | $478476.41         | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26    | 2026-08-06      | 0.0000%  |  | $19176400.00       | $19049874.11       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  |  | $717800.00         | $712770.48         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  |  | $1456000.00        | $1425869.82        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33      | 2033-01-31      | 4.0000%  |  | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/28 | 2028-01-31      | 3.7270%  |  | $1050000.00        | $1053394.87        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  |  | $9000.00           | $8996.51           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $7607900.00        | $7631099.41        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $14597900.00       | $14235261.35       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $322995200.00      | $317499972.07      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $43725100.00       | $43409903.10       | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.7870%  |  | $551700.00         | $553949.58         | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $513592400.00      | $521831562.16      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $1205994000.00     | $1194834754.00     | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $76600000.00       | $79209386.62       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $348198900.00      | $354442925.12      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $115109800.00      | $115631670.92      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $15100900.00       | $14946843.57       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $166800.00         | $163157.35         | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8100%  |  | $522000.00         | $523727.34         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $39980000.00       | $40769948.92       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $249349200.00      | $256175034.88      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  |  | $500.00            | $509.36            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $1000.00           | $947.03            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $1085000.00        | $1064499.09        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $100.00            | $101.77            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $200.00            | $198.97            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $506347900.00      | $469549362.90      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $1600.00           | $1517.84           | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $1100.00           | $977.46            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $440700.00         | $420755.53         | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $387000.00         | $384165.56         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $419236500.00      | $401610334.77      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $18000600.00       | $17219455.51       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $400.00            | $370.30            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $6225000.00        | $5592082.72        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $400.00            | $385.70            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $40882900.00       | $36722678.23       | U.S. Treasuries (including strips) |

### Security 136: Fixed Income Clearing Corporation ("FICC") - ING

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 76599M009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $100.00            | $95.46             | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.7870%  |  | $19999900.00       | $20081450.49       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $500000000.00      | $522014439.56      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $39584500.00       | $40191766.68       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $1000.00           | $1008.88           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $30000000.00       | $28350075.33       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $403356000.00      | $409668663.24      | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.630%, 6/1/2026
- **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: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3400000000.00
- **C.18.a - Value (excl. sponsor support):** $3400000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $18600.00          | $13909.54          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $27338400.00       | $26741371.79       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $83857200.00       | $84257624.55       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $1319200.00        | $1303154.67        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $9496300.00        | $9644584.93        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $31206300.00       | $27712004.04       | U.S. Treasuries (including strips) |
| FNMA FNMS 05.000 CLCB5282 | 2052-12-01      | 5.0000%  |  | $1673.31           | $1672.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5270 | 2052-12-01      | 5.0000%  |  | $3179.17           | $3194.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  |  | $797.03            | $730.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4310 | 2052-08-01      | 5.0000%  |  | $698.18            | $693.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8462 | 2053-03-01      | 5.5000%  |  | $615.05            | $621.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8411 | 2053-02-01      | 6.0000%  |  | $746891.53         | $772154.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8332 | 2053-02-01      | 6.0000%  |  | $796317.60         | $837545.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  |  | $954.64            | $966.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  |  | $1437.53           | $1454.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2583 | 2054-09-01      | 6.5000%  |  | $841.57            | $881.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1614 | 2055-03-01      | 5.0000%  |  | $905.35            | $901.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  |  | $21580066.41       | $22194616.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  |  | $595.36            | $597.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  |  | $1049986.21        | $1041100.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9958 | 2052-09-01      | 5.0000%  |  | $832108.87         | $826684.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7813 | 2049-05-01      | 4.5000%  |  | $275.16            | $270.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBJ7541 | 2048-12-01      | 5.0000%  |  | $687666.81         | $690367.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7337 | 2048-10-01      | 4.5000%  |  | $697.09            | $683.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ8093 | 2048-03-01      | 4.0000%  |  | $201.72            | $191.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  |  | $157.41            | $154.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  |  | $435.30            | $407.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBJ1351 | 2053-06-01      | 6.5000%  |  | $867.05            | $926.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ0026 | 2047-11-01      | 3.5000%  |  | $299.03            | $275.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH9381 | 2047-10-01      | 4.5000%  |  | $166.65            | $163.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0173 | 2053-02-01      | 5.5000%  |  | $1158108.23        | $1192017.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBH9302 | 2033-02-01      | 3.0000%  |  | $224.56            | $217.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH7573 | 2047-08-01      | 4.0000%  |  | $500843.76         | $478255.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6683 | 2047-07-01      | 4.0000%  |  | $33.23             | $31.66             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4281 | 2047-06-01      | 4.5000%  |  | $609339.93         | $597999.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3394 | 2052-04-01      | 2.0000%  |  | $788.70            | $632.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9194 | 2052-09-01      | 5.0000%  |  | $940.20            | $937.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  |  | $920.52            | $930.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9124 | 2052-09-01      | 5.0000%  |  | $607.78            | $603.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  |  | $602.53            | $598.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8789 | 2052-08-01      | 5.0000%  |  | $857.47            | $859.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8799 | 2052-09-01      | 5.0000%  |  | $978223.13         | $973209.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8749 | 2052-08-01      | 5.0000%  |  | $599833.74         | $596100.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8746 | 2052-08-01      | 5.0000%  |  | $750.24            | $749.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1425 | 2055-05-01      | 5.0000%  |  | $919.26            | $907.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1330 | 2053-07-01      | 2.5000%  |  | $1834.99           | $1551.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  |  | $262.76            | $257.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6270 | 2049-04-01      | 4.5000%  |  | $252.86            | $246.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  |  | $930544.54         | $885331.34         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  |  | $338.71            | $341.41            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q39568 G | 2046-03-01      | 4.0000%  |  | $156.74            | $150.19            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q38492 G | 2046-01-01      | 4.0000%  |  | $2110640.14        | $2020750.32        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q38970 G | 2046-02-01      | 4.0000%  |  | $175.29            | $167.79            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q37596 G | 2045-11-01      | 4.0000%  |  | $165.75            | $158.66            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q37989 G | 2045-12-01      | 4.0000%  |  | $949319.91         | $908506.85         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62126 G | 2049-03-01      | 4.0000%  |  | $635549.06         | $605112.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAJ4044 | 2041-10-01      | 4.0000%  |  | $107.34            | $104.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI8465 | 2041-08-01      | 4.5000%  |  | $2135842.65        | $2120323.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 REAI3464 | 2041-06-01      | 4.0000%  |  | $16.45             | $15.87             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL190371 | 2036-07-01      | 6.5000%  |  | $1144382.40        | $1221319.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6711 | 2053-08-01      | 6.5000%  |  | $684.23            | $730.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $264.90            | $246.69            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q42622 G | 2046-08-01      | 3.5000%  |  | $1046454.41        | $974602.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8296 | 2046-11-01      | 3.0000%  |  | $358.17            | $324.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $595.01            | $536.44            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q41451 G | 2046-07-01      | 4.0000%  |  | $124.99            | $119.25            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q63996 G | 2049-05-01      | 4.5000%  |  | $631.84            | $619.63            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q63957 G | 2049-05-01      | 4.5000%  |  | $385.06            | $377.66            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q63846 G | 2049-05-01      | 3.5000%  |  | $358.92            | $333.34            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63397 G | 2049-05-01      | 4.0000%  |  | $719274.93         | $686666.69         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  |  | $190.45            | $186.65            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62961 G | 2049-04-01      | 4.0000%  |  | $813356.50         | $775830.76         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62759 G | 2049-04-01      | 4.5000%  |  | $997940.06         | $982671.58         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q63561 G | 2049-05-01      | 3.5000%  |  | $218.58            | $203.72            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63503 G | 2049-05-01      | 4.0000%  |  | $308.66            | $294.76            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62283 G | 2049-03-01      | 4.5000%  |  | $239.29            | $233.30            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62230 G | 2049-03-01      | 4.5000%  |  | $108.22            | $105.84            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  |  | $241.08            | $229.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5151 | 2044-04-01      | 4.5000%  |  | $246.07            | $242.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL3665 | 2043-06-01      | 3.5000%  |  | $17162673.91       | $16120302.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  |  | $811.60            | $812.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  |  | $39355110.74       | $40270856.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4917 | 2052-10-01      | 5.5000%  |  | $1294.57           | $1312.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4890 | 2052-10-01      | 4.5000%  |  | $878.68            | $848.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  |  | $1983.29           | $2023.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF0956 | 2055-10-01      | 5.0000%  |  | $1981.95           | $1962.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB3654 | 2052-05-01      | 5.0000%  |  | $1142.91           | $1128.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA3287 | 2034-03-01      | 4.0000%  |  | $138.18            | $136.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8214 | 2052-11-01      | 6.0000%  |  | $29159490.86       | $30361581.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5512 | 2052-07-01      | 5.0000%  |  | $2805.16           | $2811.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2316 | 2054-09-01      | 6.0000%  |  | $739.23            | $758.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  |  | $903776.05         | $908965.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  |  | $572480.24         | $560067.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9074 | 2052-09-01      | 5.0000%  |  | $914.40            | $914.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  |  | $2621.90           | $2148.74           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2793 | 2052-11-01      | 5.5000%  |  | $573.43            | $591.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3628 | 2047-05-01      | 4.5000%  |  | $226.84            | $222.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9651 | 2052-09-01      | 4.5000%  |  | $877450.48         | $847867.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS5221 | 2045-06-01      | 3.5000%  |  | $306.49            | $285.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7544 | 2046-07-01      | 3.5000%  |  | $89.15             | $82.91             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7661 | 2052-09-01      | 5.0000%  |  | $892409.70         | $885868.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8425 | 2052-04-01      | 3.0000%  |  | $824513.62         | $740216.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZN4057 | 2049-03-01      | 5.0000%  |  | $985182.33         | $989051.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3598 | 2052-07-01      | 5.0000%  |  | $598.09            | $600.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBT3457 | 2051-06-01      | 2.0000%  |  | $1361.82           | $1100.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7974 | 2053-03-01      | 5.5000%  |  | $1744675.71        | $1788189.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  |  | $114.56            | $110.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD2497 | 2055-02-01      | 5.0000%  |  | $984.15            | $976.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3530 | 2055-09-01      | 6.0000%  |  | $1079673.57        | $1109026.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5397 | 2055-07-01      | 6.0000%  |  | $716.74            | $744.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  |  | $931.82            | $950.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4731 | 2055-01-01      | 5.5000%  |  | $1836.50           | $1853.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6418 | 2055-08-01      | 6.0000%  |  | $990.07            | $1020.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG2879 | 2056-02-01      | 5.0000%  |  | $996.34            | $987.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB3649 | 2052-05-01      | 5.0000%  |  | $703.09            | $698.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  |  | $1419.67           | $1411.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6798 | 2050-08-01      | 2.0000%  |  | $1158.99           | $937.89            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  |  | $265.55            | $253.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7728 | 2046-08-01      | 3.0000%  |  | $451.48            | $406.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG1652 | 2053-04-01      | 6.0000%  |  | $714.17            | $736.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  |  | $493136.74         | $458410.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CIQN4926 | 2036-02-01      | 1.5000%  |  | $524.91            | $472.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5792 | 2052-08-01      | 4.5000%  |  | $679.23            | $656.65            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q57476 G | 2048-07-01      | 4.0000%  |  | $992545.61         | $946998.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  |  | $730472.80         | $781122.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2925 | 2053-06-01      | 6.5000%  |  | $841485.42         | $897546.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  |  | $919.47            | $842.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1790 | 2055-06-01      | 5.5000%  |  | $23146025.28       | $23464416.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0735 | 2055-02-01      | 6.0000%  |  | $814.60            | $842.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0624 | 2054-11-01      | 5.0000%  |  | $950.95            | $944.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $2282.01           | $2315.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0515 | 2054-10-01      | 4.5000%  |  | $912.52            | $879.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFA0049 | 2031-07-01      | 1.5000%  |  | $658.74            | $619.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH1162 | 2056-06-01      | 5.5000%  |  | $3263345.00        | $3300030.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9433 | 2056-05-01      | 5.5000%  |  | $1010.00           | $1027.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9894 | 2056-05-01      | 5.5000%  |  | $1998.73           | $2026.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG9808 | 2056-05-01      | 6.0000%  |  | $999.87            | $1031.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8347 | 2056-05-01      | 5.5000%  |  | $999.15            | $1014.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  |  | $708151.26         | $741058.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0722 | 2053-05-01      | 5.0000%  |  | $1153763.30        | $1154626.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9574 | 2052-09-01      | 5.0000%  |  | $645.07            | $639.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0408 | 2053-07-01      | 6.0000%  |  | $982.81            | $1015.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4125 | 2052-07-01      | 4.0000%  |  | $1607.17           | $1515.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $682.46            | $686.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4067 | 2052-07-01      | 4.5000%  |  | $761.55            | $739.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3875 | 2047-06-01      | 3.5000%  |  | $755.18            | $694.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3616 | 2052-05-01      | 4.0000%  |  | $1498.22           | $1412.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4977 | 2045-05-01      | 3.0000%  |  | $591.34            | $535.45            | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  |  | $7.86              | $7.91              | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51367 G | 2036-11-01      | 6.0000%  |  | $657224.28         | $669347.87         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  |  | $20.21             | $20.36             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC L10220 G | 2034-01-01      | 5.5000%  |  | $681605.38         | $687588.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG0848 | 2053-04-01      | 5.0000%  |  | $782365.72         | $779399.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF9918 | 2053-03-01      | 5.5000%  |  | $769872.28         | $779806.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF9345 | 2053-03-01      | 5.0000%  |  | $714.77            | $712.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF9073 | 2053-02-01      | 4.5000%  |  | $885.61            | $857.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  |  | $690461.44         | $737550.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  |  | $557.63            | $572.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAQ3308 | 2042-11-01      | 3.5000%  |  | $981204.02         | $919187.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0798 | 2052-10-01      | 5.0000%  |  | $862156.95         | $856751.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9763 | 2052-09-01      | 5.0000%  |  | $569.32            | $571.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9710 | 2052-09-01      | 5.0000%  |  | $1416.48           | $1409.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  |  | $915271.08         | $882696.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9654 | 2052-08-01      | 5.0000%  |  | $593.09            | $590.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  |  | $954950.44         | $927913.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  |  | $1658.22           | $1680.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4134 | 2052-12-01      | 5.0000%  |  | $655.46            | $650.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX3985 | 2052-10-01      | 4.5000%  |  | $1095177.86        | $1062676.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  |  | $1071087.75        | $1101473.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  |  | $1301.86           | $1306.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  |  | $823662.58         | $827155.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  |  | $984072.53         | $989573.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0731 | 2052-10-01      | 5.0000%  |  | $1166.50           | $1155.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0730 | 2052-10-01      | 5.0000%  |  | $937.67            | $936.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0702 | 2052-09-01      | 5.0000%  |  | $561.76            | $559.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  |  | $988.35            | $978.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4437 | 2056-02-01      | 5.0000%  |  | $995.30            | $985.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3166 | 2055-10-01      | 6.0000%  |  | $2850.22           | $2970.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3107 | 2053-12-01      | 5.5000%  |  | $939.37            | $950.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2977 | 2055-08-01      | 6.5000%  |  | $1616.26           | $1706.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA2926 | 2053-04-01      | 4.5000%  |  | $20694947.41       | $19989725.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  |  | $22142230.19       | $18574683.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2826 | 2055-07-01      | 5.0000%  |  | $1967.66           | $1943.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2734 | 2055-09-01      | 5.5000%  |  | $56631011.77       | $57696398.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2562 | 2055-08-01      | 6.0000%  |  | $255879.34         | $266358.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5943 | 2054-06-01      | 6.0000%  |  | $750.50            | $773.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5938 | 2054-06-01      | 5.5000%  |  | $854.96            | $867.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB5843 | 2054-05-01      | 7.0000%  |  | $1385.42           | $1481.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5434 | 2054-07-01      | 5.5000%  |  | $749.59            | $756.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDB5424 | 2054-06-01      | 7.5000%  |  | $378.98            | $409.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6255 | 2054-07-01      | 6.5000%  |  | $933.66            | $994.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5075 | 2054-07-01      | 6.0000%  |  | $968.89            | $995.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5285 | 2054-06-01      | 5.5000%  |  | $1621.89           | $1637.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB4196 | 2054-06-01      | 7.0000%  |  | $773.02            | $832.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  |  | $710.75            | $709.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB3033 | 2054-05-01      | 5.0000%  |  | $1709.62           | $1695.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB2846 | 2054-10-01      | 5.5000%  |  | $977.47            | $990.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2222 | 2054-05-01      | 6.0000%  |  | $975.46            | $1025.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB1963 | 2054-10-01      | 5.5000%  |  | $3936171.86        | $4004806.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB1987 | 2054-10-01      | 5.5000%  |  | $778.34            | $794.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5302 | 2052-12-01      | 6.0000%  |  | $3919489.41        | $4098158.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5300 | 2052-12-01      | 5.5000%  |  | $1466.93           | $1486.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  |  | $2245.78           | $2304.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  |  | $52607091.38       | $54021421.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  |  | $1194292.86        | $1197135.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6452 | 2052-09-01      | 5.0000%  |  | $1014211.81        | $1016826.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0613 | 2055-09-01      | 6.0000%  |  | $735.90            | $774.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC4439 | 2054-11-01      | 4.5000%  |  | $979.51            | $945.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8968 | 2055-10-01      | 5.5000%  |  | $1982.07           | $1998.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFA1529 | 2038-03-01      | 2.0000%  |  | $1719.92           | $1580.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA2986 | 2055-07-01      | 4.0000%  |  | $1901.84           | $1786.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF2337 | 2055-11-01      | 5.5000%  |  | $4028399.58        | $4088252.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF8916 | 2056-01-01      | 5.5000%  |  | $724.62            | $737.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  |  | $2703753.60        | $2740329.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF9810 | 2053-02-01      | 5.5000%  |  | $650710.66         | $668704.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3851 | 2052-06-01      | 5.0000%  |  | $873583.58         | $875926.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6949 | 2049-02-01      | 4.5000%  |  | $254.60            | $249.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ4624 | 2048-02-01      | 4.5000%  |  | $382.48            | $374.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  |  | $213.51            | $208.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA3985 | 2049-08-01      | 5.0000%  |  | $102059.36         | $102911.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF4276 | 2052-12-01      | 5.5000%  |  | $824561.01         | $842716.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO0306 | 2049-04-01      | 4.5000%  |  | $479174.45         | $467015.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  |  | $1425.58           | $1475.66           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q63051 G | 2049-04-01      | 5.0000%  |  | $596189.14         | $601954.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4032 | 2049-03-01      | 4.5000%  |  | $992599.56         | $968717.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9156 | 2052-09-01      | 4.5000%  |  | $2340.09           | $2262.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6359 | 2050-07-01      | 2.5000%  |  | $538.34            | $462.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA2143 | 2049-08-01      | 4.5000%  |  | $716.40            | $701.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  |  | $944.80            | $940.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4548 | 2045-03-01      | 3.5000%  |  | $4246051.63        | $3983226.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0891 | 2048-11-01      | 4.5000%  |  | $721692.49         | $707291.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA6203 | 2050-01-01      | 4.0000%  |  | $760849.48         | $726613.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBN4482 | 2049-01-01      | 5.5000%  |  | $219.21            | $223.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7736 | 2054-01-01      | 6.5000%  |  | $637117.85         | $678788.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 GLCA1661 | 2048-05-01      | 3.5000%  |  | $364.78            | $332.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  |  | $20877564.42       | $22034026.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM5307 | 2033-12-01      | 4.0000%  |  | $145.34            | $144.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1173 | 2052-10-01      | 5.0000%  |  | $749426.22         | $747186.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1346 | 2052-11-01      | 5.0000%  |  | $748555.30         | $750428.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6448 | 2053-07-01      | 6.5000%  |  | $772.98            | $826.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  |  | $455.99            | $473.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $4532147.40        | $4037705.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTSC0334 | 2043-01-01      | 4.5000%  |  | $608.44            | $599.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  |  | $1689.15           | $1733.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6204 | 2053-05-01      | 6.0000%  |  | $752.38            | $786.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2007 | 2055-04-01      | 5.5000%  |  | $820.35            | $827.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9582 | 2052-09-01      | 5.0000%  |  | $669.19            | $663.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3349 | 2052-04-01      | 2.5000%  |  | $743.47            | $626.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  |  | $741.10            | $661.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3282 | 2052-04-01      | 3.5000%  |  | $2062.50           | $1880.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3272 | 2052-04-01      | 4.0000%  |  | $1409.93           | $1331.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3236 | 2052-03-01      | 3.0000%  |  | $1397.01           | $1233.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  |  | $3440.43           | $3151.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB2923 | 2052-02-01      | 4.0000%  |  | $568.56            | $538.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  |  | $658.58            | $570.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2852 | 2051-11-01      | 2.0000%  |  | $1528.09           | $1230.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2802 | 2052-02-01      | 2.0000%  |  | $747.76            | $606.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1976 | 2052-07-01      | 5.0000%  |  | $807561.03         | $810443.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1968 | 2052-07-01      | 5.0000%  |  | $853752.89         | $857242.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  |  | $1899.49           | $1831.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  |  | $911404.71         | $879970.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1829 | 2052-11-01      | 4.5000%  |  | $632.84            | $613.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1479 | 2052-06-01      | 5.0000%  |  | $716.07            | $720.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4649 | 2045-03-01      | 3.5000%  |  | $13547454.77       | $12640103.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4006 | 2045-01-01      | 3.5000%  |  | $318.95            | $298.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS2259 | 2044-04-01      | 4.0000%  |  | $138.97            | $133.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR8634 | 2043-03-01      | 4.0000%  |  | $1020957.23        | $985233.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8170 | 2043-03-01      | 3.5000%  |  | $159.54            | $150.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  |  | $3955804.97        | $3618546.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR5851 | 2043-02-01      | 3.5000%  |  | $97.95             | $92.38             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR5877 | 2043-01-01      | 3.0000%  |  | $483.25            | $440.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMB0311 | 2055-05-01      | 5.0000%  |  | $61790750.69       | $60987278.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4890 | 2045-05-01      | 3.5000%  |  | $74.59             | $69.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAQ9131 | 2042-12-01      | 3.5000%  |  | $176.09            | $164.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ9096 | 2042-12-01      | 4.0000%  |  | $778094.97         | $750876.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAQ6972 | 2043-01-01      | 4.0000%  |  | $206.31            | $199.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  |  | $204.91            | $191.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAQ6286 | 2042-12-01      | 4.0000%  |  | $275.71            | $266.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  |  | $115.46            | $108.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  |  | $497870.76         | $489019.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  |  | $154.90            | $147.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0712 | 2063-03-01      | 3.5000%  |  | $20518274.30       | $18643544.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0711 | 2063-03-01      | 2.5000%  |  | $32709742.76       | $26826059.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  |  | $723.58            | $592.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH3137 | 2047-07-01      | 4.0000%  |  | $211.76            | $201.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1714 | 2052-08-01      | 5.0000%  |  | $941089.56         | $942943.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6422 | 2052-08-01      | 5.0000%  |  | $887998.92         | $890658.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6301 | 2052-08-01      | 5.0000%  |  | $5025139.19        | $5013882.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  |  | $1739.97           | $1744.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6140 | 2052-08-01      | 5.0000%  |  | $844999.88         | $853501.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5676 | 2052-08-01      | 5.0000%  |  | $6170420.45        | $6129355.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW6224 | 2052-08-01      | 6.0000%  |  | $350.80            | $363.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  |  | $738053.86         | $740956.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5204 | 2052-12-01      | 4.5000%  |  | $962683.43         | $930908.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBW5088 | 2053-01-01      | 6.5000%  |  | $492.95            | $528.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBW4993 | 2053-03-01      | 2.5000%  |  | $929.25            | $780.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5282 | 2053-05-01      | 5.0000%  |  | $1614.63           | $1598.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  |  | $244.78            | $227.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5878 | 2045-09-01      | 3.5000%  |  | $66.74             | $62.21             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5819 | 2045-09-01      | 3.5000%  |  | $26920123.01       | $25095833.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3918 | 2054-05-01      | 5.5000%  |  | $1955.55           | $1972.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  |  | $527492.94         | $511692.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  |  | $958106.27         | $985894.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBX3213 | 2052-09-01      | 4.0000%  |  | $41212.58          | $38777.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  |  | $1020.82           | $1039.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  |  | $1193877.11        | $1157207.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2470 | 2052-12-01      | 5.0000%  |  | $765.29            | $764.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX5102 | 2053-02-01      | 4.5000%  |  | $5828425.08        | $5627985.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  |  | $945316.32         | $914702.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  |  | $824786.87         | $797879.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  |  | $991425.45         | $981066.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB6970 | 2054-08-01      | 5.5000%  |  | $1572.99           | $1610.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB6911 | 2054-07-01      | 5.5000%  |  | $714.77            | $733.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6901 | 2054-07-01      | 6.0000%  |  | $606.01            | $621.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6543 | 2054-08-01      | 6.5000%  |  | $746.62            | $790.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  |  | $52340009.74       | $54533980.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $1399.29           | $1361.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  |  | $841.73            | $862.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG1643 | 2053-04-01      | 6.0000%  |  | $558.06            | $582.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  |  | $775.97            | $795.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CICB4759 | 2037-09-01      | 5.0000%  |  | $931.38            | $945.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $56730112.54       | $56326301.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  |  | $43028.64          | $43098.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4663 | 2052-09-01      | 4.0000%  |  | $713.39            | $679.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  |  | $55930383.23       | $55787139.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4611 | 2052-09-01      | 4.0000%  |  | $1293.46           | $1218.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0790 | 2055-10-01      | 5.5000%  |  | $1918.50           | $1963.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC7048 | 2054-11-01      | 4.5000%  |  | $980.02            | $943.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV6161 | 2055-08-01      | 4.0000%  |  | $10997202.69       | $10325087.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9780 | 2056-05-01      | 5.5000%  |  | $999.25            | $1013.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  |  | $847362.53         | $797770.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ3023 | 2050-10-01      | 2.0000%  |  | $648.48            | $529.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI2080 | 2054-03-01      | 6.0000%  |  | $1066723.18        | $1118626.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  |  | $784.79            | $790.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBX1940 | 2053-01-01      | 7.0000%  |  | $845.98            | $914.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5843 | 2047-04-01      | 3.0000%  |  | $483.63            | $438.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW3779 | 2052-09-01      | 4.5000%  |  | $870.63            | $839.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6898 | 2050-09-01      | 2.0000%  |  | $373201607.59      | $302007637.22      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7205 | 2048-07-01      | 4.5000%  |  | $237.59            | $231.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8316 | 2052-08-01      | 5.0000%  |  | $841.72            | $835.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8652 | 2053-08-01      | 6.0000%  |  | $798443.88         | $830042.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4852 | 2049-01-01      | 4.5000%  |  | $752154.68         | $736266.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7315 | 2053-07-01      | 6.5000%  |  | $910.03            | $968.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  |  | $392.59            | $422.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  |  | $20370533.61       | $21463851.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA6987 | 2052-03-01      | 3.5000%  |  | $713.15            | $656.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8787 | 2052-09-01      | 5.0000%  |  | $803754.81         | $802244.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $688.78            | $696.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $1154.96           | $939.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7616 | 2046-07-01      | 3.5000%  |  | $181.95            | $169.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7011 | 2050-09-01      | 2.0000%  |  | $589.53            | $484.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1456 | 2054-11-01      | 6.0000%  |  | $805.68            | $832.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1074 | 2055-06-01      | 6.5000%  |  | $1711.24           | $1785.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1740 | 2050-08-01      | 5.0000%  |  | $873.50            | $877.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4796 | 2055-02-01      | 6.0000%  |  | $987.64            | $1026.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG2999 | 2056-03-01      | 4.5000%  |  | $1929.02           | $1856.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA4445 | 2053-02-01      | 4.5000%  |  | $1952.80           | $1886.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU2465 | 2051-10-01      | 2.0000%  |  | $1537.28           | $1238.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6648 | 2053-01-01      | 6.0000%  |  | $803181.94         | $834341.92         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48174 G | 2047-05-01      | 4.0000%  |  | $660716.96         | $633270.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4446 | 2049-11-01      | 3.5000%  |  | $394.75            | $366.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY1087 | 2053-04-01      | 6.0000%  |  | $1183791.44        | $1225829.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1064 | 2053-04-01      | 5.0000%  |  | $2637101.50        | $2631080.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  |  | $1526.72           | $1285.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4805 | 2049-11-01      | 3.5000%  |  | $1198098.96        | $1106757.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBT0101 | 2036-05-01      | 2.0000%  |  | $848.15            | $781.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1687 | 2052-07-01      | 5.0000%  |  | $916218.34         | $916903.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9999 | 2052-07-01      | 3.5000%  |  | $742.81            | $677.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV9112 | 2052-08-01      | 5.0000%  |  | $948.82            | $943.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV9091 | 2052-08-01      | 5.0000%  |  | $948.42            | $940.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9899 | 2052-05-01      | 4.0000%  |  | $602.32            | $571.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9898 | 2052-05-01      | 4.0000%  |  | $580.42            | $546.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA4352 | 2049-11-01      | 3.0000%  |  | $356.45            | $317.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4289 | 2049-11-01      | 3.5000%  |  | $417.36            | $388.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA3343 | 2049-09-01      | 3.5000%  |  | $172.94            | $159.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA3079 | 2049-10-01      | 3.5000%  |  | $660.28            | $608.95            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G61559 G | 2048-03-01      | 4.0000%  |  | $146.38            | $139.57            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  |  | $544.85            | $508.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP9229 | 2042-10-01      | 4.0000%  |  | $61.54             | $59.30             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  |  | $635357.97         | $615232.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $94.76             | $88.77             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO6754 | 2042-06-01      | 3.5000%  |  | $160.47            | $150.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO6522 | 2042-06-01      | 3.5000%  |  | $279.42            | $261.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO7141 | 2042-07-01      | 3.5000%  |  | $241.02            | $226.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO5942 | 2042-06-01      | 3.5000%  |  | $123.61            | $116.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO5619 | 2042-06-01      | 3.5000%  |  | $83074.15          | $78059.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAO0210 | 2042-05-01      | 4.0000%  |  | $863217.58         | $823955.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTAL8620 | 2035-02-01      | 3.0000%  |  | $105.49            | $99.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  |  | $177.07            | $168.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8149 | 2044-10-01      | 3.5000%  |  | $151.36            | $142.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA1095 | 2053-12-01      | 7.0000%  |  | $978.39            | $1055.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0625 | 2053-09-01      | 6.5000%  |  | $575.50            | $609.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  |  | $9.38              | $9.62              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880212 | 2036-02-01      | 6.0000%  |  | $8.97              | $9.41              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL878096 | 2036-04-01      | 6.0000%  |  | $15.38             | $16.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL872280 | 2036-05-01      | 6.0000%  |  | $571423.07         | $599345.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP871040 | 2037-02-01      | 5.5000%  |  | $3.95              | $3.94              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6177 | 2050-01-01      | 3.5000%  |  | $462.22            | $429.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL868838 | 2036-04-01      | 6.0000%  |  | $22.36             | $23.45             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8625 | 2052-08-01      | 5.0000%  |  | $952732.76         | $959717.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE8614 | 2052-08-01      | 4.5000%  |  | $16988551.93       | $16416632.33       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8193 | 2052-08-01      | 5.0000%  |  | $1261.07           | $1270.96           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8143 | 2052-08-01      | 5.0000%  |  | $821871.25         | $830140.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8142 | 2052-08-01      | 5.0000%  |  | $1118.09           | $1129.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8969 | 2052-07-01      | 5.0000%  |  | $738925.81         | $741857.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8899 | 2052-09-01      | 5.0000%  |  | $793095.96         | $795890.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  |  | $243.62            | $219.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7857 | 2046-09-01      | 3.0000%  |  | $234.52            | $211.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  |  | $155.69            | $139.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  |  | $280.01            | $263.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7233 | 2046-05-01      | 3.0000%  |  | $131.60            | $118.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  |  | $27572698.01       | $24861345.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  |  | $890599.22         | $829272.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1633 | 2053-04-01      | 5.0000%  |  | $1913.44           | $1899.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1474 | 2053-04-01      | 5.0000%  |  | $811.01            | $804.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG1280 | 2053-04-01      | 6.0000%  |  | $681442.43         | $705610.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1231 | 2053-04-01      | 5.0000%  |  | $742.77            | $741.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3466 | 2053-06-01      | 6.0000%  |  | $962389.20         | $1004533.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3360 | 2053-05-01      | 5.5000%  |  | $5149739.06        | $5296387.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6826 | 2053-07-01      | 5.5000%  |  | $882.41            | $894.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC1516 | 2046-08-01      | 4.0000%  |  | $301.68            | $287.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA3149 | 2046-04-01      | 3.5000%  |  | $162.54            | $152.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA3085 | 2045-12-01      | 3.5000%  |  | $1018083.43        | $955045.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ8218 | 2045-08-01      | 4.0000%  |  | $582291.66         | $557560.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7765 | 2056-01-01      | 5.0000%  |  | $1998.15           | $1980.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF7683 | 2055-12-01      | 6.5000%  |  | $980.00            | $1036.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7568 | 2056-02-01      | 5.0000%  |  | $996.82            | $983.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6009 | 2055-12-01      | 5.5000%  |  | $719.26            | $730.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5770 | 2055-12-01      | 5.0000%  |  | $994.86            | $987.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5483 | 2055-11-01      | 5.5000%  |  | $991.91            | $1009.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5222 | 2055-12-01      | 5.5000%  |  | $996.22            | $1013.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 DLDF4844 | 2055-09-01      | 7.0000%  |  | $5273251.70        | $5403519.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  |  | $947.27            | $964.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF2338 | 2055-10-01      | 6.5000%  |  | $994.88            | $1047.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDG0782 | 2056-01-01      | 6.5000%  |  | $1771.15           | $1862.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9520 | 2056-01-01      | 5.0000%  |  | $5016415.81        | $4950940.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9505 | 2056-01-01      | 5.0000%  |  | $1991.69           | $1969.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF9345 | 2056-01-01      | 4.5000%  |  | $995.44            | $958.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6195 | 2045-11-01      | 3.5000%  |  | $243.14            | $227.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4984 | 2045-05-01      | 3.5000%  |  | $26561823.57       | $24917493.22       | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q05155 G | 2041-12-01      | 4.0000%  |  | $600878.63         | $582558.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6519 | 2046-01-01      | 3.5000%  |  | $73.57             | $68.47             | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  |  | $98.21             | $95.29             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5761 | 2045-09-01      | 3.5000%  |  | $228.26            | $214.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5644 | 2045-08-01      | 3.5000%  |  | $258.57            | $243.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5566 | 2045-08-01      | 3.5000%  |  | $233.42            | $218.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3455 | 2053-05-01      | 5.0000%  |  | $827.37            | $823.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV9710 | 2052-06-01      | 4.5000%  |  | $701785.63         | $678935.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  |  | $805653.35         | $828091.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3439 | 2052-12-01      | 5.5000%  |  | $17870751.03       | $18096544.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  |  | $1190.40           | $1105.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1859 | 2040-05-01      | 6.5000%  |  | $802.79            | $837.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2841 | 2052-08-01      | 3.0000%  |  | $956.62            | $837.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9736 | 2055-01-01      | 4.5000%  |  | $1887.69           | $1821.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2161 | 2055-06-01      | 6.0000%  |  | $22136116.68       | $22841432.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8031 | 2055-05-01      | 5.5000%  |  | $986.16            | $1008.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2497 | 2055-09-01      | 5.5000%  |  | $1845.63           | $1869.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0881 | 2055-12-01      | 5.5000%  |  | $3548722.86        | $3578829.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5584 | 2054-06-01      | 5.5000%  |  | $920.10            | $943.60            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q62208 G | 2049-03-01      | 5.0000%  |  | $575762.36         | $579600.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $1967.68           | $2163.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTBM5460 | 2035-01-01      | 3.5000%  |  | $358.46            | $349.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAX7611 | 2045-02-01      | 3.5000%  |  | $94.64             | $88.30             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6996 | 2052-08-01      | 5.0000%  |  | $266.12            | $265.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD5353 | 2047-05-01      | 4.0000%  |  | $666669.89         | $634867.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 U3BM7365 | 2043-02-01      | 3.5000%  |  | $584.76            | $562.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG0921 | 2053-04-01      | 5.0000%  |  | $575331.52         | $579418.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0807 | 2052-10-01      | 5.0000%  |  | $754.41            | $757.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF8570 | 2056-01-01      | 5.5000%  |  | $1926.69           | $1962.57           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2652 | 2052-11-01      | 5.5000%  |  | $680764.12         | $693240.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  |  | $713351.05         | $710561.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8652 | 2047-01-01      | 3.5000%  |  | $749.58            | $700.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTCB2563 | 2042-01-01      | 2.0000%  |  | $692.41            | $603.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6445 | 2052-09-01      | 5.0000%  |  | $683725.44         | $685509.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  |  | $134.50            | $124.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8140 | 2054-06-01      | 6.0000%  |  | $2333711.86        | $2460307.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3658 | 2052-06-01      | 5.0000%  |  | $930155.99         | $923727.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  |  | $674367.07         | $669257.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0108 | 2053-05-01      | 5.0000%  |  | $808854.42         | $809414.87         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  |  | $359.98            | $343.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6470 | 2052-09-01      | 5.0000%  |  | $982382.25         | $990147.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8782 | 2052-09-01      | 5.0000%  |  | $659439.48         | $656136.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5525 | 2045-07-01      | 3.5000%  |  | $101.82            | $95.00             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTBK0531 | 2040-01-01      | 3.0000%  |  | $410.69            | $384.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1139 | 2052-11-01      | 5.0000%  |  | $1107772.58        | $1119436.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2843 | 2053-05-01      | 5.5000%  |  | $844.70            | $865.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8871 | 2052-08-01      | 5.0000%  |  | $949.09            | $945.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7946 | 2052-08-01      | 5.0000%  |  | $965179.49         | $954255.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDG8254 | 2041-04-01      | 5.0000%  |  | $995.20            | $1004.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG7396 | 2056-05-01      | 4.5000%  |  | $1024.00           | $985.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6602 | 2056-04-01      | 5.5000%  |  | $1590323.00        | $1627049.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG6400 | 2056-04-01      | 5.0000%  |  | $1996.80           | $1981.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG6099 | 2056-04-01      | 5.0000%  |  | $997.04            | $984.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6024 | 2056-04-01      | 5.5000%  |  | $998.73            | $1026.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG5128 | 2056-04-01      | 4.5000%  |  | $2003.57           | $1931.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG5093 | 2056-03-01      | 5.5000%  |  | $998.05            | $1013.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4608 | 2056-04-01      | 5.0000%  |  | $998.99            | $994.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4242 | 2056-04-01      | 5.0000%  |  | $1997.58           | $1987.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3934 | 2056-03-01      | 5.0000%  |  | $996.91            | $993.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3055 | 2056-03-01      | 5.5000%  |  | $996.85            | $1006.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0712 | 2055-06-01      | 5.0000%  |  | $1271792.92        | $1260188.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0615 | 2055-06-01      | 6.0000%  |  | $848.05            | $872.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0255 | 2055-05-01      | 5.5000%  |  | $2118729.94        | $2146756.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  |  | $950.81            | $958.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9892 | 2052-05-01      | 3.5000%  |  | $767.01            | $703.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  |  | $627889.25         | $576241.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9886 | 2052-05-01      | 3.5000%  |  | $647.30            | $597.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  |  | $778701.66         | $774293.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ0560 | 2042-11-01      | 3.5000%  |  | $290.16            | $272.42            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q00866 G | 2041-05-01      | 4.5000%  |  | $33.35             | $33.15             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U70677 G | 2028-10-01      | 3.5000%  |  | $86.96             | $86.45             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $70992179.71       | $75871085.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7956 | 2055-05-01      | 6.5000%  |  | $585.91            | $615.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD7784 | 2055-05-01      | 4.5000%  |  | $981.63            | $946.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $809.73            | $816.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6420 | 2055-03-01      | 6.5000%  |  | $649.13            | $681.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6138 | 2055-03-01      | 6.5000%  |  | $711.59            | $747.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6012 | 2055-04-01      | 6.5000%  |  | $1262570.07        | $1323920.32        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q53573 G | 2048-01-01      | 4.5000%  |  | $734062.33         | $720098.99         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q52693 G | 2047-12-01      | 4.0000%  |  | $831202.64         | $794068.75         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q50952 G | 2047-09-01      | 4.0000%  |  | $621364.55         | $593560.42         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G67703 G | 2047-04-01      | 3.5000%  |  | $873681.58         | $815537.39         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49665 G | 2047-08-01      | 4.0000%  |  | $273.28            | $261.13            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49260 G | 2047-07-01      | 4.0000%  |  | $1008479.94        | $963580.51         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48791 G | 2047-06-01      | 4.0000%  |  | $880206.79         | $840753.38         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q48714 G | 2047-06-01      | 4.5000%  |  | $961496.63         | $944199.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6281 | 2045-12-01      | 3.5000%  |  | $388.41            | $363.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9219 | 2056-01-01      | 5.0000%  |  | $3655268.33        | $3627604.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF8766 | 2056-01-01      | 6.0000%  |  | $996.82            | $1033.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8614 | 2056-01-01      | 5.0000%  |  | $1929.74           | $1913.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF8572 | 2056-01-01      | 6.0000%  |  | $1991.85           | $2071.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF8372 | 2056-02-01      | 5.5000%  |  | $797.04            | $810.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG0147 | 2056-01-01      | 5.0000%  |  | $1990.57           | $1973.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  |  | $1567.63           | $1617.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5914 | 2053-01-01      | 6.0000%  |  | $851388.98         | $890464.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  |  | $541174.60         | $559353.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5440 | 2053-03-01      | 5.5000%  |  | $1376.83           | $1397.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  |  | $571.37            | $584.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5182 | 2053-03-01      | 5.5000%  |  | $1806794.48        | $1838528.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  |  | $500560.05         | $519627.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2997 | 2048-11-01      | 4.5000%  |  | $568263.75         | $554358.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  |  | $250.85            | $242.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8462 | 2048-10-01      | 4.5000%  |  | $929245.84         | $911377.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7250 | 2048-07-01      | 4.5000%  |  | $210.74            | $206.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7247 | 2048-07-01      | 4.5000%  |  | $335.48            | $329.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7203 | 2048-07-01      | 4.5000%  |  | $838164.90         | $811194.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8026 | 2048-09-01      | 4.5000%  |  | $883988.64         | $851147.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7187 | 2048-07-01      | 4.5000%  |  | $608843.56         | $597198.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM5455 | 2048-01-01      | 4.5000%  |  | $713258.09         | $700572.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4963 | 2047-11-01      | 4.5000%  |  | $849986.92         | $835923.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM5367 | 2048-01-01      | 4.5000%  |  | $566063.62         | $554183.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4366 | 2047-10-01      | 4.5000%  |  | $690020.12         | $678603.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  |  | $158.78            | $155.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI3651 | 2054-04-01      | 6.0000%  |  | $647.93            | $677.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6331 | 2049-05-01      | 4.5000%  |  | $568530.51         | $557090.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6041 | 2049-05-01      | 4.5000%  |  | $442.09            | $433.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4129 | 2049-03-01      | 4.5000%  |  | $912844.96         | $893501.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3987 | 2049-03-01      | 4.5000%  |  | $262.26            | $253.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5624 | 2052-07-01      | 5.0000%  |  | $833385.42         | $836468.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5511 | 2052-07-01      | 5.0000%  |  | $872183.90         | $873390.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6298 | 2052-07-01      | 5.0000%  |  | $813914.75         | $814237.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4328 | 2052-06-01      | 5.0000%  |  | $760735.67         | $754906.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3952 | 2052-06-01      | 5.0000%  |  | $2003.69           | $1993.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQE4399 | 2052-06-01      | 3.0000%  |  | $538.19            | $481.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE4395 | 2052-06-01      | 3.5000%  |  | $657.73            | $609.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4375 | 2052-06-01      | 5.0000%  |  | $997433.46         | $993301.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2225 | 2053-05-01      | 5.5000%  |  | $835.36            | $850.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  |  | $663677.96         | $680054.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2135 | 2055-04-01      | 6.0000%  |  | $2740293.07        | $2843861.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  |  | $18660061.77       | $19175166.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4593 | 2054-11-01      | 6.0000%  |  | $861.65            | $897.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1596 | 2055-05-01      | 5.5000%  |  | $1629.58           | $1656.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2740 | 2055-08-01      | 6.0000%  |  | $954.96            | $990.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5429 | 2055-05-01      | 5.5000%  |  | $2745.33           | $2777.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BF0823 | 2064-02-01      | 3.0000%  |  | $1738.01           | $1491.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFA1135 | 2054-06-01      | 7.0000%  |  | $658.11            | $710.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF3636 | 2055-11-01      | 6.5000%  |  | $886.49            | $928.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG2726 | 2056-02-01      | 5.5000%  |  | $227557.64         | $231490.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3300 | 2056-04-01      | 5.5000%  |  | $998.46            | $1020.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG9803 | 2056-05-01      | 5.0000%  |  | $1999.59           | $1979.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDE6971 | 2056-01-01      | 4.5000%  |  | $1056.49           | $1016.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $2273.82           | $2329.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5615 | 2053-06-01      | 6.5000%  |  | $910251.59         | $968792.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ4788 | 2045-10-01      | 4.0000%  |  | $174.35            | $166.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8651 | 2052-08-01      | 5.0000%  |  | $1062235.74        | $1054839.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  |  | $185.01            | $173.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB1730 | 2036-09-01      | 2.5000%  |  | $514.25            | $485.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3328 | 2050-08-01      | 2.0000%  |  | $561.34            | $454.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8296 | 2052-10-01      | 5.0000%  |  | $948.82            | $939.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6386 | 2053-02-01      | 6.0000%  |  | $5786423.40        | $5971558.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2431 | 2049-07-01      | 3.5000%  |  | $909971.92         | $842727.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  |  | $1092.22           | $965.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7909 | 2052-08-01      | 5.0000%  |  | $1099996.99        | $1095348.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9300 | 2052-09-01      | 5.0000%  |  | $2306199.83        | $2302149.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF8289 | 2053-01-01      | 6.5000%  |  | $1918.06           | $2045.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5016 | 2053-01-01      | 5.5000%  |  | $764426.81         | $787222.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8230 | 2052-08-01      | 5.0000%  |  | $812.51            | $806.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV4122 | 2052-03-01      | 2.0000%  |  | $1531.87           | $1231.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ4672 | 2055-09-01      | 5.0000%  |  | $1982721.79        | $1965975.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2923 | 2055-06-01      | 6.5000%  |  | $852.64            | $914.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $55668001.65       | $54954164.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF4324 | 2056-03-01      | 5.0000%  |  | $996.10            | $994.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5367 | 2055-12-01      | 5.0000%  |  | $994.93            | $992.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  |  | $351719.50         | $364343.57         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  |  | $10.47             | $11.02             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC K39033 G | 2047-04-01      | 5.5000%  |  | $538966.15         | $548085.87         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48688 G | 2047-06-01      | 4.0000%  |  | $693359.08         | $661111.72         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q48675 G | 2047-06-01      | 4.5000%  |  | $915161.02         | $898460.25         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  |  | $350.92            | $335.40            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  |  | $789224.79         | $755459.47         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q47410 G | 2047-04-01      | 4.0000%  |  | $272.22            | $260.24            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46150 G | 2047-02-01      | 4.0000%  |  | $2924509.12        | $2798787.72        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46113 G | 2047-02-01      | 4.0000%  |  | $160.08            | $152.95            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  |  | $798428.01         | $762881.28         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q44455 G | 2046-11-01      | 3.5000%  |  | $236.91            | $220.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7908 | 2045-12-01      | 3.5000%  |  | $175.55            | $164.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7285 | 2045-09-01      | 3.5000%  |  | $293.52            | $274.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7260 | 2045-09-01      | 3.5000%  |  | $213.51            | $200.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7201 | 2045-08-01      | 3.5000%  |  | $186.91            | $174.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAL6851 | 2043-10-01      | 2.5000%  |  | $537.48            | $474.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAL6670 | 2034-12-01      | 3.5000%  |  | $89.33             | $86.39             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8083 | 2050-08-01      | 2.5000%  |  | $857.14            | $725.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $159.18            | $140.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8011 | 2049-09-01      | 3.5000%  |  | $120.65            | $111.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $56590774.07       | $57505834.32       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD3108 | 2052-05-01      | 3.0000%  |  | $743.12            | $664.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2283 | 2052-04-01      | 3.0000%  |  | $668.27            | $591.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2190 | 2052-10-01      | 4.5000%  |  | $737.75            | $712.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $19540.64          | $17805.47          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  |  | $755.16            | $728.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1584 | 2052-09-01      | 4.5000%  |  | $720.80            | $699.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1749 | 2052-04-01      | 2.5000%  |  | $762.70            | $650.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0202 | 2053-09-01      | 6.5000%  |  | $763736.94         | $815033.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0184 | 2053-09-01      | 6.5000%  |  | $779.77            | $831.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9226 | 2053-08-01      | 6.0000%  |  | $2433.23           | $2552.94           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9087 | 2053-08-01      | 6.0000%  |  | $776270.00         | $802334.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7760 | 2052-07-01      | 5.0000%  |  | $816749.00         | $811935.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7656 | 2052-08-01      | 5.0000%  |  | $766954.83         | $767664.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7609 | 2052-08-01      | 5.0000%  |  | $768786.99         | $777268.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7553 | 2052-08-01      | 5.0000%  |  | $945.82            | $938.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE7508 | 2052-08-01      | 4.5000%  |  | $807003.09         | $780727.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE7501 | 2052-08-01      | 4.5000%  |  | $865214.73         | $839377.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7424 | 2052-08-01      | 5.0000%  |  | $861748.10         | $863264.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7202 | 2052-08-01      | 5.0000%  |  | $1792.24           | $1780.50           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6733 | 2052-07-01      | 5.0000%  |  | $944.08            | $938.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1394 | 2049-07-01      | 3.5000%  |  | $952207.91         | $884727.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE1497 | 2052-05-01      | 4.0000%  |  | $1322.08           | $1257.33           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  |  | $905.03            | $825.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5600 | 2052-07-01      | 5.0000%  |  | $545.11            | $541.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD9192 | 2052-03-01      | 3.0000%  |  | $696.90            | $610.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  |  | $766250.93         | $675328.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  |  | $2042.93           | $1808.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1527 | 2051-11-01      | 2.5000%  |  | $2891.20           | $2506.11           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC9550 | 2051-10-01      | 3.0000%  |  | $2087.53           | $1871.49           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  |  | $755.66            | $801.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5769 | 2053-06-01      | 6.5000%  |  | $1103.35           | $1172.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG5544 | 2053-06-01      | 5.0000%  |  | $904.71            | $903.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  |  | $672.10            | $668.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG5155 | 2053-06-01      | 5.5000%  |  | $916.44            | $942.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5015 | 2053-06-01      | 6.5000%  |  | $689338.28         | $733671.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG4952 | 2053-06-01      | 6.0000%  |  | $914528.19         | $955881.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG3372 | 2053-05-01      | 6.0000%  |  | $514.78            | $529.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2562 | 2053-05-01      | 5.5000%  |  | $800123.44         | $811525.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  |  | $847461.48         | $872435.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG2368 | 2053-04-01      | 6.0000%  |  | $730401.22         | $763429.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG2339 | 2053-05-01      | 6.0000%  |  | $636.88            | $667.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  |  | $743.63            | $762.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG2058 | 2053-03-01      | 5.0000%  |  | $1405026.06        | $1401367.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF1899 | 2055-10-01      | 4.5000%  |  | $990.59            | $956.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4263 | 2047-09-01      | 4.5000%  |  | $291.55            | $286.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4271 | 2047-09-01      | 4.5000%  |  | $906362.86         | $889047.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3450 | 2047-06-01      | 4.5000%  |  | $251.70            | $247.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6066 | 2053-07-01      | 6.0000%  |  | $958.13            | $985.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.640 ML109162 | 2028-03-01      | 6.6400%  |  | $140.37            | $140.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5220 | 2049-12-01      | 3.5000%  |  | $807482.05         | $747411.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9240 | 2054-07-01      | 6.5000%  |  | $1000042.33        | $1064351.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI8206 | 2054-06-01      | 5.5000%  |  | $1652.19           | $1671.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI7571 | 2054-06-01      | 6.5000%  |  | $705.08            | $750.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  |  | $694.48            | $715.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI5174 | 2054-05-01      | 6.5000%  |  | $787880.49         | $839680.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI4567 | 2054-05-01      | 6.0000%  |  | $880.51            | $916.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7306 | 2054-07-01      | 6.0000%  |  | $976.96            | $1015.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5075 | 2055-07-01      | 5.5000%  |  | $1746.63           | $1785.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2896 | 2050-03-01      | 3.0000%  |  | $931.81            | $838.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4013 | 2055-02-01      | 6.0000%  |  | $392112.17         | $401971.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC9604 | 2055-01-01      | 7.0000%  |  | $1840.01           | $1971.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  |  | $588343.17         | $613399.93         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC L10226 G | 2036-01-01      | 5.5000%  |  | $892379.78         | $896929.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  |  | $836647.25         | $861033.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  |  | $655089.34         | $644765.78         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A94284 G | 2040-10-01      | 4.5000%  |  | $24.43             | $24.28             | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A96338 G | 2041-01-01      | 4.5000%  |  | $109.60            | $108.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  |  | $6374376.58        | $5999137.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO8754 | 2042-08-01      | 3.5000%  |  | $92.65             | $87.00             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP4715 | 2042-08-01      | 3.5000%  |  | $272.24            | $255.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $132.17            | $124.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO5296 | 2042-07-01      | 4.0000%  |  | $107.23            | $103.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  |  | $651372.35         | $609394.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV8291 | 2052-07-01      | 5.0000%  |  | $654.17            | $657.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV8912 | 2052-06-01      | 4.5000%  |  | $1646.41           | $1592.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  |  | $714.14            | $709.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  |  | $523809.35         | $519908.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV6878 | 2052-04-01      | 4.0000%  |  | $836.82            | $793.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB1521 | 2056-05-01      | 5.5000%  |  | $6646920.94        | $6750591.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV6028 | 2055-09-01      | 5.5000%  |  | $1429029.70        | $1441158.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV5897 | 2055-07-01      | 6.0000%  |  | $585.60            | $603.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  |  | $851441.30         | $857234.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  |  | $28315159.96       | $24798171.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3813 | 2052-04-01      | 3.0000%  |  | $862319.12         | $765837.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3421 | 2052-05-01      | 3.0000%  |  | $708.43            | $635.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV3367 | 2052-03-01      | 4.0000%  |  | $376.71            | $354.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  |  | $703.35            | $594.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $761.38            | $641.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV2209 | 2052-02-01      | 3.0000%  |  | $742.88            | $657.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBV2683 | 2037-03-01      | 2.0000%  |  | $1930.32           | $1774.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV2618 | 2052-07-01      | 4.5000%  |  | $687.03            | $663.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8735 | 2052-06-01      | 4.0000%  |  | $726.09            | $684.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8404 | 2051-12-01      | 3.5000%  |  | $2767.10           | $2528.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  |  | $87.44             | $86.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0716 | 2048-09-01      | 4.5000%  |  | $628962.80         | $614404.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  |  | $831348.17         | $833937.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0696 | 2048-09-01      | 4.5000%  |  | $827994.09         | $816094.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0588 | 2048-11-01      | 4.5000%  |  | $633639.58         | $620492.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BM7362 | 2060-01-01      | 3.0000%  |  | $2389.92           | $2098.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $184.91            | $176.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  |  | $172.09            | $168.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1381 | 2049-07-01      | 3.5000%  |  | $1074748.78        | $994141.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1127 | 2049-07-01      | 3.5000%  |  | $198.53            | $183.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  |  | $248174.50         | $231859.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0455 | 2049-06-01      | 3.5000%  |  | $614174.00         | $574683.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0451 | 2049-06-01      | 3.5000%  |  | $280.57            | $259.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  |  | $280.51            | $261.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDG2827 | 2056-03-01      | 6.5000%  |  | $1996.95           | $2096.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3583 | 2056-03-01      | 5.0000%  |  | $997.50            | $995.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3576 | 2056-03-01      | 5.0000%  |  | $997.63            | $988.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG2199 | 2056-01-01      | 5.5000%  |  | $995.31            | $1007.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1973 | 2056-04-01      | 5.0000%  |  | $998.85            | $997.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8254 | 2053-06-01      | 5.5000%  |  | $1145117.73        | $1158087.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX8252 | 2053-05-01      | 5.0000%  |  | $1192629.76        | $1178882.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8173 | 2053-04-01      | 5.5000%  |  | $658248.59         | $668138.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8148 | 2053-04-01      | 5.5000%  |  | $1269095.05        | $1285537.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8918 | 2053-05-01      | 6.0000%  |  | $901613.93         | $931384.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  |  | $818213.20         | $846842.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  |  | $756.77            | $750.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  |  | $1123399.82        | $1152181.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7625 | 2053-05-01      | 5.0000%  |  | $892669.80         | $892711.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7347 | 2053-09-01      | 6.5000%  |  | $652131.28         | $694826.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8074 | 2052-08-01      | 5.0000%  |  | $587.13            | $587.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9761 | 2053-04-01      | 5.5000%  |  | $647231.30         | $665261.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9444 | 2053-03-01      | 6.0000%  |  | $938.74            | $968.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  |  | $1058784.11        | $1060439.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9024 | 2053-04-01      | 5.0000%  |  | $529.06            | $531.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9799 | 2053-04-01      | 6.5000%  |  | $1228530.32        | $1315265.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9789 | 2053-04-01      | 6.5000%  |  | $673205.84         | $719306.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $754.44            | $734.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $2145.20           | $2203.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6255 | 2051-11-01      | 2.5000%  |  | $1005773.61        | $871812.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  |  | $396.41            | $351.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 3PQU8125 | 2053-07-01      | 6.0000%  |  | $721.54            | $730.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CIQN4913 | 2036-01-01      | 1.5000%  |  | $522.01            | $471.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIQN1822 | 2035-03-01      | 2.5000%  |  | $648.49            | $614.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $743.64            | $749.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ7872 | 2054-11-01      | 5.5000%  |  | $859.63            | $881.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ7190 | 2054-10-01      | 6.5000%  |  | $636.53            | $663.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8722 | 2052-08-01      | 5.0000%  |  | $845.30            | $847.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8721 | 2052-09-01      | 5.0000%  |  | $776393.29         | $770702.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9294 | 2055-04-01      | 5.5000%  |  | $992701.80         | $1001123.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  |  | $2788.80           | $2854.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG5387 | 2056-03-01      | 6.0000%  |  | $998.12            | $1029.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4410 | 2055-11-01      | 5.5000%  |  | $951.74            | $968.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIDF7297 | 2041-03-01      | 4.5000%  |  | $991.41            | $991.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8349 | 2056-05-01      | 5.5000%  |  | $999.07            | $1016.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA3697 | 2052-06-01      | 2.5000%  |  | $998.04            | $852.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG2842 | 2056-03-01      | 5.0000%  |  | $997.43            | $992.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG5207 | 2056-04-01      | 5.5000%  |  | $1998.22           | $2025.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW2522 | 2056-02-01      | 5.5000%  |  | $781.01            | $789.12            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  |  | $1049791.31        | $1003054.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7231 | 2050-10-01      | 2.5000%  |  | $1155.79           | $984.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  |  | $696.02            | $745.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6179 | 2050-01-01      | 3.5000%  |  | $939829.96         | $869764.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7162 | 2052-08-01      | 5.0000%  |  | $571759.88         | $573845.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6192 | 2053-05-01      | 6.0000%  |  | $729.72            | $765.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  |  | $154.06            | $138.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  |  | $1267.60           | $1255.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7914 | 2052-10-01      | 5.0000%  |  | $711150.11         | $708652.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX5852 | 2044-11-01      | 4.0000%  |  | $210.28            | $201.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ9489 | 2054-11-01      | 5.5000%  |  | $731.61            | $737.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9307 | 2052-09-01      | 5.0000%  |  | $593.66            | $590.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3671 | 2052-06-01      | 5.0000%  |  | $871855.92         | $874832.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0245 | 2053-04-01      | 5.0000%  |  | $997620.28         | $997760.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC2195 | 2036-08-01      | 2.0000%  |  | $542.20            | $498.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7120 | 2053-09-01      | 6.0000%  |  | $1347.74           | $1384.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  |  | $987820.34         | $980483.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8165 | 2052-08-01      | 5.0000%  |  | $826.47            | $830.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1236 | 2049-07-01      | 3.5000%  |  | $194.75            | $180.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  |  | $2974489.29        | $3058482.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH9923 | 2054-01-01      | 6.5000%  |  | $978.03            | $1027.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6762 | 2055-05-01      | 6.5000%  |  | $562.54            | $594.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU5577 | 2055-02-01      | 6.0000%  |  | $1921100.52        | $1969851.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7038 | 2055-04-01      | 6.5000%  |  | $927.30            | $980.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9802 | 2055-01-01      | 5.5000%  |  | $1440.28           | $1464.07           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3643 | 2055-02-01      | 5.5000%  |  | $18957765.68       | $19143888.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8384 | 2054-11-01      | 5.0000%  |  | $790.92            | $784.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG0318 | 2056-02-01      | 5.5000%  |  | $851.83            | $863.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF8700 | 2055-12-01      | 4.5000%  |  | $993.06            | $956.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG8208 | 2053-08-01      | 5.0000%  |  | $1196.39           | $1193.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  |  | $565.98            | $527.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $260.11            | $248.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3288 | 2046-12-01      | 3.5000%  |  | $234.13            | $216.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM1569 | 2047-07-01      | 3.5000%  |  | $547.52            | $511.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBM1098 | 2041-07-01      | 6.0000%  |  | $166.57            | $175.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  |  | $127.91            | $122.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM1008 | 2032-03-01      | 3.0000%  |  | $151.02            | $146.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5661 | 2056-01-01      | 5.0000%  |  | $22146858.16       | $21995969.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  |  | $14993763.00       | $15252821.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  |  | $7161140.88        | $7380176.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1024 | 2054-03-01      | 6.5000%  |  | $4804124.72        | $5016056.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2950 | 2049-01-01      | 4.5000%  |  | $209.71            | $205.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2776 | 2048-12-01      | 4.5000%  |  | $232.51            | $227.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2708 | 2048-05-01      | 4.0000%  |  | $245.79            | $233.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3573 | 2049-05-01      | 4.0000%  |  | $263.12            | $250.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3503 | 2049-05-01      | 4.0000%  |  | $808.23            | $768.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3493 | 2049-05-01      | 4.0000%  |  | $164.72            | $156.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2479 | 2048-10-01      | 4.5000%  |  | $201.57            | $198.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU8981 | 2051-12-01      | 3.0000%  |  | $1662.91           | $1456.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8890 | 2052-04-01      | 2.5000%  |  | $808.28            | $681.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU7841 | 2051-12-01      | 3.0000%  |  | $631.75            | $565.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU7103 | 2051-12-01      | 2.0000%  |  | $728.31            | $584.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU5047 | 2054-09-01      | 5.5000%  |  | $2681.87           | $2719.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4961 | 2054-08-01      | 6.5000%  |  | $707.00            | $737.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBU4773 | 2054-06-01      | 7.0000%  |  | $586.36            | $633.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4364 | 2054-02-01      | 6.0000%  |  | $1942.73           | $2023.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  |  | $639.25            | $681.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4136 | 2053-09-01      | 6.5000%  |  | $713.86            | $755.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU3058 | 2051-12-01      | 2.5000%  |  | $1569.20           | $1316.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU2530 | 2051-10-01      | 2.5000%  |  | $725.13            | $609.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  |  | $651.43            | $559.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 GLCA9497 | 2051-03-01      | 2.5000%  |  | $704.69            | $583.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $597.94            | $535.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9247 | 2051-02-01      | 2.0000%  |  | $694.00            | $567.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA9100 | 2035-12-01      | 3.0000%  |  | $357.47            | $344.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1627 | 2055-01-01      | 6.5000%  |  | $966.61            | $1010.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD0756 | 2055-02-01      | 6.0000%  |  | $985.60            | $1015.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0569 | 2055-03-01      | 6.5000%  |  | $739.39            | $780.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0401 | 2055-02-01      | 5.5000%  |  | $940.45            | $952.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9823 | 2055-01-01      | 5.5000%  |  | $1560.18           | $1588.69           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8645 | 2052-08-01      | 5.0000%  |  | $747871.67         | $743637.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY0243 | 2053-04-01      | 6.5000%  |  | $595097.78         | $634914.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0117 | 2053-05-01      | 5.0000%  |  | $723.55            | $720.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX9742 | 2053-04-01      | 4.5000%  |  | $3288727.14        | $3177824.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9775 | 2053-04-01      | 6.0000%  |  | $1588746.05        | $1667388.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8731 | 2053-03-01      | 6.0000%  |  | $739274.42         | $771734.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX8714 | 2053-03-01      | 6.5000%  |  | $976187.65         | $1031867.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX8673 | 2053-04-01      | 5.0000%  |  | $787.89            | $779.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  |  | $378.10            | $371.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX8434 | 2053-04-01      | 5.0000%  |  | $591.65            | $587.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  |  | $891382.15         | $910466.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  |  | $779995.25         | $806108.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  |  | $901.67            | $914.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  |  | $872.57            | $901.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $897.69            | $864.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8561 | 2054-05-01      | 7.0000%  |  | $581.84            | $627.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  |  | $910.60            | $906.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  |  | $851.85            | $863.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8388 | 2054-04-01      | 6.5000%  |  | $36591.07          | $38293.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  |  | $20842899.90       | $22237424.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  |  | $704.24            | $737.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  |  | $818.63            | $837.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  |  | $805.23            | $797.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8982 | 2054-08-01      | 5.0000%  |  | $896.86            | $885.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7540 | 2051-05-01      | 2.5000%  |  | $641.70            | $549.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7534 | 2051-02-01      | 2.5000%  |  | $570.84            | $490.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  |  | $204267.72         | $188404.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5234 | 2053-11-01      | 7.0000%  |  | $552.23            | $595.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5054 | 2053-11-01      | 6.5000%  |  | $959.81            | $1019.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH4722 | 2053-11-01      | 6.5000%  |  | $639.23            | $681.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH4320 | 2053-11-01      | 6.0000%  |  | $726.88            | $749.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4150 | 2053-11-01      | 7.0000%  |  | $740.06            | $803.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1440 | 2053-09-01      | 5.5000%  |  | $673101.17         | $689208.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  |  | $906.24            | $967.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0987 | 2053-09-01      | 6.5000%  |  | $643.14            | $684.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH0432 | 2053-09-01      | 6.0000%  |  | $895.59            | $927.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  |  | $551015.77         | $559936.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $556.29            | $574.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9050 | 2048-11-01      | 4.5000%  |  | $774483.72         | $748972.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9876 | 2048-10-01      | 4.5000%  |  | $306.26            | $299.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU8600 | 2052-01-01      | 3.0000%  |  | $781.95            | $692.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  |  | $851493.35         | $892025.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  |  | $602.14            | $631.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1224 | 2053-09-01      | 6.5000%  |  | $335.91            | $355.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  |  | $940.12            | $952.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  |  | $3541466.09        | $3350850.62        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q51255 G | 2047-10-01      | 4.0000%  |  | $924324.77         | $881332.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9785 | 2053-04-01      | 6.0000%  |  | $561.80            | $588.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4620 | 2052-09-01      | 5.0000%  |  | $2098.34           | $2093.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  |  | $380.32            | $373.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG4599 | 2053-06-01      | 6.0000%  |  | $655.78            | $685.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA2564 | 2049-09-01      | 3.5000%  |  | $989687.73         | $912936.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7131 | 2052-08-01      | 5.0000%  |  | $581.34            | $585.66            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q51218 G | 2047-10-01      | 4.0000%  |  | $938654.29         | $896825.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $619.09            | $500.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  |  | $744529.93         | $792076.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  |  | $489.43            | $506.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO3076 | 2049-08-01      | 3.5000%  |  | $971.94            | $906.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9170 | 2052-09-01      | 5.0000%  |  | $1372582.50        | $1369632.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  |  | $291.02            | $277.13            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48210 G | 2047-05-01      | 4.0000%  |  | $480.33            | $458.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7808 | 2053-01-01      | 5.5000%  |  | $811271.70         | $835453.91         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q53638 G | 2048-01-01      | 4.0000%  |  | $418.09            | $398.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY1380 | 2045-04-01      | 3.0000%  |  | $205.59            | $186.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $54794336.56       | $54344962.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB2732 | 2054-04-01      | 5.0000%  |  | $481.79            | $480.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  |  | $24289520.38       | $24952108.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $172.78            | $164.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4351 | 2052-08-01      | 5.0000%  |  | $728.49            | $730.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  |  | $778.16            | $751.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3337 | 2049-03-01      | 4.0000%  |  | $910050.97         | $868847.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  |  | $292.90            | $270.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  |  | $484.66            | $487.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  |  | $643637.40         | $686198.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  |  | $17475911.44       | $17973743.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  |  | $1112242.67        | $1142583.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $23754748.38       | $24570074.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4651 | 2045-03-01      | 3.5000%  |  | $277.29            | $258.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8194 | 2052-08-01      | 5.0000%  |  | $757.85            | $751.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7292 | 2054-07-01      | 6.0000%  |  | $1449.90           | $1507.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC8682 | 2054-11-01      | 6.5000%  |  | $986.09            | $1038.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7618 | 2054-11-01      | 5.5000%  |  | $983.38            | $1006.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA8794 | 2036-01-01      | 2.5000%  |  | $771.39            | $729.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $158082.75         | $129086.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU1241 | 2052-03-01      | 3.0000%  |  | $767.08            | $672.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8197 | 2052-06-01      | 5.0000%  |  | $1109.09           | $1120.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7892 | 2052-10-01      | 5.0000%  |  | $840.28            | $843.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0736 | 2054-01-01      | 6.0000%  |  | $15185906.85       | $15687203.76       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ5628 | 2055-10-01      | 5.0000%  |  | $4798864.02        | $4763951.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1266 | 2055-09-01      | 5.5000%  |  | $14698264.37       | $14892322.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8783 | 2055-07-01      | 6.0000%  |  | $10121352.95       | $10521537.76       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY4960 | 2055-05-01      | 5.0000%  |  | $2262477.77        | $2241110.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5319 | 2055-06-01      | 6.0000%  |  | $1315798.69        | $1375236.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  |  | $921527.17         | $893729.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBT7046 | 2051-07-01      | 2.0000%  |  | $676.78            | $545.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT0087 | 2051-05-01      | 2.5000%  |  | $1601.80           | $1377.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  |  | $3495169.16        | $3597038.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  |  | $370352.70         | $388433.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $236530.10         | $228472.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  |  | $1113571.77        | $1146027.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  |  | $3061636.09        | $2868110.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  |  | $2484814.20        | $2327754.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  |  | $1285572.02        | $1213069.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  |  | $826236.10         | $871680.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  |  | $435453.16         | $460238.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  |  | $952320.94         | $964008.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  |  | $327314.98         | $332439.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  |  | $539357.45         | $564559.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  |  | $704389.47         | $751703.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2327 | 2048-09-01      | 4.0000%  |  | $257.50            | $245.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2280 | 2048-08-01      | 4.5000%  |  | $230.53            | $226.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2167 | 2048-08-01      | 4.5000%  |  | $289.72            | $284.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  |  | $129.57            | $123.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $254.93            | $242.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1584 | 2038-04-01      | 4.0000%  |  | $173.13            | $168.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $225.87            | $209.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0451 | 2047-09-01      | 3.5000%  |  | $571.93            | $529.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0382 | 2047-09-01      | 3.5000%  |  | $199.29            | $184.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0318 | 2047-09-01      | 3.5000%  |  | $155.07            | $143.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  |  | $112.05            | $103.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK8121 | 2050-10-01      | 2.5000%  |  | $689.78            | $578.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8903 | 2048-10-01      | 4.5000%  |  | $219.22            | $214.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8902 | 2048-10-01      | 4.5000%  |  | $183.10            | $178.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  |  | $252072.28         | $247146.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7247 | 2048-10-01      | 4.5000%  |  | $243.92            | $239.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7244 | 2048-10-01      | 4.5000%  |  | $840535.44         | $824893.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6691 | 2048-11-01      | 4.5000%  |  | $532619.75         | $521102.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7199 | 2048-09-01      | 4.5000%  |  | $949390.65         | $930789.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  |  | $693.79            | $680.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7076 | 2048-06-01      | 4.5000%  |  | $346.57            | $339.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6081 | 2048-09-01      | 4.5000%  |  | $242.27            | $236.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6032 | 2048-11-01      | 4.5000%  |  | $910485.22         | $893022.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  |  | $927798.42         | $909668.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5337 | 2048-07-01      | 4.5000%  |  | $161.19            | $157.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ8365 | 2049-07-01      | 3.5000%  |  | $401.61            | $376.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  |  | $25097559.00       | $26292319.94       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4336 | 2053-11-01      | 6.0000%  |  | $1501.52           | $1568.61           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  |  | $668.78            | $711.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD3806 | 2051-08-01      | 4.0000%  |  | $789.55            | $746.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD3782 | 2052-10-01      | 4.5000%  |  | $1003577.72        | $969686.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  |  | $49008386.50       | $50073278.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4491 | 2053-12-01      | 6.0000%  |  | $12628761.41       | $13118399.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD4490 | 2053-03-01      | 7.0000%  |  | $725.96            | $788.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4385 | 2053-10-01      | 6.0000%  |  | $784.72            | $822.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  |  | $552.85            | $576.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  |  | $177244.80         | $174940.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $33055539.92       | $33493452.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  |  | $1317.20           | $1403.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  |  | $1253.33           | $1348.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  |  | $1512.92           | $1534.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  |  | $1678.92           | $1634.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  |  | $17620361.62       | $18592189.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  |  | $1624.52           | $1618.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  |  | $1022773.52        | $1013893.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW9616 | 2053-06-01      | 6.0000%  |  | $1027469.36        | $1079149.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9535 | 2052-10-01      | 5.0000%  |  | $657.81            | $658.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9537 | 2052-10-01      | 5.0000%  |  | $1098311.54        | $1100399.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  |  | $879757.47         | $878570.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  |  | $22518729.00       | $22897556.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9388 | 2052-09-01      | 5.0000%  |  | $889276.77         | $890301.12         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81353 G | 2044-09-01      | 4.0000%  |  | $5651161.17        | $5419057.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5456 | 2045-07-01      | 3.5000%  |  | $167.61            | $156.39            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI5176 | 2054-05-01      | 6.5000%  |  | $815833.59         | $867488.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ4618 | 2048-02-01      | 4.0000%  |  | $177.41            | $169.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9215 | 2052-09-01      | 5.0000%  |  | $836266.12         | $845221.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC2687 | 2051-06-01      | 3.0000%  |  | $833063.37         | $746667.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $1368.40           | $1387.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  |  | $827.77            | $852.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  |  | $336.22            | $312.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $399.13            | $338.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $637.79            | $668.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  |  | $827840.23         | $848229.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6191 | 2045-11-01      | 3.5000%  |  | $142.12            | $132.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB0543 | 2051-05-01      | 3.5000%  |  | $501.15            | $461.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  |  | $740.74            | $747.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1101 | 2049-07-01      | 3.5000%  |  | $332.67            | $310.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3600 | 2048-11-01      | 4.5000%  |  | $619053.76         | $606982.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  |  | $258.04            | $232.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9776 | 2053-04-01      | 6.0000%  |  | $1009211.93        | $1056033.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH2333 | 2047-05-01      | 4.0000%  |  | $896365.07         | $854720.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5746 | 2049-12-01      | 3.5000%  |  | $906840.91         | $836693.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA8627 | 2051-01-01      | 3.5000%  |  | $2374150.75        | $2197098.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5954 | 2053-02-01      | 6.0000%  |  | $1028739.67        | $1076675.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO7480 | 2049-12-01      | 3.0000%  |  | $277.15            | $246.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  |  | $649884.90         | $695138.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3242 | 2052-04-01      | 3.0000%  |  | $804.22            | $704.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  |  | $763.26            | $668.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6181 | 2053-02-01      | 5.5000%  |  | $765689.82         | $778344.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0743 | 2053-05-01      | 5.5000%  |  | $2368025.57        | $2430666.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8126 | 2046-10-01      | 3.5000%  |  | $148.22            | $137.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 ZLZT2387 | 2046-06-01      | 3.5000%  |  | $59314472.80       | $55174157.83       | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62279 G | 2049-03-01      | 4.5000%  |  | $588238.23         | $575870.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAZ8665 | 2045-11-01      | 4.5000%  |  | $290.63            | $285.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9502 | 2049-06-01      | 3.5000%  |  | $664121.01         | $622183.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1124 | 2049-07-01      | 3.5000%  |  | $791544.03         | $735541.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9957 | 2055-01-01      | 6.0000%  |  | $647.04            | $663.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB4915 | 2055-01-01      | 4.5000%  |  | $1966.09           | $1901.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTRB5404 | 2046-06-01      | 4.5000%  |  | $1024.00           | $999.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ7563 | 2055-10-01      | 6.0000%  |  | $1717204.26        | $1760461.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1173 | 2049-06-01      | 4.0000%  |  | $2713611.81        | $2583706.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0864 | 2047-12-01      | 4.0000%  |  | $557.04            | $530.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  |  | $72.97             | $71.40             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0771 | 2047-11-01      | 3.5000%  |  | $151.23            | $139.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3296 | 2055-02-01      | 6.0000%  |  | $642.37            | $665.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2992 | 2055-02-01      | 7.0000%  |  | $1076979.02        | $1162617.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2713 | 2055-07-01      | 6.0000%  |  | $1982.73           | $2056.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2767 | 2052-01-01      | 2.0000%  |  | $1038607.25        | $836163.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $1489.49           | $1256.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  |  | $988.68            | $1019.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6204 | 2055-04-01      | 6.0000%  |  | $5463329.20        | $5743634.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD5030 | 2055-03-01      | 4.5000%  |  | $982.88            | $948.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD4985 | 2055-05-01      | 4.5000%  |  | $985.32            | $951.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4251 | 2055-03-01      | 6.0000%  |  | $1217.66           | $1253.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD3926 | 2055-02-01      | 7.0000%  |  | $987.82            | $1058.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDD3905 | 2055-02-01      | 7.5000%  |  | $1980.20           | $2139.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3485 | 2052-05-01      | 3.5000%  |  | $1678.64           | $1529.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  |  | $781.00            | $656.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2090 | 2051-11-01      | 2.5000%  |  | $1515.74           | $1278.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  |  | $538.26            | $472.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2639 | 2052-01-01      | 2.5000%  |  | $1592.12           | $1338.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICB1490 | 2036-08-01      | 3.5000%  |  | $794.50            | $765.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1295 | 2051-08-01      | 2.0000%  |  | $725.53            | $585.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  |  | $8142773.62        | $7572935.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB1692 | 2051-09-01      | 3.5000%  |  | $490.31            | $449.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1674 | 2051-09-01      | 2.5000%  |  | $691.97            | $593.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY9493 | 2053-08-01      | 5.0000%  |  | $762108.39         | $754928.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9275 | 2053-10-01      | 6.0000%  |  | $223.99            | $231.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  |  | $761847.40         | $791852.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9857 | 2053-10-01      | 6.5000%  |  | $973.49            | $1030.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9823 | 2053-11-01      | 6.5000%  |  | $887058.14         | $937439.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $1793.24           | $1813.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY8200 | 2053-08-01      | 5.5000%  |  | $776925.59         | $799663.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  |  | $938284.59         | $953569.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  |  | $1047452.25        | $1064725.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  |  | $1277.76           | $1363.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  |  | $807270.27         | $830777.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY7245 | 2053-07-01      | 6.5000%  |  | $868846.22         | $925731.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  |  | $644.24            | $674.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  |  | $1020558.80        | $1049174.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA8374 | 2035-12-01      | 3.0000%  |  | $868.23            | $834.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9053 | 2052-09-01      | 5.0000%  |  | $1553.09           | $1541.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  |  | $863550.92         | $831098.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  |  | $1035833.15        | $1033904.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC8654 | 2051-10-01      | 3.0000%  |  | $740338.39         | $658516.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC6820 | 2051-08-01      | 2.5000%  |  | $761.12            | $642.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC5295 | 2051-08-01      | 3.0000%  |  | $585.67            | $517.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8935 | 2053-03-01      | 6.0000%  |  | $567.50            | $585.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF8910 | 2053-03-01      | 6.5000%  |  | $628138.93         | $670588.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8892 | 2053-03-01      | 5.5000%  |  | $769.62            | $779.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  |  | $861.54            | $830.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7654 | 2053-02-01      | 5.5000%  |  | $1648.43           | $1696.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  |  | $726.15            | $748.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7546 | 2053-02-01      | 5.5000%  |  | $541.28            | $555.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  |  | $377.81            | $396.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  |  | $638328.04         | $646108.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  |  | $819961.48         | $833809.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  |  | $962.41            | $986.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6811 | 2053-01-01      | 6.0000%  |  | $671848.06         | $693992.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6754 | 2053-01-01      | 6.0000%  |  | $1899.06           | $1961.16           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6624 | 2053-01-01      | 5.5000%  |  | $790.11            | $800.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF6337 | 2053-01-01      | 6.5000%  |  | $671904.11         | $718696.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6331 | 2053-01-01      | 5.5000%  |  | $778.63            | $796.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB1927 | 2054-09-01      | 6.0000%  |  | $963.04            | $1002.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CLDB0628 | 2054-01-01      | 8.0000%  |  | $978.25            | $1053.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0454 | 2054-04-01      | 7.0000%  |  | $1923.84           | $2074.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB0392 | 2054-04-01      | 6.0000%  |  | $53877496.47       | $55304262.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0214 | 2054-01-01      | 7.0000%  |  | $1532.35           | $1655.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0818 | 2054-04-01      | 5.5000%  |  | $770.84            | $777.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA7623 | 2054-05-01      | 6.5000%  |  | $1814.72           | $1929.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA7586 | 2054-04-01      | 6.5000%  |  | $678294.88         | $722889.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA5463 | 2053-11-01      | 6.5000%  |  | $841.99            | $895.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA4283 | 2053-11-01      | 5.5000%  |  | $771.89            | $779.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4105 | 2053-12-01      | 6.5000%  |  | $199265.39         | $211712.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  |  | $630544.13         | $675361.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4438 | 2053-11-01      | 6.5000%  |  | $1321.27           | $1403.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ8310 | 2048-01-01      | 4.5000%  |  | $477.05            | $468.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  |  | $185.49            | $182.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW8786 | 2052-09-01      | 4.5000%  |  | $1757603.63        | $1694899.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7478 | 2053-02-01      | 5.5000%  |  | $1850.37           | $1872.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  |  | $1097171.40        | $1090290.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0230 | 2052-09-01      | 5.0000%  |  | $945.95            | $947.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6095 | 2053-04-01      | 6.0000%  |  | $1259.73           | $1299.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7382 | 2052-08-01      | 5.0000%  |  | $1917147.38        | $1899344.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  |  | $803.62            | $816.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  |  | $596.38            | $614.08            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q56865 G | 2048-06-01      | 4.5000%  |  | $433.07            | $423.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6720 | 2053-07-01      | 4.5000%  |  | $851.53            | $821.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  |  | $87.68             | $83.50             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  |  | $633.01            | $631.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY7243 | 2053-07-01      | 6.5000%  |  | $859360.66         | $918206.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK9601 | 2048-06-01      | 4.0000%  |  | $656928.51         | $627617.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  |  | $704.01            | $719.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6810 | 2050-08-01      | 2.0000%  |  | $576.53            | $466.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8668 | 2053-03-01      | 5.0000%  |  | $1512.53           | $1495.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT5858 | 2043-06-01      | 3.5000%  |  | $312.01            | $292.35            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U91619 G | 2043-06-01      | 4.0000%  |  | $185.86            | $179.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT9804 | 2043-06-01      | 3.5000%  |  | $259.01            | $240.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT7933 | 2043-07-01      | 3.0000%  |  | $202.87            | $185.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR4210 | 2043-01-01      | 3.5000%  |  | $167.90            | $157.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR1754 | 2043-02-01      | 3.5000%  |  | $248.22            | $233.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR9350 | 2043-02-01      | 4.0000%  |  | $394.60            | $380.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CQMA1372 | 2043-03-01      | 3.5000%  |  | $1434172.36        | $1353259.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  |  | $163.69            | $157.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS1336 | 2043-12-01      | 4.5000%  |  | $46.75             | $46.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR9224 | 2043-03-01      | 3.5000%  |  | $248.19            | $232.50            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q16986 G | 2043-04-01      | 4.0000%  |  | $580226.43         | $560166.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  |  | $206869.89         | $193759.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9880 | 2047-02-01      | 3.5000%  |  | $304.35            | $284.43            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V80989 G | 2044-03-01      | 4.0000%  |  | $3749570.50        | $3617424.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7069 | 2045-02-01      | 3.5000%  |  | $195.65            | $183.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA2150 | 2049-08-01      | 4.5000%  |  | $711132.60         | $694748.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3118 | 2052-06-01      | 5.0000%  |  | $493758.04         | $491162.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  |  | $959435.44         | $892302.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8583 | 2052-10-01      | 5.0000%  |  | $960965.73         | $956879.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE7496 | 2052-08-01      | 4.5000%  |  | $772.26            | $750.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  |  | $880219.13         | $822089.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7935 | 2052-08-01      | 5.0000%  |  | $1716.38           | $1712.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  |  | $634883.90         | $677912.24         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q35715 G | 2045-09-01      | 4.5000%  |  | $669755.62         | $659507.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9016 | 2053-08-01      | 6.5000%  |  | $713187.04         | $753269.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  |  | $1213.73           | $1019.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $545.46            | $463.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7635 | 2050-11-01      | 2.0000%  |  | $19718598.24       | $16163069.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6988 | 2053-07-01      | 5.5000%  |  | $824.65            | $846.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6934 | 2053-09-01      | 5.5000%  |  | $822.27            | $835.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2981 | 2048-11-01      | 4.5000%  |  | $54946.74          | $53859.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  |  | $559.44            | $547.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1457 | 2048-11-01      | 4.5000%  |  | $866493.87         | $845330.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1293 | 2048-10-01      | 4.5000%  |  | $651304.77         | $638746.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1278 | 2049-03-01      | 4.5000%  |  | $264.38            | $257.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $1356.97           | $1103.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA7390 | 2050-10-01      | 3.5000%  |  | $1044.43           | $969.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA7253 | 2035-10-01      | 2.5000%  |  | $1238.66           | $1179.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  |  | $595.01            | $482.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA7056 | 2050-09-01      | 3.5000%  |  | $1018.51           | $945.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $1148.17           | $985.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA6872 | 2035-08-01      | 2.5000%  |  | $368.12            | $348.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA6761 | 2050-08-01      | 4.0000%  |  | $790.45            | $746.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $447.68            | $380.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $961.71            | $814.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6572 | 2050-08-01      | 2.5000%  |  | $457.35            | $387.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $904.15            | $768.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $459.54            | $413.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA7087 | 2050-09-01      | 4.5000%  |  | $459.44            | $444.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR7726 | 2051-04-01      | 2.5000%  |  | $617.38            | $526.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  |  | $881.93            | $747.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKBP4253 | 2050-03-01      | 3.5000%  |  | $901.70            | $817.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP3617 | 2050-06-01      | 3.5000%  |  | $481655.93         | $444036.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  |  | $623.18            | $504.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7087 | 2051-02-01      | 2.0000%  |  | $795.59            | $649.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLBR3157 | 2051-02-01      | 1.5000%  |  | $661.59            | $507.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR2236 | 2051-08-01      | 2.5000%  |  | $699.63            | $591.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1035 | 2051-05-01      | 2.0000%  |  | $726.73            | $586.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8435 | 2050-12-01      | 2.5000%  |  | $474.62            | $404.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ4909 | 2050-09-01      | 2.0000%  |  | $624.91            | $506.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ4234 | 2050-10-01      | 3.0000%  |  | $394.81            | $348.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP8105 | 2050-08-01      | 2.0000%  |  | $710366.98         | $575671.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP6436 | 2050-07-01      | 2.5000%  |  | $85734318.93       | $73416907.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBD8428 | 2046-09-01      | 2.5000%  |  | $313.92            | $269.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD3715 | 2046-08-01      | 3.5000%  |  | $137.54            | $126.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  |  | $1199576.72        | $1205549.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  |  | $4957503.00        | $4937593.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8574 | 2052-09-01      | 5.0000%  |  | $2275972.75        | $2256194.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8410 | 2052-09-01      | 5.0000%  |  | $575076.90         | $578197.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8415 | 2052-09-01      | 5.0000%  |  | $956216.58         | $960980.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8413 | 2052-09-01      | 5.0000%  |  | $608.01            | $610.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8372 | 2052-08-01      | 5.0000%  |  | $1215390.58        | $1218460.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8371 | 2052-09-01      | 5.0000%  |  | $1079175.95        | $1072684.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3467 | 2055-07-01      | 6.0000%  |  | $916.79            | $941.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3344 | 2055-07-01      | 6.5000%  |  | $2280236.94        | $2408661.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3278 | 2055-07-01      | 6.5000%  |  | $1147.44           | $1209.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1012 | 2055-06-01      | 5.5000%  |  | $992.28            | $1005.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1023 | 2055-06-01      | 5.0000%  |  | $1016.14           | $1004.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0954 | 2055-06-01      | 5.5000%  |  | $923.04            | $934.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1782 | 2055-06-01      | 6.0000%  |  | $828.14            | $862.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQB4522 | 2050-10-01      | 3.0000%  |  | $373.11            | $331.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA8511 | 2050-03-01      | 4.0000%  |  | $360.68            | $343.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA7048 | 2050-02-01      | 3.5000%  |  | $454.15            | $423.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  |  | $907.51            | $846.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6063 | 2050-01-01      | 3.5000%  |  | $982008.57         | $908332.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6043 | 2050-01-01      | 3.5000%  |  | $951097.33         | $880201.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  |  | $478.36            | $441.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5866 | 2049-12-01      | 3.5000%  |  | $448.28            | $416.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA6204 | 2050-01-01      | 4.0000%  |  | $278.36            | $264.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  |  | $404.43            | $372.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX7028 | 2053-04-01      | 6.0000%  |  | $1636.02           | $1680.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  |  | $20611408.35       | $21567605.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  |  | $1663.90           | $1690.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6526 | 2053-06-01      | 5.5000%  |  | $1458.83           | $1491.87           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q42043 G | 2046-07-01      | 3.5000%  |  | $786325.98         | $736374.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8083 | 2036-01-01      | 1.5000%  |  | $475.06            | $429.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8073 | 2035-11-01      | 1.5000%  |  | $1315.07           | $1188.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8031 | 2035-02-01      | 2.5000%  |  | $178.55            | $168.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3SZT1755 | 2047-02-01      | 3.5000%  |  | $338.96            | $313.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZA4881 | 2047-03-01      | 4.0000%  |  | $224.28            | $214.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA4212 | 2043-04-01      | 3.5000%  |  | $254.93            | $239.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3582 | 2042-06-01      | 4.0000%  |  | $97.05             | $93.74             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3579 | 2042-06-01      | 4.0000%  |  | $73.11             | $70.62             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3576 | 2042-06-01      | 4.0000%  |  | $956375.84         | $924210.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG8811 | 2053-07-01      | 5.5000%  |  | $823886.58         | $835737.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8116 | 2054-03-01      | 4.5000%  |  | $944.54            | $913.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5597 | 2053-01-01      | 6.0000%  |  | $1323.09           | $1394.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2319 | 2053-07-01      | 6.5000%  |  | $542.10            | $576.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBK8079 | 2048-07-01      | 5.0000%  |  | $23.00             | $23.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9024 | 2053-08-01      | 6.5000%  |  | $498.41            | $523.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8623 | 2054-05-01      | 5.5000%  |  | $974.48            | $992.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3963 | 2049-03-01      | 4.5000%  |  | $229.21            | $224.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  |  | $938542.71         | $876354.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  |  | $502153.98         | $470034.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  |  | $852.02            | $845.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8702 | 2055-09-01      | 5.5000%  |  | $1981.76           | $2016.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9776 | 2055-01-01      | 5.0000%  |  | $911.68            | $908.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFA1447 | 2036-10-01      | 1.5000%  |  | $1783.40           | $1601.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0137 | 2055-09-01      | 5.5000%  |  | $1474.68           | $1500.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2243 | 2055-07-01      | 5.5000%  |  | $23904708.32       | $24248572.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9991 | 2049-12-01      | 3.5000%  |  | $529157.97         | $489498.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8867 | 2054-07-01      | 6.5000%  |  | $597.57            | $632.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9100 | 2053-03-01      | 5.0000%  |  | $1436142.29        | $1427910.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  |  | $756089.97         | $750802.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  |  | $918648.36         | $978835.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9102 | 2053-03-01      | 6.0000%  |  | $823610.81         | $846977.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2784 | 2052-01-01      | 2.0000%  |  | $1532.37           | $1234.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8046 | 2050-12-01      | 3.0000%  |  | $565.01            | $504.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $455.92            | $475.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4959 | 2047-11-01      | 4.5000%  |  | $654975.72         | $644140.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA7463 | 2054-01-01      | 7.0000%  |  | $593.07            | $637.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBV5616 | 2037-05-01      | 2.5000%  |  | $615.50            | $581.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4138 | 2052-12-01      | 5.0000%  |  | $655.22            | $652.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY8469 | 2053-08-01      | 5.5000%  |  | $784.72            | $794.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  |  | $769684.13         | $763712.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6083 | 2048-09-01      | 4.5000%  |  | $926423.53         | $907650.49         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $240.68            | $229.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL3002 | 2042-04-01      | 4.0000%  |  | $131.49            | $126.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  |  | $535810.13         | $498181.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1027 | 2051-07-01      | 2.5000%  |  | $701.41            | $591.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  |  | $448.57            | $418.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8387 | 2054-04-01      | 6.5000%  |  | $599.12            | $629.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWBM6665 | 2032-12-01      | 2.5000%  |  | $203.87            | $195.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1232 | 2053-09-01      | 6.5000%  |  | $583521.81         | $618784.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6254 | 2054-07-01      | 6.5000%  |  | $1956.43           | $2082.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD3032 | 2046-09-01      | 3.5000%  |  | $305.21            | $284.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC5622 | 2046-05-01      | 3.5000%  |  | $64.23             | $59.78             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $484.40            | $435.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7669 | 2052-07-01      | 4.5000%  |  | $1407.74           | $1368.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3421 | 2047-06-01      | 4.5000%  |  | $255.90            | $251.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3180 | 2047-05-01      | 4.5000%  |  | $833685.35         | $819375.14         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC K30411 G | 2048-07-01      | 5.0000%  |  | $936710.68         | $931359.15         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A96200 G | 2041-01-01      | 4.5000%  |  | $37.35             | $37.12             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  |  | $775907.66         | $797890.50         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A90775 G | 2040-01-01      | 5.5000%  |  | $49.64             | $51.70             | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A87971 G | 2039-08-01      | 4.5000%  |  | $30.39             | $30.20             | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC H09173 G | 2037-10-01      | 6.5000%  |  | $650191.96         | $668331.38         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  |  | $89.43             | $88.10             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G07175 G | 2041-12-01      | 3.5000%  |  | $137.33            | $129.72            | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G03878 G | 2038-02-01      | 6.0000%  |  | $750367.59         | $776071.19         | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G03442 G | 2037-10-01      | 7.0000%  |  | $10.30             | $10.95             | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A61517 G | 2036-10-01      | 6.0000%  |  | $750343.99         | $789904.88         | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC A61350 G | 2036-11-01      | 6.5000%  |  | $839648.83         | $890491.71         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A48686 G | 2036-05-01      | 6.0000%  |  | $774478.72         | $815262.51         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A41752 G | 2036-01-01      | 5.5000%  |  | $614416.23         | $634153.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  |  | $1676.29           | $1675.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1778 | 2053-05-01      | 5.5000%  |  | $700.47            | $718.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $1551.34           | $1570.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0748 | 2053-04-01      | 5.5000%  |  | $809.85            | $832.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  |  | $948780.26         | $967207.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2449 | 2053-07-01      | 6.5000%  |  | $882010.35         | $939696.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  |  | $1024343.64        | $1090222.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  |  | $831044.09         | $886857.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  |  | $952285.51         | $1012561.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  |  | $821453.44         | $877370.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3903 | 2052-08-01      | 5.0000%  |  | $592325.92         | $592053.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3713 | 2052-08-01      | 5.0000%  |  | $625417.06         | $620675.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3678 | 2052-07-01      | 5.0000%  |  | $677.33            | $676.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  |  | $863889.02         | $919447.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  |  | $941230.57         | $991384.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0585 | 2053-04-01      | 5.5000%  |  | $643623.93         | $659037.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0578 | 2053-04-01      | 5.5000%  |  | $845100.59         | $867497.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0573 | 2053-04-01      | 5.5000%  |  | $809036.21         | $831757.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3674 | 2054-10-01      | 5.0000%  |  | $865.53            | $865.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4371 | 2054-10-01      | 5.5000%  |  | $879.16            | $886.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  |  | $2850.88           | $2996.96           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8729 | 2053-08-01      | 6.5000%  |  | $810394.14         | $861574.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  |  | $712.41            | $760.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG8719 | 2053-08-01      | 5.5000%  |  | $792.51            | $809.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8680 | 2053-08-01      | 6.5000%  |  | $752234.49         | $794040.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8518 | 2053-08-01      | 6.5000%  |  | $886.08            | $940.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  |  | $830408.96         | $888245.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8934 | 2053-08-01      | 6.0000%  |  | $1803.01           | $1866.33           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8896 | 2053-08-01      | 6.0000%  |  | $873193.13         | $902428.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7619 | 2053-07-01      | 6.5000%  |  | $757391.12         | $807012.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7287 | 2053-06-01      | 6.5000%  |  | $749883.96         | $800102.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7997 | 2053-07-01      | 6.5000%  |  | $750493.16         | $801356.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6996 | 2053-07-01      | 6.5000%  |  | $671197.84         | $714363.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6973 | 2053-07-01      | 6.5000%  |  | $715.64            | $765.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6604 | 2053-07-01      | 6.0000%  |  | $931484.92         | $976717.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0121 | 2049-06-01      | 3.5000%  |  | $266.00            | $247.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0086 | 2049-06-01      | 3.5000%  |  | $881427.71         | $823146.15         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  |  | $204.01            | $194.61            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q59245 G | 2048-10-01      | 4.0000%  |  | $252.08            | $240.78            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59891 G | 2048-11-01      | 5.0000%  |  | $658.37            | $663.77            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59890 G | 2048-11-01      | 5.0000%  |  | $645749.95         | $650425.75         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59887 G | 2048-11-01      | 5.0000%  |  | $759.03            | $764.09            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58718 G | 2048-09-01      | 5.0000%  |  | $935797.32         | $942574.26         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  |  | $261.06            | $255.50            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q57334 G | 2048-05-01      | 4.0000%  |  | $947875.43         | $904026.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  |  | $306224.18         | $323556.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  |  | $745719.89         | $766199.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6727 | 2053-02-01      | 6.0000%  |  | $1011805.79        | $1061441.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5318 | 2052-12-01      | 6.0000%  |  | $811310.05         | $835605.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $745.61            | $743.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF3431 | 2052-11-01      | 5.5000%  |  | $1432.89           | $1458.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2934 | 2052-11-01      | 5.5000%  |  | $747.56            | $769.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL850583 | 2036-01-01      | 6.0000%  |  | $18.56             | $19.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.450 CA841758 | 2035-08-01      | 5.4500%  |  | $199.00            | $197.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.490 CA837400 | 2035-08-01      | 4.4900%  |  | $41515.18          | $40930.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8939 | 2052-09-01      | 5.0000%  |  | $1191308.78        | $1197557.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  |  | $780381.97         | $753125.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU0955 | 2043-08-01      | 3.5000%  |  | $184.73            | $173.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  |  | $685086.10         | $658572.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT8618 | 2043-07-01      | 3.5000%  |  | $136.54            | $127.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5064 | 2044-02-01      | 4.5000%  |  | $100.72            | $99.11             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  |  | $11189048.39       | $11336607.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF6316 | 2055-12-01      | 5.0000%  |  | $1976.58           | $1959.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  |  | $55321597.83       | $55969456.78       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  |  | $849260.03         | $844641.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO9217 | 2049-12-01      | 3.0000%  |  | $464.69            | $411.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4893 | 2052-07-01      | 5.0000%  |  | $437508.31         | $434230.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9004 | 2053-08-01      | 6.0000%  |  | $673528.42         | $702320.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  |  | $718212.94         | $704439.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  |  | $834.25            | $746.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3858 | 2049-07-01      | 3.5000%  |  | $208.53            | $192.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3470 | 2049-05-01      | 3.5000%  |  | $175.03            | $161.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  |  | $279.79            | $253.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9989 | 2054-07-01      | 6.5000%  |  | $2177.34           | $2314.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6336 | 2053-01-01      | 6.0000%  |  | $741.37            | $770.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9913 | 2048-09-01      | 4.5000%  |  | $515.12            | $500.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3828 | 2052-06-01      | 3.0000%  |  | $722.68            | $643.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU6230 | 2052-01-01      | 3.0000%  |  | $790.06            | $699.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9325 | 2054-10-01      | 5.5000%  |  | $790.44            | $799.56            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G60046 G | 2045-04-01      | 4.0000%  |  | $140.56            | $134.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7876 | 2053-02-01      | 6.0000%  |  | $560592.26         | $585389.32         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q59886 G | 2048-11-01      | 4.5000%  |  | $943946.55         | $926818.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1051 | 2051-06-01      | 3.0000%  |  | $1172.37           | $1026.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2085 | 2055-06-01      | 5.5000%  |  | $2773.95           | $2797.49           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  |  | $9999338.81        | $9877285.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9232 | 2055-05-01      | 5.5000%  |  | $909.70            | $930.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3971 | 2055-07-01      | 6.5000%  |  | $791.17            | $829.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1920 | 2051-06-01      | 3.0000%  |  | $732.05            | $642.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8294 | 2053-08-01      | 6.5000%  |  | $910414.39         | $969956.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3922 | 2049-03-01      | 4.5000%  |  | $678076.36         | $665446.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN5247 | 2049-02-01      | 5.0000%  |  | $163.68            | $164.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  |  | $743.03            | $755.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY6195 | 2045-04-01      | 3.0000%  |  | $176.83            | $160.39            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7340 | 2054-01-01      | 6.5000%  |  | $797016.11         | $847479.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  |  | $177.13            | $158.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  |  | $946563.92         | $1000002.71        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q55627 G | 2048-04-01      | 4.0000%  |  | $346.16            | $330.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0323 | 2053-09-01      | 6.5000%  |  | $570.22            | $608.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4198 | 2052-12-01      | 6.0000%  |  | $757630.94         | $796986.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6153 | 2054-08-01      | 6.5000%  |  | $553.75            | $588.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3225 | 2054-09-01      | 5.0000%  |  | $775.41            | $772.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1658 | 2054-09-01      | 6.5000%  |  | $561.32            | $596.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1413 | 2054-08-01      | 6.5000%  |  | $1788.10           | $1903.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1088 | 2054-09-01      | 5.5000%  |  | $763.22            | $769.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC0592 | 2054-09-01      | 7.0000%  |  | $579.69            | $621.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC0576 | 2054-08-01      | 6.5000%  |  | $697.63            | $742.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0393 | 2054-09-01      | 6.0000%  |  | $699.79            | $717.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7792 | 2054-08-01      | 6.0000%  |  | $908.98            | $931.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8015 | 2054-07-01      | 6.5000%  |  | $704.11            | $741.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  |  | $58400.23          | $60233.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  |  | $175.58            | $161.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 REBP1583 | 2050-02-01      | 2.5000%  |  | $210.86            | $179.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  |  | $854533.20         | $790816.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBP1134 | 2050-01-01      | 4.0000%  |  | $728249.33         | $695719.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1131 | 2050-01-01      | 3.5000%  |  | $919122.57         | $853291.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  |  | $629048.44         | $584019.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA6120 | 2050-05-01      | 5.0000%  |  | $185.59            | $185.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5883 | 2049-12-01      | 3.5000%  |  | $1784432.17        | $1660079.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5821 | 2048-05-01      | 3.5000%  |  | $3265086.21        | $3064640.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5555 | 2050-04-01      | 3.5000%  |  | $668.77            | $616.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  |  | $897.41            | $766.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5465 | 2035-03-01      | 3.0000%  |  | $262.98            | $252.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  |  | $252.32            | $223.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CQCA4693 | 2049-03-01      | 5.0000%  |  | $921.12            | $937.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4340 | 2049-10-01      | 3.0000%  |  | $823.16            | $738.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4327 | 2034-10-01      | 3.0000%  |  | $631.68            | $605.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4064 | 2034-08-01      | 3.0000%  |  | $500.34            | $479.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4030 | 2049-08-01      | 4.0000%  |  | $237.16            | $225.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA3960 | 2049-08-01      | 3.0000%  |  | $332.24            | $300.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3694 | 2052-07-01      | 5.0000%  |  | $814186.10         | $807963.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  |  | $744.40            | $695.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 R3BF0570 | 2050-02-01      | 4.0000%  |  | $566.89            | $537.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U6BF0500 | 2054-12-01      | 3.0000%  |  | $604.05            | $533.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0356 | 2051-11-01      | 4.0000%  |  | $390.42            | $371.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U3BF0210 | 2041-01-01      | 4.0000%  |  | $452.46            | $442.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  |  | $191.53            | $186.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $245.50            | $238.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  |  | $157.65            | $148.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE8783 | 2047-06-01      | 4.5000%  |  | $588279.88         | $576061.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE8750 | 2047-05-01      | 4.5000%  |  | $605622.87         | $593355.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT8420 | 2043-06-01      | 3.5000%  |  | $148.70            | $139.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT7607 | 2043-06-01      | 3.5000%  |  | $164.13            | $153.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CRAT4191 | 2033-05-01      | 2.5000%  |  | $185.95            | $175.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3038 | 2043-04-01      | 3.0000%  |  | $193.36            | $176.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT2983 | 2043-05-01      | 3.5000%  |  | $196.67            | $184.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT1004 | 2043-04-01      | 3.5000%  |  | $274.32            | $256.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9740 | 2047-06-01      | 3.5000%  |  | $113.55            | $105.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS9048 | 2043-09-01      | 3.5000%  |  | $87.87             | $82.32             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8807 | 2047-02-01      | 3.5000%  |  | $119.64            | $112.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8793 | 2047-02-01      | 3.0000%  |  | $319.24            | $287.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8336 | 2046-11-01      | 4.5000%  |  | $246.58            | $242.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6157 | 2053-01-01      | 5.5000%  |  | $941584.25         | $966537.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  |  | $596.64            | $605.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5614 | 2053-01-01      | 5.5000%  |  | $688.64            | $710.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  |  | $941431.13         | $971618.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5439 | 2052-12-01      | 5.5000%  |  | $767.03            | $782.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4929 | 2052-12-01      | 6.0000%  |  | $618.79            | $638.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4923 | 2052-12-01      | 6.0000%  |  | $880.00            | $909.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF4945 | 2052-12-01      | 5.5000%  |  | $1893.11           | $1928.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  |  | $695124.54         | $730533.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  |  | $715.65            | $720.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL934095 | 2038-07-01      | 6.5000%  |  | $462471.84         | $492795.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  |  | $998820.89         | $1061077.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  |  | $235623.76         | $237524.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  |  | $558096.20         | $594671.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0247 | 2055-04-01      | 5.5000%  |  | $961.75            | $977.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  |  | $33384720.84       | $33976791.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7077 | 2052-05-01      | 3.5000%  |  | $802.03            | $733.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  |  | $811.23            | $822.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $1479.65           | $1505.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3911 | 2052-11-01      | 5.5000%  |  | $19771594.31       | $20020257.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  |  | $808.01            | $736.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  |  | $348151.32         | $364320.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  |  | $605.02            | $565.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  |  | $4177001.08        | $3877991.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5502 | 2054-08-01      | 6.5000%  |  | $2173.69           | $2330.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIFA5010 | 2041-03-01      | 5.0000%  |  | $9065505.14        | $9178242.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8188 | 2055-07-01      | 6.0000%  |  | $742.35            | $761.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE7233 | 2055-07-01      | 5.5000%  |  | $1288763.75        | $1299697.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8050 | 2055-09-01      | 5.5000%  |  | $1292933.29        | $1315949.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  |  | $711.58            | $713.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2689 | 2048-04-01      | 4.0000%  |  | $520.14            | $495.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB2743 | 2054-04-01      | 5.5000%  |  | $665.60            | $678.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM1873 | 2047-09-01      | 3.5000%  |  | $256.59            | $239.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  |  | $526.40            | $426.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  |  | $345688.57         | $361467.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMB0298 | 2055-01-01      | 6.0000%  |  | $570.04            | $584.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC5565 | 2054-10-01      | 6.0000%  |  | $631.59            | $651.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4216 | 2056-04-01      | 5.0000%  |  | $998.64            | $989.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3794 | 2055-02-01      | 6.0000%  |  | $929.72            | $973.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG1202 | 2056-02-01      | 5.5000%  |  | $1993.83           | $2031.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF8837 | 2056-01-01      | 5.5000%  |  | $882.43            | $894.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG0708 | 2055-12-01      | 5.5000%  |  | $996.15            | $1014.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  |  | $492.07            | $513.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  |  | $451.96            | $443.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX4161 | 2052-12-01      | 4.5000%  |  | $507.54            | $489.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  |  | $635.71            | $547.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7943 | 2052-08-01      | 5.0000%  |  | $984621.15         | $975185.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7867 | 2054-01-01      | 6.5000%  |  | $764.56            | $797.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $876.01            | $894.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3390 | 2049-04-01      | 4.5000%  |  | $277.99            | $272.36            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Z40129 G | 2043-10-01      | 3.5000%  |  | $6581162.20        | $6199304.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4541 | 2047-10-01      | 4.5000%  |  | $835026.70         | $821213.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  |  | $23948325.20       | $25018496.03       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2138 | 2053-06-01      | 6.5000%  |  | $786118.90         | $838399.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4285 | 2049-11-01      | 3.5000%  |  | $928.15            | $866.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF1905 | 2055-10-01      | 6.0000%  |  | $2806.10           | $2876.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  |  | $1659.51           | $1696.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0243 | 2054-12-01      | 5.5000%  |  | $890.03            | $906.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDE0112 | 2055-06-01      | 4.0000%  |  | $909148.57         | $853582.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF8869 | 2056-01-01      | 4.5000%  |  | $906.53            | $875.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6800 | 2056-01-01      | 5.5000%  |  | $977.04            | $991.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG2844 | 2056-03-01      | 5.0000%  |  | $997.99            | $994.22            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q01903 G | 2041-07-01      | 4.5000%  |  | $998685.21         | $992667.14         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  |  | $237.65            | $226.13            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q27912 G | 2044-08-01      | 4.0000%  |  | $2690737.63        | $2595908.27        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q25770 G | 2044-04-01      | 4.0000%  |  | $5527003.50        | $5332210.40        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q24959 G | 2044-02-01      | 4.5000%  |  | $79.84             | $78.62             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0632 | 2052-09-01      | 5.0000%  |  | $1026.22           | $1017.08           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0512 | 2052-09-01      | 5.0000%  |  | $770158.27         | $764330.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE8436 | 2047-04-01      | 4.5000%  |  | $126.03            | $122.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE3697 | 2047-06-01      | 4.0000%  |  | $234.03            | $223.35            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q23585 G | 2043-12-01      | 4.5000%  |  | $127.61            | $125.70            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  |  | $1484686.20        | $1423239.66        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81716 G | 2045-04-01      | 4.0000%  |  | $4704930.01        | $4509704.17        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17730 G | 2043-04-01      | 4.0000%  |  | $781838.38         | $754971.37         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q18598 G | 2043-05-01      | 3.5000%  |  | $1140787.77        | $1071747.55        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Q15786 G | 2043-02-01      | 3.0000%  |  | $212.79            | $194.48            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G31029 G | 2036-11-01      | 4.0000%  |  | $359.17            | $352.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3675 | 2052-07-01      | 5.0000%  |  | $599.65            | $599.89            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q12415 G | 2042-11-01      | 3.5000%  |  | $5574424.69        | $5241197.97        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U99151 G | 2046-12-01      | 4.0000%  |  | $282.14            | $270.07            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q07066 G | 2042-03-01      | 4.0000%  |  | $120.59            | $117.08            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q06248 G | 2042-02-01      | 3.5000%  |  | $932529.58         | $880166.39         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q24793 G | 2044-02-01      | 4.0000%  |  | $1251680.44        | $1208984.51        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  |  | $123.39            | $119.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI2761 | 2054-04-01      | 5.0000%  |  | $871.02            | $864.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CNRD5108 | 2032-08-01      | 3.0000%  |  | $447.81            | $431.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNRD5291 | 2036-04-01      | 4.5000%  |  | $971.17            | $972.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1972 | 2036-05-01      | 2.0000%  |  | $1470.08           | $1357.07           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTRB5399 | 2046-05-01      | 4.5000%  |  | $3063.07           | $2992.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $800.16            | $796.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9586 | 2053-08-01      | 5.5000%  |  | $808.06            | $816.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9580 | 2053-08-01      | 6.5000%  |  | $1520.94           | $1605.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9435 | 2053-07-01      | 5.5000%  |  | $54279488.40       | $54985055.42       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  |  | $5331411.50        | $5409584.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9301 | 2053-06-01      | 6.0000%  |  | $1493.92           | $1540.16           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9171 | 2053-06-01      | 6.0000%  |  | $699.37            | $728.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9841 | 2053-09-01      | 5.5000%  |  | $779.41            | $795.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA8781 | 2053-03-01      | 4.0000%  |  | $16588063.94       | $15632261.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $554.21            | $579.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $802.62            | $812.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $771.68            | $745.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2041 | 2053-05-01      | 6.0000%  |  | $852103.23         | $891779.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2662 | 2053-05-01      | 6.0000%  |  | $908905.91         | $938109.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2591 | 2053-10-01      | 6.0000%  |  | $844.30            | $870.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1580 | 2053-05-01      | 5.0000%  |  | $856.05            | $848.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1224 | 2053-05-01      | 5.0000%  |  | $896.29            | $887.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  |  | $831429.56         | $857482.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0745 | 2053-05-01      | 6.0000%  |  | $1260504.91        | $1320812.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6072 | 2055-07-01      | 6.5000%  |  | $728.55            | $766.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6054 | 2055-08-01      | 6.5000%  |  | $904.74            | $943.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5596 | 2055-08-01      | 6.5000%  |  | $1984.25           | $2095.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4335 | 2055-07-01      | 6.5000%  |  | $866.97            | $923.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  |  | $957079.17         | $959344.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP940520 | 2037-07-01      | 6.5000%  |  | $244797.31         | $248265.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL3598 | 2039-07-01      | 6.0000%  |  | $61.17             | $63.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  |  | $226.36            | $213.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK2408 | 2042-02-01      | 3.5000%  |  | $56852377.01       | $53611349.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  |  | $952.67            | $920.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAJ8480 | 2041-12-01      | 4.0000%  |  | $35.80             | $34.61             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2785 | 2052-11-01      | 5.0000%  |  | $721844.60         | $726639.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2770 | 2052-11-01      | 5.5000%  |  | $664.94            | $682.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1538 | 2052-10-01      | 5.0000%  |  | $603.20            | $604.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1405 | 2052-10-01      | 5.0000%  |  | $953963.62         | $956233.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ2323 | 2045-07-01      | 4.0000%  |  | $75.89             | $72.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2076 | 2045-09-01      | 3.5000%  |  | $545.43            | $508.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2048 | 2045-09-01      | 3.5000%  |  | $225.95            | $210.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  |  | $35.24             | $31.19             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ1193 | 2045-05-01      | 3.5000%  |  | $111.81            | $104.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAX7560 | 2045-01-01      | 3.5000%  |  | $95.15             | $88.78             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX1190 | 2044-10-01      | 4.0000%  |  | $606141.88         | $580331.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  |  | $138.02            | $132.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAW3638 | 2029-06-01      | 3.5000%  |  | $42.64             | $42.33             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAW1015 | 2044-05-01      | 4.5000%  |  | $32.68             | $32.19             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  |  | $605449.32         | $581328.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAU9356 | 2043-11-01      | 4.0000%  |  | $682961.69         | $659710.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE6377 | 2052-07-01      | 4.5000%  |  | $574.53            | $554.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7179 | 2052-08-01      | 5.0000%  |  | $1712.03           | $1699.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6082 | 2052-07-01      | 5.0000%  |  | $912455.50         | $916256.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  |  | $767126.66         | $741381.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5807 | 2052-07-01      | 5.0000%  |  | $819.58            | $825.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY6467 | 2053-08-01      | 5.0000%  |  | $4254159.13        | $4222784.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  |  | $1176.76           | $1214.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY5498 | 2053-09-01      | 6.5000%  |  | $1067727.33        | $1134149.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6209 | 2053-08-01      | 5.5000%  |  | $682633.29         | $701663.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5097 | 2053-07-01      | 5.5000%  |  | $902086.06         | $916009.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  |  | $706460.40         | $725361.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  |  | $780460.50         | $815823.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4515 | 2053-08-01      | 6.5000%  |  | $927511.70         | $990285.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4004 | 2053-06-01      | 6.0000%  |  | $730.01            | $765.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8655 | 2053-08-01      | 6.0000%  |  | $941170.97         | $978977.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7306 | 2053-09-01      | 5.5000%  |  | $696.11            | $703.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8816 | 2053-03-01      | 6.0000%  |  | $2212287.46        | $2285197.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB3841 | 2054-06-01      | 6.0000%  |  | $829.91            | $855.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $32.14             | $30.13             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0791 | 2052-09-01      | 5.0000%  |  | $811267.03         | $806852.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA7162 | 2054-01-01      | 6.5000%  |  | $662676.13         | $704631.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF9080 | 2056-01-01      | 6.0000%  |  | $941.89            | $979.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  |  | $1129.77           | $1119.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB0446 | 2054-05-01      | 6.5000%  |  | $1961.54           | $2056.79           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q63560 G | 2049-05-01      | 3.5000%  |  | $1023630.52        | $945762.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4611 | 2052-12-01      | 5.5000%  |  | $760603.60         | $774839.65         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48899 G | 2047-06-01      | 4.0000%  |  | $283.13            | $269.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3476 | 2053-05-01      | 6.0000%  |  | $839.26            | $862.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6192 | 2045-11-01      | 3.5000%  |  | $158.04            | $147.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1294 | 2052-10-01      | 5.0000%  |  | $408.75            | $405.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0435 | 2052-09-01      | 5.0000%  |  | $648562.00         | $645162.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0393 | 2052-09-01      | 5.0000%  |  | $685.29            | $680.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0297 | 2052-09-01      | 5.0000%  |  | $1507.78           | $1509.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0239 | 2052-09-01      | 5.0000%  |  | $760637.17         | $754961.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0225 | 2052-09-01      | 5.0000%  |  | $879287.12         | $883279.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF0212 | 2052-09-01      | 4.5000%  |  | $6459340.55        | $6241886.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0086 | 2052-09-01      | 5.0000%  |  | $898512.68         | $890844.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0007 | 2052-09-01      | 5.0000%  |  | $1984.15           | $1967.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0864 | 2052-10-01      | 5.0000%  |  | $701306.37         | $696888.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  |  | $970124.52         | $966807.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0861 | 2052-10-01      | 5.0000%  |  | $947.97            | $939.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0809 | 2052-10-01      | 5.0000%  |  | $692.17            | $686.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0808 | 2052-10-01      | 5.0000%  |  | $2327.37           | $2319.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8232 | 2052-08-01      | 5.0000%  |  | $612.34            | $608.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  |  | $2412.30           | $2334.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3918 | 2052-06-01      | 4.5000%  |  | $24754074.71       | $23976722.50       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  |  | $819862.78         | $804096.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9672 | 2053-08-01      | 6.5000%  |  | $728.50            | $763.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  |  | $1283.06           | $1273.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9478 | 2047-04-01      | 4.0000%  |  | $232.72            | $222.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9442 | 2046-11-01      | 3.5000%  |  | $230.84            | $214.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7832 | 2052-07-01      | 3.0000%  |  | $764.94            | $669.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4566 | 2053-09-01      | 6.5000%  |  | $728285.85         | $777581.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0739 | 2053-05-01      | 5.0000%  |  | $1239790.43        | $1235065.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  |  | $912.94            | $929.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  |  | $950.43            | $938.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7103 | 2054-11-01      | 5.5000%  |  | $4094837.03        | $4148752.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5691 | 2054-10-01      | 6.5000%  |  | $518.31            | $547.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5573 | 2054-11-01      | 5.5000%  |  | $1426898.73        | $1439004.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  |  | $852.67            | $859.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4051 | 2054-10-01      | 5.5000%  |  | $930.95            | $944.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3867 | 2054-11-01      | 6.0000%  |  | $741.60            | $760.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY1604 | 2053-05-01      | 6.5000%  |  | $769633.78         | $819277.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $360.09            | $331.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  |  | $500.11            | $476.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $131.35            | $128.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3346 | 2049-04-01      | 4.5000%  |  | $4099726.91        | $4014153.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3254 | 2048-02-01      | 4.0000%  |  | $290.66            | $278.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  |  | $237.03            | $238.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  |  | $17901156.41       | $17523083.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3052 | 2049-02-01      | 4.5000%  |  | $65.84             | $64.50             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9039 | 2050-02-01      | 3.5000%  |  | $181.86            | $166.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8803 | 2050-01-01      | 3.5000%  |  | $430.92            | $400.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8271 | 2049-11-01      | 3.5000%  |  | $991394.55         | $912418.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8286 | 2049-11-01      | 3.5000%  |  | $925.40            | $856.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  |  | $564247.78         | $523570.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7794 | 2049-12-01      | 3.5000%  |  | $428.15            | $396.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  |  | $795854.05         | $740184.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBO5799 | 2049-09-01      | 5.0000%  |  | $522.19            | $528.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO5385 | 2049-12-01      | 3.5000%  |  | $315.78            | $293.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBO4421 | 2050-12-01      | 2.5000%  |  | $590.48            | $498.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2368 | 2049-11-01      | 3.5000%  |  | $809045.96         | $748752.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO2171 | 2049-07-01      | 4.5000%  |  | $134.95            | $131.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2685 | 2049-07-01      | 3.5000%  |  | $311.02            | $288.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1528 | 2049-07-01      | 3.5000%  |  | $347.29            | $322.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO0567 | 2049-06-01      | 3.5000%  |  | $322.03            | $300.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  |  | $687974.45         | $636699.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  |  | $656687.70         | $642867.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2400 | 2055-07-01      | 5.5000%  |  | $1690.15           | $1715.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2300 | 2054-07-01      | 6.5000%  |  | $1948.41           | $2038.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  |  | $946.98            | $965.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2198 | 2055-07-01      | 5.0000%  |  | $1813.38           | $1817.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIFA2167 | 2040-07-01      | 5.5000%  |  | $1654.29           | $1699.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4344 | 2053-07-01      | 6.0000%  |  | $769864.26         | $794936.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  |  | $768.35            | $761.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $753.09            | $752.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4088 | 2053-06-01      | 6.0000%  |  | $545.02            | $563.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3620 | 2053-06-01      | 6.0000%  |  | $1070353.70        | $1118751.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  |  | $47646.46          | $47628.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  |  | $876855.90         | $937660.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3439 | 2053-06-01      | 6.0000%  |  | $1275.10           | $1314.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1912 | 2056-03-01      | 5.0000%  |  | $1996.01           | $1976.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1851 | 2056-02-01      | 5.0000%  |  | $1992.84           | $1973.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG1389 | 2056-02-01      | 5.5000%  |  | $995.97            | $1016.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG1363 | 2056-03-01      | 4.5000%  |  | $997.70            | $961.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG1066 | 2056-02-01      | 6.0000%  |  | $976.73            | $1023.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG1675 | 2056-02-01      | 5.5000%  |  | $1004.70           | $1021.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN8491 | 2049-01-01      | 3.5000%  |  | $354.64            | $328.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN8870 | 2049-05-01      | 3.5000%  |  | $1012350.30        | $940584.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7935 | 2049-06-01      | 3.5000%  |  | $245.26            | $227.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7933 | 2049-06-01      | 3.5000%  |  | $429.76            | $399.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8918 | 2052-09-01      | 5.0000%  |  | $1067343.95        | $1063752.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8910 | 2052-09-01      | 5.0000%  |  | $865.49            | $865.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7940 | 2052-08-01      | 5.0000%  |  | $1216879.38        | $1204690.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7934 | 2052-08-01      | 5.0000%  |  | $692682.58         | $691047.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  |  | $1023248.42        | $1000097.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7903 | 2052-08-01      | 5.0000%  |  | $908363.56         | $911686.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  |  | $1071928.43        | $1041494.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7775 | 2052-09-01      | 5.0000%  |  | $887019.84         | $894680.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  |  | $768.53            | $768.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7663 | 2052-09-01      | 5.0000%  |  | $1250905.83        | $1242869.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW7380 | 2052-12-01      | 5.5000%  |  | $890.34            | $915.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7272 | 2052-08-01      | 5.0000%  |  | $1149906.20        | $1140774.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  |  | $948421.94         | $942985.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  |  | $801645.34         | $806464.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  |  | $660118.43         | $641429.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9496 | 2049-05-01      | 4.5000%  |  | $326.73            | $320.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6114 | 2053-01-01      | 6.0000%  |  | $1457.59           | $1504.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF0469 | 2055-10-01      | 6.5000%  |  | $994.42            | $1037.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0882 | 2055-11-01      | 6.0000%  |  | $994.97            | $1021.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE9661 | 2055-09-01      | 7.0000%  |  | $2049523.84        | $2219366.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9207 | 2055-10-01      | 6.0000%  |  | $329.62            | $338.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9062 | 2055-09-01      | 6.5000%  |  | $1156596.85        | $1212557.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9358 | 2052-09-01      | 5.0000%  |  | $693.71            | $693.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  |  | $693.02            | $724.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ7782 | 2036-03-01      | 1.5000%  |  | $520.22            | $468.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9387 | 2052-09-01      | 5.0000%  |  | $428.02            | $428.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4827 | 2052-07-01      | 5.0000%  |  | $879.35            | $876.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY8509 | 2053-08-01      | 6.0000%  |  | $1552.18           | $1602.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1183 | 2053-04-01      | 5.0000%  |  | $974207.50         | $975889.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO0296 | 2049-05-01      | 4.5000%  |  | $533519.95         | $523323.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6394 | 2055-04-01      | 6.0000%  |  | $759.02            | $780.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  |  | $1831.70           | $1863.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0113 | 2055-01-01      | 7.0000%  |  | $1012.10           | $1088.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3324 | 2055-08-01      | 6.0000%  |  | $4842.84           | $4989.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8770 | 2056-02-01      | 5.0000%  |  | $1993.93           | $1974.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG0240 | 2056-04-01      | 5.0000%  |  | $997.55            | $988.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  |  | $307.52            | $301.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBW9795 | 2053-06-01      | 6.5000%  |  | $1100786.57        | $1177207.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  |  | $860537.45         | $920112.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX6481 | 2044-11-01      | 4.0000%  |  | $140.63            | $134.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5506 | 2052-07-01      | 5.0000%  |  | $694022.05         | $696386.50         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36666 G | 2045-10-01      | 3.5000%  |  | $7481921.98        | $6989456.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7202 | 2045-08-01      | 3.5000%  |  | $4198224.65        | $3938292.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  |  | $234.52            | $242.58            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63673 G | 2049-05-01      | 4.0000%  |  | $362.74            | $346.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8347 | 2053-02-01      | 6.0000%  |  | $652774.48         | $674498.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5105 | 2045-06-01      | 3.5000%  |  | $187.39            | $175.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4112 | 2053-07-01      | 5.0000%  |  | $1733.69           | $1721.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6695 | 2053-07-01      | 5.5000%  |  | $24072178.89       | $24754282.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6429 | 2053-05-01      | 5.0000%  |  | $876.93            | $870.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0703 | 2062-12-01      | 4.5000%  |  | $24470084.56       | $23542178.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  |  | $944.65            | $945.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  |  | $55601739.90       | $55878574.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  |  | $469.62            | $490.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0974 | 2052-10-01      | 5.0000%  |  | $655269.80         | $654162.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ2350 | 2050-09-01      | 2.0000%  |  | $1486.39           | $1215.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0298 | 2035-01-01      | 2.5000%  |  | $556.12            | $524.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3656 | 2055-03-01      | 5.5000%  |  | $790.68            | $811.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV6373 | 2055-11-01      | 5.5000%  |  | $989.52            | $997.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5887 | 2055-12-01      | 6.0000%  |  | $11432024.12       | $11777370.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0884 | 2055-11-01      | 6.0000%  |  | $1995.92           | $2049.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3935 | 2056-03-01      | 5.0000%  |  | $997.12            | $993.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2131 | 2055-06-01      | 5.5000%  |  | $742918.20         | $752756.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1879 | 2048-04-01      | 3.0000%  |  | $1817.48           | $1659.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2777 | 2053-06-01      | 5.5000%  |  | $1160475.44        | $1191179.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3506 | 2053-06-01      | 5.5000%  |  | $1033578.50        | $1051345.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  |  | $772542.72         | $810027.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3468 | 2053-06-01      | 5.5000%  |  | $946621.91         | $973278.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE2669 | 2047-04-01      | 4.0000%  |  | $189.15            | $180.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  |  | $876.19            | $897.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  |  | $1701.86           | $1775.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $1792.96           | $1826.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9516 | 2054-11-01      | 6.5000%  |  | $1549.24           | $1641.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9473 | 2054-11-01      | 5.0000%  |  | $54025720.31       | $53632731.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  |  | $1809.94           | $1800.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9431 | 2054-11-01      | 5.5000%  |  | $5368961.70        | $5431567.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  |  | $3106.94           | $3146.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9224 | 2054-09-01      | 6.5000%  |  | $16781145.85       | $17498381.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  |  | $1783.99           | $1803.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  |  | $1752.99           | $1787.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  |  | $1842.90           | $1825.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  |  | $1465.56           | $1559.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  |  | $1809.52           | $1845.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  |  | $1737.53           | $1763.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8838 | 2054-07-01      | 5.5000%  |  | $848.61            | $862.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  |  | $1492.84           | $1590.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2204 | 2052-11-01      | 5.0000%  |  | $770.05            | $765.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2199 | 2052-11-01      | 5.0000%  |  | $943252.34         | $943023.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  |  | $836690.86         | $858725.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  |  | $931860.55         | $958875.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  |  | $896738.38         | $921412.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1246 | 2052-10-01      | 5.0000%  |  | $716188.48         | $716197.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1169 | 2052-11-01      | 5.5000%  |  | $891464.80         | $911359.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1142 | 2052-11-01      | 5.0000%  |  | $885887.64         | $888540.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1141 | 2052-11-01      | 5.0000%  |  | $4009273.04        | $4028192.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1057 | 2052-12-01      | 5.5000%  |  | $726.08            | $744.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBX1001 | 2052-10-01      | 3.5000%  |  | $542645.24         | $494686.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0975 | 2052-10-01      | 5.0000%  |  | $987274.25         | $981685.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0764 | 2052-12-01      | 5.5000%  |  | $708.66            | $728.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0477 | 2052-09-01      | 5.0000%  |  | $1195854.39        | $1195412.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX0215 | 2053-05-01      | 6.5000%  |  | $1045222.44        | $1115221.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0175 | 2053-02-01      | 5.5000%  |  | $970177.71         | $996820.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9899 | 2055-11-01      | 6.5000%  |  | $993.37            | $1035.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  |  | $993.61            | $1036.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE8478 | 2055-09-01      | 5.0000%  |  | $991.51            | $984.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8316 | 2055-09-01      | 6.0000%  |  | $993.21            | $1023.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  |  | $794661.72         | $755142.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  |  | $863.81            | $888.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6434 | 2053-06-01      | 5.0000%  |  | $1864.02           | $1848.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  |  | $793.45            | $746.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  |  | $757.81            | $769.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  |  | $1037742.59        | $1103157.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6066 | 2053-04-01      | 5.0000%  |  | $72539111.13       | $72472076.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6012 | 2053-04-01      | 4.0000%  |  | $1665.80           | $1566.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5989 | 2053-03-01      | 5.5000%  |  | $734.17            | $741.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5905 | 2053-03-01      | 5.5000%  |  | $696.83            | $706.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5853 | 2053-03-01      | 6.0000%  |  | $1399.86           | $1464.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  |  | $7663691.61        | $8035032.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  |  | $2201.60           | $2305.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  |  | $52766999.48       | $54925204.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8370 | 2052-08-01      | 5.0000%  |  | $1225382.68        | $1225310.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL781592 | 2034-10-01      | 6.0000%  |  | $40.67             | $41.69             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL772644 | 2034-03-01      | 5.5000%  |  | $48.86             | $49.85             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL735795 | 2035-06-01      | 5.0000%  |  | $9.79              | $9.82              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ6640 | 2046-01-01      | 4.0000%  |  | $663.90            | $635.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ4773 | 2045-10-01      | 3.5000%  |  | $3286968.48        | $3066791.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6726 | 2053-02-01      | 6.0000%  |  | $670132.16         | $700505.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  |  | $966071.20         | $990744.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6438 | 2053-02-01      | 6.0000%  |  | $742.63            | $766.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6362 | 2053-02-01      | 5.5000%  |  | $830127.24         | $852127.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6115 | 2053-01-01      | 6.0000%  |  | $9551388.15        | $9885807.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  |  | $457.28            | $425.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  |  | $197.45            | $192.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7662 | 2049-07-01      | 3.5000%  |  | $126.03            | $116.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  |  | $327.20            | $319.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6785 | 2049-02-01      | 4.5000%  |  | $210.57            | $206.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  |  | $581287.62         | $569707.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBN6701 | 2049-06-01      | 5.5000%  |  | $93.77             | $96.14             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN6683 | 2049-06-01      | 3.5000%  |  | $125.21            | $115.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6633 | 2049-05-01      | 4.5000%  |  | $862874.90         | $844864.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6557 | 2049-04-01      | 4.5000%  |  | $216.42            | $212.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5471 | 2049-01-01      | 4.5000%  |  | $625031.52         | $609281.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8632 | 2052-08-01      | 5.0000%  |  | $945465.91         | $938527.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5768 | 2042-10-01      | 4.5000%  |  | $118.29            | $117.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6103 | 2054-07-01      | 6.5000%  |  | $724.35            | $770.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  |  | $756401.47         | $780782.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH7667 | 2047-10-01      | 4.5000%  |  | $524038.92         | $507141.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5042 | 2053-11-01      | 6.5000%  |  | $676.17            | $707.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  |  | $699.58            | $675.76            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49304 G | 2047-07-01      | 4.0000%  |  | $377.23            | $360.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 GLCA1146 | 2048-02-01      | 3.5000%  |  | $396.31            | $362.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1771 | 2053-05-01      | 5.5000%  |  | $615.50            | $630.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1630 | 2040-09-01      | 6.0000%  |  | $787.01            | $815.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIDE9693 | 2040-09-01      | 4.5000%  |  | $1845.88           | $1839.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3609 | 2055-09-01      | 6.0000%  |  | $8917992.78        | $9277340.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG2349 | 2056-03-01      | 5.0000%  |  | $997.96            | $988.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS9448 | 2047-04-01      | 3.0000%  |  | $691.96            | $620.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3022 | 2034-01-01      | 3.5000%  |  | $185.80            | $181.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3605 | 2049-02-01      | 4.5000%  |  | $805994.10         | $789917.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6730 | 2052-07-01      | 5.0000%  |  | $696867.25         | $695276.92         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U93186 G | 2046-09-01      | 3.5000%  |  | $766467.64         | $714580.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7595 | 2046-07-01      | 3.5000%  |  | $271.41            | $255.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8335 | 2052-08-01      | 5.0000%  |  | $758.98            | $762.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC0590 | 2051-04-01      | 3.0000%  |  | $654.47            | $588.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB5994 | 2054-06-01      | 6.5000%  |  | $976.19            | $1033.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2082 | 2038-07-01      | 4.5000%  |  | $303.93            | $302.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX7290 | 2053-06-01      | 6.0000%  |  | $935438.85         | $977738.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9021 | 2054-08-01      | 6.5000%  |  | $20994256.48       | $22368783.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  |  | $538879.39         | $564897.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6418 | 2053-05-01      | 5.0000%  |  | $1662.08           | $1649.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7588 | 2045-10-01      | 3.5000%  |  | $208.20            | $195.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  |  | $482.10            | $446.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $650.11            | $525.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4088 | 2047-10-01      | 4.5000%  |  | $306.71            | $301.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2147 | 2053-01-01      | 5.5000%  |  | $1042675.92        | $1068680.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  |  | $783.24            | $776.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7904 | 2052-10-01      | 5.0000%  |  | $778.03            | $777.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW1844 | 2053-01-01      | 5.5000%  |  | $790203.55         | $798946.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  |  | $595.79            | $560.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG4683 | 2053-06-01      | 5.0000%  |  | $868.98            | $870.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  |  | $759.01            | $640.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3011 | 2048-11-01      | 4.5000%  |  | $720.37            | $705.26            | Agency Mortgage-Backed Securities  |

### Security 138: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.630%, 6/1/2026
- **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: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLBN8879 | 2049-05-01      | 4.5000%  |  | $44.98             | $43.94             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  |  | $360448.97         | $352636.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  |  | $444.55            | $436.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  |  | $197.45            | $192.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  |  | $327.20            | $319.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6949 | 2049-02-01      | 4.5000%  |  | $254.60            | $249.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  |  | $223.05            | $218.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3864 | 2049-03-01      | 4.5000%  |  | $497142.68         | $482725.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  |  | $151.92            | $149.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3011 | 2048-11-01      | 4.5000%  |  | $360.19            | $352.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  |  | $386369.14         | $379422.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  |  | $279.72            | $273.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  |  | $252.15            | $247.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0697 | 2048-09-01      | 4.5000%  |  | $298.03            | $295.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0891 | 2048-11-01      | 4.5000%  |  | $140.70            | $137.89            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM8050 | 2056-05-01      | 4.1740%  |  | $26162315.00       | $25365684.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  |  | $210.53            | $206.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  |  | $434.22            | $425.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  |  | $258.10            | $245.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  |  | $620.92            | $627.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG9226 | 2053-08-01      | 6.0000%  |  | $1623.78           | $1703.66           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG8208 | 2053-08-01      | 5.0000%  |  | $1196.39           | $1193.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG6448 | 2053-07-01      | 6.5000%  |  | $990107.05         | $1058650.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG6066 | 2053-07-01      | 6.0000%  |  | $1978605.18        | $2034197.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG5544 | 2053-06-01      | 5.0000%  |  | $904.71            | $903.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG3810 | 2053-04-01      | 5.5000%  |  | $288922.49         | $293236.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1246 | 2052-10-01      | 5.0000%  |  | $600.43            | $600.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX0974 | 2052-10-01      | 5.0000%  |  | $525.47            | $524.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX0477 | 2052-09-01      | 5.0000%  |  | $940.70            | $940.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  |  | $371.32            | $369.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA3343 | 2049-09-01      | 3.5000%  |  | $172.94            | $159.08            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G61559 G | 2048-03-01      | 4.0000%  |  | $5100998.41        | $4863756.64        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G60046 G | 2045-04-01      | 4.0000%  |  | $140.56            | $134.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA2143 | 2049-08-01      | 4.5000%  |  | $1709829.34        | $1673613.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9053 | 2052-09-01      | 5.0000%  |  | $776.54            | $770.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBW9795 | 2053-06-01      | 6.5000%  |  | $616.85            | $659.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  |  | $730.98            | $734.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7934 | 2052-08-01      | 5.0000%  |  | $628.81            | $627.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  |  | $1890.16           | $1835.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7663 | 2052-09-01      | 5.0000%  |  | $713.63            | $709.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7646 | 2052-08-01      | 5.0000%  |  | $333.33            | $330.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  |  | $520.62            | $516.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  |  | $518.80            | $504.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6369 | 2052-08-01      | 5.0000%  |  | $614.28            | $614.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  |  | $869.98            | $872.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  |  | $632.65            | $635.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  |  | $294.64            | $297.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3903 | 2052-08-01      | 5.0000%  |  | $596.02            | $595.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  |  | $197.02            | $185.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  |  | $388934.10         | $381691.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  |  | $174.87            | $172.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  |  | $322.89            | $322.02            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q20119 G | 2043-07-01      | 4.0000%  |  | $43.59             | $42.08             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q19955 G | 2043-07-01      | 4.0000%  |  | $533705.88         | $515656.01         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q63957 G | 2049-05-01      | 4.5000%  |  | $447568.65         | $438960.11         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P51363 G | 2036-09-01      | 5.5000%  |  | $27.01             | $27.09             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  |  | $128.16            | $120.88            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q17383 G | 2043-04-01      | 4.0000%  |  | $283404.88         | $273608.18         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q20297 G | 2043-07-01      | 4.0000%  |  | $337727.58         | $325573.48         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q07066 G | 2042-03-01      | 4.0000%  |  | $120.59            | $117.08            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  |  | $162067.09         | $156540.30         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q05105 G | 2041-12-01      | 4.0000%  |  | $336827.51         | $324233.23         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q03209 G | 2041-09-01      | 4.0000%  |  | $106.02            | $102.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7186 | 2048-07-01      | 4.5000%  |  | $321.20            | $315.48            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC L10232 G | 2040-06-01      | 5.0000%  |  | $10.91             | $10.81             | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51367 G | 2036-11-01      | 6.0000%  |  | $749.12            | $762.94            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  |  | $50.44             | $50.67             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU9237 | 2038-10-01      | 4.0000%  |  | $525249.64         | $511378.91         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  |  | $169.69            | $163.68            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  |  | $191.63            | $185.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  |  | $160041.52         | $149898.76         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q53638 G | 2048-01-01      | 4.0000%  |  | $442897.61         | $422116.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9632 | 2049-04-01      | 4.5000%  |  | $288.42            | $282.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  |  | $194.48            | $180.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2934 | 2052-11-01      | 5.5000%  |  | $1088693.32        | $1120371.88        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  |  | $210.25            | $206.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX9789 | 2053-04-01      | 6.5000%  |  | $574.56            | $613.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  |  | $538584.01         | $512671.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9785 | 2053-04-01      | 6.0000%  |  | $561.80            | $588.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG4599 | 2053-06-01      | 6.0000%  |  | $655.78            | $685.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  |  | $325782.04         | $338834.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7869 | 2049-04-01      | 4.5000%  |  | $343.50            | $335.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  |  | $539.64            | $503.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8783 | 2055-07-01      | 6.0000%  |  | $989.80            | $1028.93           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q11101 G | 2042-09-01      | 4.0000%  |  | $219.60            | $212.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA1250 | 2049-07-01      | 3.5000%  |  | $267.09            | $248.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA1129 | 2049-07-01      | 4.5000%  |  | $277417.71         | $270631.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA1127 | 2049-07-01      | 3.5000%  |  | $1356350.49        | $1254309.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA0903 | 2049-06-01      | 4.5000%  |  | $338.64            | $329.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0721 | 2049-06-01      | 3.5000%  |  | $290.75            | $270.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  |  | $749.77            | $700.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA0399 | 2049-06-01      | 4.5000%  |  | $294.37            | $287.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0121 | 2049-06-01      | 3.5000%  |  | $2660.02           | $2477.88           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q59245 G | 2048-10-01      | 4.0000%  |  | $250.08            | $238.87            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59891 G | 2048-11-01      | 5.0000%  |  | $658.37            | $663.77            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  |  | $335488.59         | $338141.59         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59887 G | 2048-11-01      | 5.0000%  |  | $759.03            | $764.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $25091579.32       | $25344321.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $82493795.74       | $81835403.60       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0870 M     | 2056-01-20      | 4.5000%  |  | $39616762.80       | $38217498.74       | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59601 G | 2048-11-01      | 5.0000%  |  | $166.75            | $167.13            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  |  | $405389.87         | $396757.09         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  |  | $381.20            | $383.74            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58036 G | 2048-08-01      | 5.0000%  |  | $256.80            | $258.64            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  |  | $272.84            | $275.15            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q56865 G | 2048-06-01      | 4.5000%  |  | $474776.11         | $464215.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA1257 | 2049-07-01      | 3.5000%  |  | $358375.25         | $335418.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  |  | $33088322.49       | $34446487.85       | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1328 G        | 2056-01-01      | 4.5490%  |  | $52865813.10       | $52357461.31       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  |  | $16638396.06       | $16872294.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7563 | 2055-10-01      | 6.0000%  |  | $2982.56           | $3057.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ5628 | 2055-10-01      | 5.0000%  |  | $990.03            | $982.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ4672 | 2055-09-01      | 5.0000%  |  | $2967.33           | $2942.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4960 | 2055-05-01      | 5.0000%  |  | $866.10            | $857.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  |  | $139.46            | $135.25            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q57072 G | 2048-07-01      | 4.0000%  |  | $319965.50         | $304741.57         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q55627 G | 2048-04-01      | 4.0000%  |  | $173.08            | $165.13            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q53142 G | 2047-12-01      | 4.5000%  |  | $345.56            | $338.60            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ9744 C     | 2056-05-20      | 6.0000%  |  | $14666654.00       | $15372144.51       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5661 | 2056-01-01      | 5.0000%  |  | $699846.64         | $695078.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  |  | $555.48            | $572.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1024 | 2054-03-01      | 6.5000%  |  | $1360.48           | $1420.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2843 | 2053-05-01      | 5.5000%  |  | $1024719.93        | $1049888.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2419 | 2053-03-01      | 5.5000%  |  | $349483.20         | $354086.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  |  | $743.63            | $762.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG1652 | 2053-04-01      | 6.0000%  |  | $714.17            | $736.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG1231 | 2053-04-01      | 5.0000%  |  | $742.77            | $741.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  |  | $26.77             | $26.35             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  |  | $199.85            | $205.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $34589616.59       | $35105478.45       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA0555 | 2049-06-01      | 4.5000%  |  | $113.48            | $111.53            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  |  | $397453.24         | $378806.76         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q49665 G | 2047-08-01      | 4.0000%  |  | $273.28            | $261.13            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q48850 G | 2047-06-01      | 3.5000%  |  | $261085.40         | $243746.52         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48678 G | 2047-06-01      | 4.0000%  |  | $520979.64         | $497500.70         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  |  | $252.58            | $235.91            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  |  | $350.92            | $335.40            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48210 G | 2047-05-01      | 4.0000%  |  | $480.33            | $458.88            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48899 G | 2047-06-01      | 4.0000%  |  | $1456188.81        | $1388458.72        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q46150 G | 2047-02-01      | 4.0000%  |  | $58105.69          | $55607.79          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  |  | $190.45            | $186.65            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62386 G | 2049-04-01      | 4.5000%  |  | $146.89            | $142.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  |  | $244.25            | $240.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7198 | 2048-09-01      | 4.5000%  |  | $170.72            | $167.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  |  | $346.89            | $340.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6150 | 2048-08-01      | 4.5000%  |  | $379540.99         | $373023.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  |  | $210.94            | $206.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  |  | $185.49            | $182.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  |  | $320.98            | $314.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBJ7541 | 2048-12-01      | 5.0000%  |  | $459.20            | $461.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ4624 | 2048-02-01      | 4.5000%  |  | $191.24            | $187.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  |  | $290.46            | $285.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3600 | 2048-11-01      | 4.5000%  |  | $491.75            | $482.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  |  | $380.32            | $373.79            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62230 G | 2049-03-01      | 4.5000%  |  | $107.68            | $105.31            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  |  | $362.10            | $344.87            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q39568 G | 2046-03-01      | 4.0000%  |  | $156.74            | $150.19            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q29156 G | 2044-10-01      | 4.0000%  |  | $314.88            | $301.80            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q29169 G | 2044-10-01      | 4.0000%  |  | $110.68            | $106.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  |  | $414388.61         | $424807.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  |  | $11.58             | $12.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL878097 | 2036-04-01      | 6.0000%  |  | $390595.22         | $409674.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL872247 | 2036-05-01      | 6.0000%  |  | $2.18              | $2.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  |  | $6.91              | $7.23              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL850088 | 2035-11-01      | 6.0000%  |  | $245715.38         | $256098.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL850583 | 2036-01-01      | 6.0000%  |  | $17.47             | $18.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  |  | $15.58             | $15.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL848942 | 2036-01-01      | 6.0000%  |  | $2.52              | $2.60              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831440 | 2036-05-01      | 6.0000%  |  | $7.36              | $7.72              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD5192 | 2046-07-01      | 3.5000%  |  | $359515.75         | $334706.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD5353 | 2047-05-01      | 4.0000%  |  | $343.44            | $327.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  |  | $302.35            | $296.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  |  | $234.72            | $218.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  |  | $427.96            | $455.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDA1016 | 2053-08-01      | 5.0000%  |  | $517.27            | $510.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL880829 | 2036-04-01      | 6.0000%  |  | $329831.94         | $345943.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL880422 | 2036-04-01      | 6.0000%  |  | $230579.48         | $239561.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  |  | $22.48             | $23.58             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831276 | 2036-02-01      | 6.0000%  |  | $282246.17         | $295284.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP745962 | 2036-09-01      | 6.0000%  |  | $1.90              | $1.94              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  |  | $393057.79         | $417779.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAZ0842 | 2045-07-01      | 3.5000%  |  | $303818.51         | $282899.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW5818 | 2044-08-01      | 4.0000%  |  | $166.03            | $158.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  |  | $45.32             | $44.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU2598 | 2043-08-01      | 4.0000%  |  | $325557.76         | $313404.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  |  | $111.54            | $108.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS2384 | 2044-05-01      | 4.0000%  |  | $199.70            | $192.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAR9386 | 2043-04-01      | 4.0000%  |  | $453099.89         | $436896.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAR9350 | 2043-02-01      | 4.0000%  |  | $789.19            | $760.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ5707 | 2043-01-01      | 3.5000%  |  | $182.22            | $171.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  |  | $350497.14         | $353597.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2676 | 2042-11-01      | 3.5000%  |  | $433.51            | $407.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  |  | $94.23             | $91.02             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI6963 | 2041-07-01      | 4.5000%  |  | $128.04            | $127.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  |  | $25.14             | $25.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  |  | $306.34            | $286.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  |  | $298.37            | $279.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  |  | $26.19             | $27.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  |  | $39.16             | $40.99             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  |  | $25.72             | $27.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  |  | $26.74             | $28.41             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  |  | $9.53              | $10.15             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  |  | $1459387.24        | $1485269.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  |  | $39532126.31       | $41040935.81       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6695 | 2053-07-01      | 5.5000%  |  | $9113680.53        | $9371923.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3052 | 2049-02-01      | 4.5000%  |  | $4915230.86        | $4815667.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA0872 | 2047-12-01      | 4.5000%  |  | $8575732.40        | $8411267.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY2777 | 2053-06-01      | 5.5000%  |  | $766.97            | $787.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1064 | 2053-04-01      | 5.0000%  |  | $928.69            | $926.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0739 | 2053-05-01      | 5.0000%  |  | $958.64            | $954.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  |  | $488.90            | $500.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  |  | $604.43            | $600.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV9091 | 2052-08-01      | 5.0000%  |  | $948.42            | $940.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV9898 | 2052-05-01      | 4.0000%  |  | $580.42            | $546.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV2618 | 2052-07-01      | 4.5000%  |  | $687.03            | $663.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBT8335 | 2052-08-01      | 5.0000%  |  | $758.98            | $762.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  |  | $243257.81         | $251360.16         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $50236166.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ4234 | 2050-10-01      | 3.0000%  |  | $394.81            | $348.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  |  | $351.16            | $323.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1147 | 2050-01-01      | 3.5000%  |  | $380.72            | $352.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBP1134 | 2050-01-01      | 4.0000%  |  | $429.93            | $410.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  |  | $284372.17         | $270477.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  |  | $536506.20         | $477298.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  |  | $241.52            | $224.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO7794 | 2049-12-01      | 3.5000%  |  | $427377.44         | $395331.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  |  | $402.25            | $384.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  |  | $293.91            | $274.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO0567 | 2049-06-01      | 3.5000%  |  | $39308.66          | $36653.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  |  | $218.69            | $214.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  |  | $299.06            | $301.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  |  | $841.73            | $862.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  |  | $1676.29           | $1675.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1778 | 2053-05-01      | 5.5000%  |  | $700.47            | $718.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0748 | 2053-04-01      | 5.5000%  |  | $4669159.06        | $4802098.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF9073 | 2053-02-01      | 4.5000%  |  | $885.61            | $857.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  |  | $954.64            | $966.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF8289 | 2053-01-01      | 6.5000%  |  | $1117380.35        | $1191602.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  |  | $1723.09           | $1660.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX1274 | 2044-09-01      | 4.0000%  |  | $237.07            | $228.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  |  | $404440.12         | $424551.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  |  | $704.01            | $719.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  |  | $1134679.55        | $1162567.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6336 | 2053-01-01      | 6.0000%  |  | $741.37            | $770.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5614 | 2053-01-01      | 5.5000%  |  | $688.64            | $710.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF5597 | 2053-01-01      | 6.0000%  |  | $1323.09           | $1394.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  |  | $1518.33           | $1588.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  |  | $2345.19           | $2425.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7546 | 2053-02-01      | 5.5000%  |  | $976013.43         | $1001879.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8892 | 2053-03-01      | 5.5000%  |  | $1008672.95        | $1022211.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1538 | 2052-10-01      | 5.0000%  |  | $1570219.14        | $1574007.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1294 | 2052-10-01      | 5.0000%  |  | $469674.66         | $466158.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  |  | $641.53            | $636.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  |  | $999303.85         | $997342.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  |  | $342.03            | $332.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  |  | $650.93            | $653.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0730 | 2052-10-01      | 5.0000%  |  | $937.67            | $936.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  |  | $1057047.81        | $1047859.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $291286.37         | $291809.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  |  | $367516.80         | $340420.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0230 | 2052-09-01      | 5.0000%  |  | $1442844.17        | $1444693.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  |  | $1089808.73        | $1084537.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0861 | 2052-10-01      | 5.0000%  |  | $1558060.62        | $1544517.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0809 | 2052-10-01      | 5.0000%  |  | $692.17            | $686.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0807 | 2052-10-01      | 5.0000%  |  | $1431438.77        | $1437370.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9710 | 2052-09-01      | 5.0000%  |  | $1206780.65        | $1200440.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9582 | 2052-09-01      | 5.0000%  |  | $1099627.02        | $1089468.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9194 | 2052-09-01      | 5.0000%  |  | $940.20            | $937.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  |  | $460.26            | $465.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9124 | 2052-09-01      | 5.0000%  |  | $607.78            | $603.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9074 | 2052-09-01      | 5.0000%  |  | $1244760.80        | $1244946.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  |  | $602.53            | $598.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8789 | 2052-08-01      | 5.0000%  |  | $1000066.20        | $1002675.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8746 | 2052-08-01      | 5.0000%  |  | $1504795.01        | $1503273.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8722 | 2052-08-01      | 5.0000%  |  | $845.30            | $847.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE8679 | 2052-08-01      | 4.0000%  |  | $385.08            | $362.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8316 | 2052-08-01      | 5.0000%  |  | $841.72            | $835.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8232 | 2052-08-01      | 5.0000%  |  | $1913170.43        | $1900478.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8230 | 2052-08-01      | 5.0000%  |  | $1625.03           | $1612.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8194 | 2052-08-01      | 5.0000%  |  | $5578817.31        | $5534470.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8193 | 2052-08-01      | 5.0000%  |  | $1261.07           | $1270.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE6733 | 2052-07-01      | 5.0000%  |  | $1277555.00        | $1270590.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6377 | 2052-07-01      | 4.5000%  |  | $574.53            | $554.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7179 | 2052-08-01      | 5.0000%  |  | $2568.05           | $2548.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7131 | 2052-08-01      | 5.0000%  |  | $2938598.94        | $2960455.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5807 | 2052-07-01      | 5.0000%  |  | $1612083.25        | $1624147.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5512 | 2052-07-01      | 5.0000%  |  | $1004504.92        | $1006666.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5269 | 2052-07-01      | 5.0000%  |  | $811.50            | $809.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  |  | $829273.49         | $831940.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD2809 | 2051-11-01      | 3.0000%  |  | $556117.69         | $493463.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  |  | $1337.55           | $1423.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  |  | $1153765.08        | $1021470.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD1527 | 2051-11-01      | 2.5000%  |  | $1430471.17        | $1239943.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC6994 | 2051-09-01      | 3.0000%  |  | $363818.86         | $323853.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC5295 | 2051-08-01      | 3.0000%  |  | $3615125.53        | $3192204.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB3610 | 2050-09-01      | 2.5000%  |  | $559.08            | $483.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7553 | 2052-08-01      | 5.0000%  |  | $1113599.31        | $1105214.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE7496 | 2052-08-01      | 4.5000%  |  | $772.26            | $750.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7202 | 2052-08-01      | 5.0000%  |  | $896.12            | $890.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA7048 | 2050-02-01      | 3.5000%  |  | $454.15            | $423.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  |  | $1815.01           | $1693.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  |  | $478.36            | $441.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA5867 | 2049-12-01      | 3.5000%  |  | $269401.56         | $249199.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA6204 | 2050-01-01      | 4.0000%  |  | $557.27            | $530.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA6190 | 2050-01-01      | 4.5000%  |  | $488.89            | $477.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  |  | $808.86            | $745.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6177 | 2050-01-01      | 3.5000%  |  | $1294723.85        | $1204276.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA4360 | 2049-10-01      | 4.5000%  |  | $629.08            | $615.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4289 | 2049-11-01      | 3.5000%  |  | $2110912.84        | $1965644.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4446 | 2049-11-01      | 3.5000%  |  | $5903566.14        | $5480990.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DS2126 C     | 2056-05-20      | 5.5000%  |  | $1108626.00        | $1127248.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1070 M     | 2056-04-20      | 5.0000%  |  | $48922096.66       | $48531986.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  |  | $17.35             | $17.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  |  | $12.86             | $13.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  |  | $5.87              | $6.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL868838 | 2036-04-01      | 6.0000%  |  | $44.71             | $46.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  |  | $10.91             | $11.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP871040 | 2037-02-01      | 5.5000%  |  | $7.88              | $7.86              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  |  | $130.20            | $122.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  |  | $840.86            | $793.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8539 | 2049-04-01      | 4.5000%  |  | $238.26            | $233.79            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0744 M     | 2055-11-20      | 4.5000%  |  | $705025.39         | $680107.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0623 M     | 2055-09-20      | 5.5000%  |  | $9440738.61        | $9535833.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX5182 | 2053-03-01      | 5.5000%  |  | $646.67            | $658.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  |  | $366.04            | $378.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  |  | $639.85            | $657.92            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  |  | $252.05            | $240.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  |  | $1392.04           | $1490.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0451 | 2049-06-01      | 3.5000%  |  | $280.57            | $259.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9307 | 2052-09-01      | 5.0000%  |  | $1484315.23        | $1476224.06        | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58368 G | 2048-09-01      | 5.0000%  |  | $1677.16           | $1683.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8165 | 2052-08-01      | 5.0000%  |  | $1084452.66        | $1090335.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $108238134.67      | $107427310.78      | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5749 | 2056-01-01      | 6.0000%  |  | $46227267.80       | $47935904.68       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC9550 | 2051-10-01      | 3.0000%  |  | $3598682.50        | $3226259.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  |  | $557.63            | $572.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  |  | $1880.24           | $1905.12           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  |  | $1070.87           | $1018.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE4395 | 2052-06-01      | 3.5000%  |  | $657.73            | $609.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9763 | 2052-09-01      | 5.0000%  |  | $1526735.05        | $1532113.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  |  | $445919.19         | $449844.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4285 | 2049-11-01      | 3.5000%  |  | $1659384.47        | $1549684.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  |  | $796.09            | $803.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY3476 | 2053-05-01      | 6.0000%  |  | $419.63            | $431.42            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62038 G | 2049-03-01      | 4.0000%  |  | $110.81            | $105.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  |  | $433.69            | $424.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  |  | $243.41            | $260.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  |  | $833.81            | $823.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC1516 | 2046-08-01      | 4.0000%  |  | $174.41            | $166.16            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q47946 G | 2047-05-01      | 4.0000%  |  | $405270.45         | $387478.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6432 | 2053-01-01      | 5.5000%  |  | $424060.59         | $429954.94         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58716 G | 2048-09-01      | 5.0000%  |  | $356.14            | $359.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  |  | $568.09            | $565.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC0590 | 2051-04-01      | 3.0000%  |  | $654.47            | $588.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD7724 | 2046-07-01      | 3.5000%  |  | $242.57            | $225.96            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q49304 G | 2047-07-01      | 4.0000%  |  | $377.23            | $360.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1771 | 2053-05-01      | 5.5000%  |  | $1141548.80        | $1169803.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  |  | $87.95             | $86.47             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE3952 | 2052-06-01      | 5.0000%  |  | $2005.03           | $1994.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG6973 | 2053-07-01      | 6.5000%  |  | $715.64            | $765.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2793 | 2052-11-01      | 5.5000%  |  | $1146.87           | $1182.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7654 | 2053-02-01      | 5.5000%  |  | $824.22            | $848.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  |  | $2850.88           | $2996.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7974 | 2053-03-01      | 5.5000%  |  | $790.60            | $810.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  |  | $346759.21         | $334248.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQB4522 | 2050-10-01      | 3.0000%  |  | $373.11            | $331.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6445 | 2052-09-01      | 5.0000%  |  | $584.62            | $586.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH7668 | 2047-10-01      | 4.5000%  |  | $291.27            | $281.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  |  | $249.04            | $244.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0881 | 2055-12-01      | 5.5000%  |  | $2484.74           | $2505.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  |  | $963.38            | $891.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8142 | 2052-08-01      | 5.0000%  |  | $997544.87         | $1007294.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0307 M     | 2055-04-20      | 5.0000%  |  | $47123364.29       | $46747503.11       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  |  | $14714474.84       | $14968708.27       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8871 | 2052-08-01      | 5.0000%  |  | $949.09            | $945.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6785 | 2049-02-01      | 4.5000%  |  | $210.57            | $206.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4869 | 2053-06-01      | 5.5000%  |  | $604749.70         | $619808.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9300 | 2052-09-01      | 5.0000%  |  | $906.31            | $904.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6910 | 2050-02-01      | 3.5000%  |  | $312.93            | $291.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7822 | 2053-02-01      | 6.0000%  |  | $477594.37         | $499242.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  |  | $387.63            | $401.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2212 | 2055-07-01      | 5.5000%  |  | $23807225.57       | $24144997.20       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB1521 | 2056-05-01      | 5.5000%  |  | $17348921.75       | $17619509.03       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  |  | $64139949.21       | $63628490.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA5866 | 2049-12-01      | 3.5000%  |  | $1162906.49        | $1079617.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE8609 | 2047-03-01      | 4.0000%  |  | $293541.41         | $279417.40         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62244 G | 2049-03-01      | 4.0000%  |  | $476998.07         | $453796.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6331 | 2053-01-01      | 5.5000%  |  | $778.63            | $796.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  |  | $217.97            | $213.30            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M     | 2056-02-20      | 5.0000%  |  | $54713869.61       | $54277575.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8074 | 2052-08-01      | 5.0000%  |  | $1659262.42        | $1660810.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG1633 | 2053-04-01      | 5.0000%  |  | $1171864.38        | $1163097.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  |  | $580.62            | $595.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0007 | 2052-09-01      | 5.0000%  |  | $1984.15           | $1967.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  |  | $455101.01         | $461089.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2948 | 2047-11-01      | 4.0000%  |  | $426921.48         | $406467.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0297 | 2052-09-01      | 5.0000%  |  | $753.89            | $754.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8279 | 2049-05-01      | 4.5000%  |  | $417.18            | $410.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6754 | 2053-01-01      | 6.0000%  |  | $1899.06           | $1961.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX9742 | 2053-04-01      | 4.5000%  |  | $952.19            | $920.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  |  | $322.75            | $301.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  |  | $852.02            | $845.56            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  |  | $204.01            | $194.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  |  | $77.79             | $76.45             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  |  | $313.17            | $290.75            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q52358 G | 2047-11-01      | 4.0000%  |  | $699.37            | $667.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8286 | 2049-11-01      | 3.5000%  |  | $462.70            | $428.22            | Agency Mortgage-Backed Securities |

### Security 139: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.630%, 6/1/2026
- **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: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  |  | $27804.16          | $25334.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $750.69            | $686.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $16242314.96       | $15374668.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4088 | 2052-07-01      | 4.0000%  |  | $757.85            | $717.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $766623.92         | $748037.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  |  | $59709.62          | $47921.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  |  | $62683.86          | $65363.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $123319.70         | $113585.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $191895.13         | $200857.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  |  | $38792.79          | $39651.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $73020357.26       | $74801526.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB6539 | 2054-08-01      | 5.5000%  |  | $47923.76          | $48482.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $700.22            | $729.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8530 | 2055-05-01      | 4.0000%  |  | $701074.24         | $658225.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $63015.20          | $64599.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  |  | $177245.68         | $174940.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  |  | $794.78            | $801.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  |  | $81002.61          | $80155.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  |  | $1832195.71        | $1910504.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $22594.81          | $22786.49          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  |  | $26850.28          | $27997.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $386722.24         | $390003.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $3497359.74        | $3528303.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2155 | 2055-07-01      | 6.0000%  |  | $7917227.12        | $8259050.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2141 | 2055-09-01      | 6.0000%  |  | $21340704.01       | $22224778.24       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2127 | 2055-08-01      | 6.0000%  |  | $14062543.23       | $14698503.00       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2017 | 2055-08-01      | 5.5000%  |  | $945.11            | $961.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1984 | 2055-07-01      | 6.0000%  |  | $848.74            | $873.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  |  | $5973166.78        | $6263651.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1891 | 2055-08-01      | 6.5000%  |  | $22020831.21       | $23167930.57       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1544 | 2054-12-01      | 5.0000%  |  | $888.68            | $883.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  |  | $845.56            | $890.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  |  | $33827886.14       | $35055928.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0904 | 2055-01-01      | 5.5000%  |  | $953.14            | $977.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1672 | 2055-04-01      | 6.5000%  |  | $661.99            | $692.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0658 | 2054-10-01      | 4.5000%  |  | $908.76            | $876.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $16337.91          | $13705.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  |  | $1755607.00        | $1733501.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0866 | 2055-02-01      | 5.5000%  |  | $126668.82         | $129328.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG9577 | 2056-05-01      | 6.0000%  |  | $999.49            | $1040.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9573 | 2056-05-01      | 5.5000%  |  | $999.58            | $1008.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9272 | 2056-03-01      | 5.5000%  |  | $999.06            | $1007.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG9035 | 2056-05-01      | 6.0000%  |  | $999.78            | $1036.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9033 | 2056-05-01      | 5.5000%  |  | $999.32            | $1013.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9011 | 2056-05-01      | 5.5000%  |  | $999.49            | $1014.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  |  | $828.18            | $777.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0952 | 2037-06-01      | 3.0000%  |  | $625.28            | $600.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  |  | $75816.20          | $72671.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0917 | 2037-04-01      | 3.0000%  |  | $539.55            | $520.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1681 | 2054-09-01      | 5.5000%  |  | $1284948.84        | $1315746.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0449 | 2054-10-01      | 5.5000%  |  | $585153.70         | $590120.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0374 | 2054-08-01      | 6.0000%  |  | $386457.60         | $396183.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  |  | $788.42            | $824.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1516004.92        | $1588902.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6318 | 2054-06-01      | 6.5000%  |  | $816.27            | $856.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB4235 | 2054-07-01      | 6.0000%  |  | $2410240.58        | $2515282.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  |  | $13054615.33       | $13266175.53       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0795 | 2055-03-01      | 6.5000%  |  | $707.45            | $737.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1097 | 2055-10-01      | 5.5000%  |  | $1362678.72        | $1389099.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  |  | $3989004.04        | $4058531.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4624 | 2055-08-01      | 5.5000%  |  | $714896.16         | $731305.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6193 | 2056-03-01      | 5.0000%  |  | $1005.69           | $996.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB2490 | 2056-05-01      | 5.0000%  |  | $1147332.00        | $1144361.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ6096 | 2056-03-01      | 6.0000%  |  | $1023.12           | $1049.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA4884 | 2055-11-01      | 6.0000%  |  | $987.82            | $1029.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3536 | 2055-11-01      | 5.0000%  |  | $140976.82         | $139755.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ6331 | 2056-03-01      | 4.5000%  |  | $997.79            | $960.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSL4984 | 2052-06-01      | 4.0000%  |  | $1130.95           | $1077.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $7858.17           | $6965.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2461 | 2051-12-01      | 3.0000%  |  | $693.20            | $618.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $50859.15          | $46828.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $2439.31           | $1961.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8765 | 2052-10-01      | 5.5000%  |  | $650.66            | $671.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  |  | $29666192.09       | $27755369.58       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5778 | 2054-07-01      | 6.0000%  |  | $170710.30         | $175488.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM3769 | 2035-07-01      | 2.5000%  |  | $1554082.95        | $1471909.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $169991.60         | $155189.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $82.86             | $78.39             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7145 | 2034-07-01      | 4.5000%  |  | $264046.83         | $263666.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  |  | $2655973.16        | $2647011.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4436 | 2055-03-01      | 6.5000%  |  | $677.51            | $718.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0752 | 2054-03-01      | 5.5000%  |  | $359.54            | $364.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0627 | 2054-02-01      | 7.0000%  |  | $471770.12         | $504946.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0502 | 2054-07-01      | 7.0000%  |  | $3590238.67        | $3897299.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO5414 | 2049-10-01      | 3.0000%  |  | $1931506.40        | $1729670.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  |  | $1415713.31        | $1389075.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.620 6GZM8956 | 2036-12-01      | 5.6200%  |  | $74.83             | $77.33             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF7042 | 2053-02-01      | 5.0000%  |  | $2367.04           | $2369.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6698 | 2053-02-01      | 5.5000%  |  | $8129631.93        | $8219121.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $415326.49         | $421039.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5439 | 2052-12-01      | 5.5000%  |  | $36354.86          | $37106.49          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  |  | $683691.55         | $707389.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $42323.76          | $44562.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5371 | 2053-01-01      | 5.0000%  |  | $7635849.36        | $7685183.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $607.76            | $494.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6990 | 2050-09-01      | 2.5000%  |  | $373110.31         | $320007.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6903 | 2050-09-01      | 2.0000%  |  | $589.33            | $476.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $624.80            | $510.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA6872 | 2035-08-01      | 2.5000%  |  | $368.12            | $348.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  |  | $3482158.55        | $3005703.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7195 | 2050-09-01      | 2.0000%  |  | $567.39            | $462.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $3438287.84        | $2930708.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $286.98            | $274.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $213993.41         | $201863.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $75284.59          | $73185.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $31983.45          | $30410.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $58007.51          | $51695.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3345 | 2028-04-01      | 3.5000%  |  | $32444.06          | $32341.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3250 | 2028-01-01      | 3.0000%  |  | $26243.58          | $26059.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  |  | $93628.10          | $89161.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $132.33            | $122.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  |  | $34336.11          | $32697.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $265994.53         | $257661.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4723 | 2047-11-01      | 3.5000%  |  | $191.58            | $176.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.440 6GZM9084 | 2037-09-01      | 5.4400%  |  | $59.82             | $61.19             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH8458 | 2054-01-01      | 6.5000%  |  | $595.16            | $622.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $810.24            | $838.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH8914 | 2054-02-01      | 6.0000%  |  | $2343164.88        | $2420092.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $138235.78         | $133039.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7103 | 2053-12-01      | 6.5000%  |  | $677305.90         | $720076.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH4904 | 2053-11-01      | 5.5000%  |  | $699.41            | $705.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4128 | 2053-11-01      | 7.0000%  |  | $6520274.62        | $7007309.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9483 | 2053-08-01      | 6.0000%  |  | $9426762.22        | $9724578.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG5225 | 2053-06-01      | 6.0000%  |  | $697.44            | $720.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA7989 | 2054-01-01      | 7.0000%  |  | $715.25            | $770.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6575 | 2054-04-01      | 5.5000%  |  | $577.34            | $592.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4936 | 2053-10-01      | 7.0000%  |  | $891.27            | $961.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  |  | $498837.53         | $520329.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  |  | $975.51            | $1056.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  |  | $743.95            | $687.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3XSF7003 | 2030-05-01      | 3.0000%  |  | $146.55            | $143.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3PSE9004 | 2049-10-01      | 3.0000%  |  | $110663.22         | $96356.49          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CNRD5102 | 2032-06-01      | 3.0000%  |  | $415.48            | $401.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $340.35            | $321.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CNRD5076 | 2031-12-01      | 2.0000%  |  | $408.88            | $386.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  |  | $781.84            | $684.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  |  | $753.28            | $730.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3068 | 2052-10-01      | 5.0000%  |  | $782.19            | $778.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3040 | 2051-12-01      | 3.0000%  |  | $305642.33         | $270316.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2865 | 2052-09-01      | 5.0000%  |  | $725.89            | $727.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS2769 | 2051-06-01      | 2.0000%  |  | $2233979.10        | $1805735.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $15118.41          | $14199.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2185 | 2052-06-01      | 4.0000%  |  | $748.56            | $708.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS2040 | 2052-02-01      | 2.0000%  |  | $788.03            | $636.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNFS1806 | 2032-05-01      | 2.5000%  |  | $230480.14         | $219889.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7144 | 2055-02-01      | 5.5000%  |  | $901.23            | $913.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  |  | $829.86            | $855.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $793.89            | $787.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8501 | 2054-12-01      | 5.5000%  |  | $143750.88         | $144990.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX6829 | 2055-02-01      | 6.5000%  |  | $458.45            | $481.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3723 | 2055-03-01      | 5.5000%  |  | $9656826.32        | $9819251.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA1657 | 2050-11-01      | 4.0000%  |  | $878.74            | $837.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7858 | 2055-07-01      | 6.0000%  |  | $762.74            | $783.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7995 | 2055-11-01      | 5.5000%  |  | $1936.59           | $1964.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4434 | 2056-01-01      | 5.5000%  |  | $1949.79           | $1975.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG8134 | 2056-04-01      | 6.0000%  |  | $999.10            | $1032.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5973 | 2056-02-01      | 6.0000%  |  | $8956585.77        | $9181787.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9010 | 2056-05-01      | 5.5000%  |  | $999.77            | $1016.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA4118 | 2050-04-01      | 4.0000%  |  | $977.45            | $930.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8944 | 2056-05-01      | 5.5000%  |  | $1024.00           | $1040.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1356 | 2054-04-01      | 6.5000%  |  | $23017604.50       | $24130081.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $385.36            | $356.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1032569.51        | $1029785.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6101 | 2053-08-01      | 5.5000%  |  | $32232.82          | $32629.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG4323 | 2053-06-01      | 6.0000%  |  | $195174.72         | $200735.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  |  | $13808.16          | $14014.71          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7882 | 2053-02-01      | 5.5000%  |  | $731.75            | $751.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM0057 | 2032-05-01      | 2.5000%  |  | $423476.81         | $407979.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA5775 | 2054-10-01      | 4.5000%  |  | $5995414.00        | $5770064.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5627 | 2056-04-01      | 5.0000%  |  | $1062.00           | $1053.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA5497 | 2055-04-01      | 6.5000%  |  | $984.84            | $1042.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5494 | 2055-08-01      | 5.5000%  |  | $989.31            | $1002.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  |  | $126086.00         | $111618.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  |  | $360542.05         | $328612.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3303 | 2055-01-01      | 6.0000%  |  | $909.82            | $937.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  |  | $25330309.11       | $25694857.30       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3168 | 2055-03-01      | 5.0000%  |  | $7976973.81        | $7912183.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3075 | 2054-12-01      | 5.5000%  |  | $877.90            | $894.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3006 | 2054-12-01      | 5.0000%  |  | $22953476.44       | $22775882.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3014 | 2054-12-01      | 5.0000%  |  | $19850865.96       | $19688166.06       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  |  | $70828693.77       | $72250705.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  |  | $51156174.39       | $50657856.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  |  | $686.58            | $658.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $33462.40          | $33621.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $252.23            | $247.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $152.17            | $150.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  |  | $161.17            | $155.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $4512334.33        | $4305178.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM3764 | 2048-04-01      | 4.0000%  |  | $94429.23          | $89932.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM3305 | 2048-01-01      | 4.0000%  |  | $253.45            | $241.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $2858107.33        | $2653644.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  |  | $16300.55          | $15225.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  |  | $4284831.13        | $4082527.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  |  | $107.34            | $103.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $4169261.65        | $3970338.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ7199 | 2048-09-01      | 3.5000%  |  | $666247.94         | $618166.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ2763 | 2048-05-01      | 4.5000%  |  | $78864.62          | $77314.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $35367548.96       | $37286155.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6509 | 2054-08-01      | 6.0000%  |  | $654.05            | $674.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7373 | 2053-02-01      | 6.0000%  |  | $26486304.10       | $27355761.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1601 | 2052-09-01      | 4.5000%  |  | $117189.48         | $113373.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1183 | 2052-01-01      | 3.0000%  |  | $729.31            | $644.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $755.03            | $697.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $28995.52          | $29452.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6293 | 2054-03-01      | 5.5000%  |  | $767.32            | $788.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $5401.73           | $5220.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM8471 | 2036-09-01      | 2.5000%  |  | $4061.61           | $3841.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4391 | 2053-11-01      | 7.0000%  |  | $766.46            | $831.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7139 | 2052-07-01      | 5.0000%  |  | $643.44            | $638.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6303 | 2053-06-01      | 6.0000%  |  | $743.97            | $767.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBJ1428 | 2053-11-01      | 7.0000%  |  | $871.11            | $943.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5163 | 2053-10-01      | 4.5000%  |  | $851.38            | $820.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5288 | 2034-02-01      | 4.5000%  |  | $540105.83         | $541642.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1681 | 2055-02-01      | 6.5000%  |  | $986.27            | $1032.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0259 | 2055-01-01      | 5.5000%  |  | $2070943.27        | $2111783.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0281 | 2055-01-01      | 5.5000%  |  | $445530.57         | $449310.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0219 | 2055-03-01      | 7.0000%  |  | $984.09            | $1059.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0111 | 2055-02-01      | 7.0000%  |  | $707.69            | $762.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  |  | $871972.21         | $909240.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1482512.94        | $1432135.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7394 | 2054-12-01      | 5.5000%  |  | $983.64            | $1008.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  |  | $1036257.03        | $1046926.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  |  | $124020.35         | $131375.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  |  | $820.17            | $815.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6158 | 2052-07-01      | 4.0000%  |  | $73719.47          | $69511.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5811 | 2053-08-01      | 5.5000%  |  | $27413346.15       | $28109858.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $715.00            | $714.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5626 | 2053-08-01      | 5.0000%  |  | $6164.17           | $6115.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5507 | 2051-09-01      | 3.5000%  |  | $32422.89          | $29604.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5460 | 2053-05-01      | 6.0000%  |  | $96635.64          | $100783.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS6259 | 2053-06-01      | 4.5000%  |  | $800.93            | $776.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  |  | $1098796.49        | $1144001.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5230 | 2053-06-01      | 5.5000%  |  | $518412.14         | $525381.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  |  | $361993.90         | $363242.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5088 | 2053-04-01      | 3.5000%  |  | $798.01            | $735.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  |  | $844708.70         | $854791.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4101 | 2055-03-01      | 6.5000%  |  | $737.60            | $778.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD3925 | 2055-03-01      | 7.0000%  |  | $1128116.35        | $1211717.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4441 | 2055-03-01      | 6.5000%  |  | $3129040.73        | $3307573.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD3459 | 2055-02-01      | 7.0000%  |  | $749.43            | $807.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3071 | 2055-03-01      | 6.5000%  |  | $618899.76         | $649595.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3028 | 2055-03-01      | 5.5000%  |  | $1065072.78        | $1086906.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2976 | 2055-02-01      | 6.5000%  |  | $578.31            | $611.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2864 | 2055-02-01      | 6.5000%  |  | $982.55            | $1039.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7798 | 2046-08-01      | 3.0000%  |  | $337171.88         | $303093.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7497 | 2046-07-01      | 3.5000%  |  | $34106033.17       | $31763911.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAS8073 | 2046-10-01      | 2.5000%  |  | $160782.74         | $137992.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $21994695.88       | $19829545.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2773 | 2036-10-01      | 3.0000%  |  | $901140.79         | $853815.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $122710.43         | $113599.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  |  | $30015.63          | $29327.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3508 | 2048-09-01      | 3.0000%  |  | $152.25            | $135.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CVMA2008 | 2029-08-01      | 3.5000%  |  | $42.78             | $42.34             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA1960 | 2034-07-01      | 4.0000%  |  | $189853.90         | $186577.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $53371.01          | $50758.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  |  | $73558.45          | $71592.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1328 | 2043-01-01      | 3.5000%  |  | $145.58            | $136.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  |  | $83.35             | $80.44             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6433 | 2054-04-01      | 5.5000%  |  | $947.53            | $966.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5952 | 2054-08-01      | 6.0000%  |  | $29378.09          | $30649.48          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  |  | $67407.48          | $71273.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5143 | 2054-04-01      | 6.0000%  |  | $71955.98          | $74683.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD5100 | 2052-10-01      | 4.0000%  |  | $828.33            | $780.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  |  | $7870714.09        | $8085393.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD3180 | 2053-06-01      | 6.5000%  |  | $669.07            | $712.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  |  | $91261.56          | $92718.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  |  | $1684.81           | $1413.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD2526 | 2049-08-01      | 4.0000%  |  | $776.72            | $732.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2511 | 2053-04-01      | 5.5000%  |  | $71906.86          | $72675.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD2357 | 2053-02-01      | 6.0000%  |  | $648.54            | $677.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  |  | $799.00            | $728.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $92622.63          | $84397.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  |  | $150246.20         | $143079.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0920 | 2031-12-01      | 4.0000%  |  | $43.86             | $43.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  |  | $40.42             | $40.01             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA0907 | 2041-11-01      | 4.0000%  |  | $56.00             | $54.24             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8133 | 2056-05-01      | 5.5000%  |  | $999.40            | $1015.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8109 | 2056-04-01      | 5.5000%  |  | $999.08            | $1012.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG8105 | 2056-05-01      | 5.0000%  |  | $1007.04           | $997.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG8991 | 2056-05-01      | 4.5000%  |  | $999.39            | $963.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG8969 | 2056-04-01      | 5.0000%  |  | $999.00            | $990.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG8968 | 2056-04-01      | 5.0000%  |  | $999.01            | $990.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7958 | 2056-04-01      | 5.0000%  |  | $998.86            | $991.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG7935 | 2056-05-01      | 5.5000%  |  | $999.18            | $1017.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIDG6620 | 2041-05-01      | 5.5000%  |  | $996.77            | $1024.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG6289 | 2056-05-01      | 6.0000%  |  | $3409214.00        | $3556426.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6228 | 2056-04-01      | 5.5000%  |  | $998.70            | $1026.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG5195 | 2056-04-01      | 5.0000%  |  | $998.88            | $995.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG5176 | 2056-04-01      | 5.0000%  |  | $1022.73           | $1010.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG4599 | 2056-04-01      | 6.0000%  |  | $999.09            | $1051.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS9868 | 2051-12-01      | 4.0000%  |  | $850.13            | $806.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9800 | 2054-11-01      | 5.5000%  |  | $859.07            | $872.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8636 | 2050-06-01      | 5.0000%  |  | $1058563.44        | $1062803.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $80074.93          | $80754.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $631.23            | $509.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6327 | 2053-05-01      | 6.0000%  |  | $676.59            | $699.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH6942 | 2054-01-01      | 6.5000%  |  | $3871334.87        | $4108518.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5774 | 2035-07-01      | 4.5000%  |  | $720.45            | $721.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  |  | $917.34            | $932.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $7653.57           | $7903.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA1122 | 2053-07-01      | 4.0000%  |  | $327420.42         | $308436.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5802 | 2056-01-01      | 4.5000%  |  | $4061416.67        | $3924425.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5793 | 2056-01-01      | 4.5000%  |  | $1980.07           | $1907.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5787 | 2056-01-01      | 6.0000%  |  | $17793468.38       | $18378262.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $824.24            | $836.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $12231214.77       | $11144853.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  |  | $791.57            | $834.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $3626641.34        | $3579306.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  |  | $69942.26          | $70535.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4672 | 2051-10-01      | 2.5000%  |  | $849.44            | $715.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4632 | 2053-05-01      | 5.5000%  |  | $731.08            | $748.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5981 | 2055-06-01      | 6.0000%  |  | $621696.17         | $647973.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5410 | 2055-06-01      | 6.5000%  |  | $878.61            | $920.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5119 | 2055-06-01      | 6.0000%  |  | $908.74            | $947.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY4677 | 2055-06-01      | 6.5000%  |  | $755.63            | $787.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4202 | 2055-06-01      | 6.0000%  |  | $9201.59           | $9542.35           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY4128 | 2055-05-01      | 7.0000%  |  | $461.58            | $493.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3995 | 2055-05-01      | 5.5000%  |  | $913.03            | $923.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3061 | 2055-05-01      | 6.0000%  |  | $566.42            | $580.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB4106 | 2056-06-01      | 5.0000%  |  | $4748563.00        | $4714306.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTB3690 | 2056-05-01      | 6.0000%  |  | $2533000.00        | $2621973.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1177 | 2042-09-01      | 3.5000%  |  | $122.26            | $114.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4343 | 2052-06-01      | 3.5000%  |  | $745.83            | $686.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY1141 | 2055-04-01      | 6.0000%  |  | $1738.64           | $1789.81           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  |  | $972.50            | $961.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  |  | $5923.29           | $5978.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9792 | 2055-03-01      | 6.5000%  |  | $449.49            | $468.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $981.64            | $973.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7524 | 2055-02-01      | 6.5000%  |  | $1629771.85        | $1727663.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7544 | 2055-02-01      | 6.5000%  |  | $983.37            | $1033.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7342 | 2055-02-01      | 6.0000%  |  | $1195961.43        | $1231629.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX8007 | 2055-03-01      | 7.0000%  |  | $982711.47         | $1059125.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2838 | 2052-02-01      | 2.0000%  |  | $740.05            | $605.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  |  | $710.89            | $607.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $27192830.68       | $25679579.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2538 | 2052-01-01      | 2.5000%  |  | $706.10            | $602.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB2481 | 2036-12-01      | 2.5000%  |  | $16809520.51       | $15895157.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $457177.54         | $386061.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  |  | $671.05            | $599.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB1921 | 2051-10-01      | 3.5000%  |  | $4999790.37        | $4615732.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8505 | 2053-09-01      | 5.0000%  |  | $1840.12           | $1823.07           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTB2491 | 2056-05-01      | 5.0000%  |  | $1001.00           | $999.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB1941 | 2056-05-01      | 5.5000%  |  | $1007.00           | $1015.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB2622 | 2056-05-01      | 5.5000%  |  | $5370012.43        | $5424618.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5719 | 2056-01-01      | 5.0000%  |  | $1003.93           | $1002.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5655 | 2056-01-01      | 5.0000%  |  | $1619332.42        | $1610046.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5611 | 2055-12-01      | 5.5000%  |  | $967.66            | $984.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  |  | $809.81            | $737.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $2434.92           | $2418.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  |  | $632012.33         | $576172.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  |  | $2195709.58        | $2182423.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $809.56            | $737.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $959.39            | $927.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $739.15            | $713.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $111245.88         | $105960.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $84147.36          | $70879.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $42822.89          | $37503.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $748.66            | $656.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $25912495.50       | $26429418.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0325 | 2053-11-01      | 6.5000%  |  | $563086.63         | $589847.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  |  | $40909.10          | $40031.55          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  |  | $1612.10           | $1468.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  |  | $66647.56          | $68551.13          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $6639394.34        | $6590428.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFA1447 | 2036-10-01      | 1.5000%  |  | $891.70            | $800.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRQ0043 | 2055-08-01      | 7.0000%  |  | $197170.89         | $209460.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5209 | 2055-06-01      | 6.0000%  |  | $1662.24           | $1704.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  |  | $927.74            | $944.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2771 | 2055-04-01      | 6.5000%  |  | $810.24            | $851.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0213 | 2055-04-01      | 5.0000%  |  | $1011471.85        | $1003589.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9591 | 2055-01-01      | 4.5000%  |  | $833.26            | $806.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB4842 | 2054-11-01      | 6.0000%  |  | $1105013.18        | $1147666.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5509 | 2055-12-01      | 5.0000%  |  | $78418.36          | $77666.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH1046 | 2056-05-01      | 5.5000%  |  | $871389.00         | $878781.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2440 | 2056-04-01      | 5.0000%  |  | $994.68            | $988.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG8141 | 2056-04-01      | 6.0000%  |  | $999.17            | $1037.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4124 | 2052-09-01      | 3.5000%  |  | $989.56            | $909.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG9026 | 2056-05-01      | 5.0000%  |  | $999.32            | $990.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5324 | 2055-12-01      | 6.0000%  |  | $995.74            | $1021.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL5075 | 2056-04-01      | 5.0000%  |  | $5233986.90        | $5176093.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH1559 | 2056-06-01      | 5.5000%  |  | $5011888.00        | $5103544.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKMA4059 | 2050-06-01      | 3.5000%  |  | $130.60            | $118.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $756.66            | $691.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7477 | 2030-06-01      | 3.0000%  |  | $69.34             | $67.76             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CT985938 | 2028-05-01      | 5.5000%  |  | $40180.89          | $40569.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  |  | $17685.23          | $16819.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAB6667 | 2042-10-01      | 2.5000%  |  | $39038.30          | $34446.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP1083 | 2042-08-01      | 3.5000%  |  | $639090.21         | $599878.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ6197 | 2041-12-01      | 3.5000%  |  | $75.57             | $71.31             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $4565300.16        | $4299390.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0675 | 2055-01-01      | 6.5000%  |  | $761.18            | $803.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0620 | 2055-03-01      | 5.5000%  |  | $976496.30         | $994117.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSL0414 | 2052-03-01      | 2.0000%  |  | $88567.32          | $72237.77          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0356 | 2054-12-01      | 5.0000%  |  | $904.89            | $899.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $1599.57           | $1347.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $785.54            | $631.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $1037.05           | $833.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $215781.54         | $217660.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  |  | $571.43            | $586.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  |  | $892.32            | $837.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $6817909.92        | $5502138.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7303 | 2053-10-01      | 5.5000%  |  | $795.91            | $819.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  |  | $812.26            | $828.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7289 | 2053-10-01      | 5.0000%  |  | $726.77            | $727.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  |  | $730.59            | $750.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  |  | $2398545.58        | $2505726.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  |  | $19497256.05       | $20167487.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6703 | 2053-07-01      | 6.5000%  |  | $607.35            | $648.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6634 | 2053-06-01      | 5.5000%  |  | $7013647.08        | $7199682.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  |  | $802.19            | $813.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6312 | 2053-05-01      | 5.0000%  |  | $777.04            | $773.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5403 | 2054-08-01      | 6.0000%  |  | $17507190.00       | $18101115.59       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTB0249 | 2056-04-01      | 6.0000%  |  | $997.07            | $1039.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9496 | 2056-03-01      | 5.5000%  |  | $998.04            | $1014.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3841 | 2056-01-01      | 5.0000%  |  | $1151831.20        | $1141409.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA2220 | 2056-01-01      | 5.5000%  |  | $1027933.57        | $1043963.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0633 | 2055-11-01      | 5.5000%  |  | $994.67            | $1022.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5661 | 2054-11-01      | 5.5000%  |  | $799.95            | $810.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  |  | $624430.75         | $629728.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $3741362.03        | $3773102.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  |  | $933161.66         | $941078.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4616 | 2047-11-01      | 3.5000%  |  | $254383.58         | $233929.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $295.22            | $289.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM1562 | 2046-08-01      | 3.5000%  |  | $154027.24         | $141451.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $418.13            | $393.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZL0131 | 2035-08-01      | 3.5000%  |  | $172.50            | $166.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9341 | 2033-03-01      | 3.0000%  |  | $148.55            | $143.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9066 | 2032-11-01      | 3.0000%  |  | $202.73            | $196.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9056 | 2032-11-01      | 3.0000%  |  | $170.51            | $164.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK9054 | 2032-11-01      | 3.0000%  |  | $173.08            | $167.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7819 | 2030-11-01      | 3.0000%  |  | $88.79             | $86.88             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7288 | 2030-04-01      | 3.0000%  |  | $76.67             | $75.27             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $229896.09         | $214497.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  |  | $21288716.42       | $19847432.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0127 | 2056-06-01      | 5.0000%  |  | $14073180.00       | $13889495.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  |  | $1021.74           | $1065.47           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0120 | 2056-05-01      | 6.0000%  |  | $2004.11           | $2054.50           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  |  | $547891.62         | $540740.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  |  | $1008.78           | $970.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $954.72            | $962.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  |  | $44135958.32       | $43559890.89       | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G18536 G | 2030-01-01      | 2.5000%  |  | $66767.88          | $65049.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI7571 | 2054-06-01      | 6.5000%  |  | $392798.78         | $418101.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI5955 | 2054-05-01      | 6.0000%  |  | $639.93            | $659.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 ZLSI2038 | 2050-07-01      | 2.0000%  |  | $723148.53         | $586123.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  |  | $3332385.75        | $3387952.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $684559.59         | $718405.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $6492428.52        | $6583976.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  |  | $811.03            | $785.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $1953076.85        | $1956586.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0841 | 2053-05-01      | 5.5000%  |  | $728.77            | $739.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $153859.57         | $152490.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH8672 | 2054-01-01      | 6.0000%  |  | $2507125.24        | $2596332.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8133 | 2036-12-01      | 2.5000%  |  | $541.54            | $511.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $256735.35         | $231979.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $833.40            | $861.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  |  | $210108.04         | $193609.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $12155189.00       | $13185638.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $886622.63         | $747533.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $3495675.14        | $3477976.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  |  | $3316626.03        | $3292507.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $58820.97          | $53596.33          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $27124.65          | $26937.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $11045.96          | $10387.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $15914.63          | $13402.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  |  | $760.48            | $640.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $511974.77         | $448271.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $788.90            | $664.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $782.71            | $660.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $1561.43           | $1255.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $80195.38          | $73092.49          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $69523.67          | $60873.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3345 | 2055-11-01      | 6.0000%  |  | $2755462.08        | $2846661.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIDF2746 | 2041-02-01      | 4.5000%  |  | $871176.36         | $864938.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9913 | 2055-11-01      | 5.5000%  |  | $6006282.85        | $6057238.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9672 | 2055-10-01      | 6.5000%  |  | $586558.71         | $615827.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9408 | 2055-09-01      | 6.5000%  |  | $2880415.73        | $3003526.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $761.93            | $809.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB9361 | 2043-05-01      | 3.5000%  |  | $160.83            | $150.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ0858 | 2045-07-01      | 3.5000%  |  | $3194781.32        | $2989009.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8322 | 2046-03-01      | 3.5000%  |  | $191.08            | $178.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  |  | $736.56            | $746.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9848 | 2053-09-01      | 5.5000%  |  | $810.13            | $823.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL6940 | 2045-06-01      | 3.5000%  |  | $173.44            | $162.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG7754 | 2053-08-01      | 5.5000%  |  | $859.19            | $871.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8314 | 2046-11-01      | 3.0000%  |  | $30342313.91       | $27225318.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX0086 | 2052-10-01      | 4.5000%  |  | $746.24            | $723.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4131 | 2053-07-01      | 5.0000%  |  | $759.04            | $752.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1957 | 2054-07-01      | 5.5000%  |  | $18074571.99       | $18377244.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  |  | $1370.83           | $1291.63           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7563 | 2031-12-01      | 3.0000%  |  | $53.65             | $52.49             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7874 | 2046-09-01      | 3.0000%  |  | $16973220.01       | $15229515.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL5252 | 2056-05-01      | 5.5000%  |  | $1029.00           | $1051.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL5245 | 2056-06-01      | 5.0000%  |  | $10033800.00       | $9972311.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5891 | 2045-11-01      | 5.5000%  |  | $897.73            | $913.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  |  | $308443.04         | $321626.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6225 | 2056-03-01      | 5.5000%  |  | $6454034.62        | $6570528.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5194 | 2055-11-01      | 5.0000%  |  | $2012.98           | $2001.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5129 | 2055-10-01      | 6.0000%  |  | $921.91            | $957.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  |  | $45202424.61       | $46018182.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5088 | 2055-11-01      | 5.5000%  |  | $39698058.42       | $40274266.92       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5085 | 2055-10-01      | 5.5000%  |  | $1971.53           | $2008.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5081 | 2054-12-01      | 5.0000%  |  | $1004.73           | $998.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4940 | 2056-04-01      | 5.0000%  |  | $9342449.31        | $9244642.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA4883 | 2055-11-01      | 6.0000%  |  | $989.60            | $1032.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4797 | 2051-08-01      | 3.0000%  |  | $1009.98           | $898.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4795 | 2052-06-01      | 3.0000%  |  | $2893300.59        | $2581397.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4816 | 2056-03-01      | 5.0000%  |  | $16499213.70       | $16379180.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4755 | 2054-05-01      | 5.5000%  |  | $974.29            | $985.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3767 | 2050-10-01      | 6.0000%  |  | $879.82            | $902.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV0811 | 2052-01-01      | 3.5000%  |  | $2009676.89        | $1832628.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $58462.83          | $49295.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8252 | 2052-02-01      | 2.0000%  |  | $1807379.18        | $1476331.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA4752 | 2055-03-01      | 6.5000%  |  | $927.57            | $967.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4707 | 2052-05-01      | 3.0000%  |  | $985.05            | $865.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  |  | $984.18            | $904.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA5387 | 2053-09-01      | 4.5000%  |  | $5817877.37        | $5669393.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFA5205 | 2037-03-01      | 3.0000%  |  | $743781.86         | $710982.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5292 | 2056-04-01      | 5.5000%  |  | $11135250.64       | $11296965.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4200 | 2056-01-01      | 5.0000%  |  | $1002.66           | $993.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA4150 | 2055-12-01      | 6.0000%  |  | $997.91            | $1023.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA4127 | 2055-12-01      | 4.5000%  |  | $967.54            | $936.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL5240 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1013.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL5143 | 2050-02-01      | 3.0000%  |  | $7462440.62        | $6677349.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL4925 | 2054-05-01      | 4.5000%  |  | $992.15            | $964.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL4770 | 2052-06-01      | 3.0000%  |  | $9608431.08        | $8489138.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4517 | 2056-01-01      | 5.5000%  |  | $1018.29           | $1044.57           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL5398 | 2055-04-01      | 6.0000%  |  | $2008.00           | $2092.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4294 | 2056-02-01      | 5.0000%  |  | $989.92            | $980.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4227 | 2056-02-01      | 5.5000%  |  | $987.21            | $999.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3975 | 2056-01-01      | 5.0000%  |  | $1018.67           | $1008.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3908 | 2056-01-01      | 5.0000%  |  | $962.45            | $955.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9513 | 2053-03-01      | 5.5000%  |  | $734.33            | $744.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $72063.54          | $71317.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9041 | 2053-04-01      | 5.0000%  |  | $39867.59          | $39546.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7316 | 2053-07-01      | 6.5000%  |  | $106867.27         | $112401.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6971 | 2053-02-01      | 5.5000%  |  | $790.45            | $802.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6778 | 2053-03-01      | 5.5000%  |  | $804.19            | $831.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6116 | 2053-01-01      | 6.0000%  |  | $10493544.07       | $10872294.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $24813.15          | $26758.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4083 | 2053-02-01      | 6.0000%  |  | $854.64            | $899.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3814 | 2053-02-01      | 6.0000%  |  | $2044432.58        | $2100892.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX3658 | 2052-12-01      | 5.5000%  |  | $2207098.91        | $2259247.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX1133 | 2052-11-01      | 4.5000%  |  | $709.60            | $686.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1107 | 2052-10-01      | 5.5000%  |  | $547.85            | $560.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $831614.01         | $728171.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1600249.11        | $1288729.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB0630 | 2036-05-01      | 2.0000%  |  | $528.16            | $486.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  |  | $651.43            | $559.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $2876314.73        | $2572873.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0454 | 2051-05-01      | 2.5000%  |  | $674.49            | $573.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0235 | 2051-04-01      | 2.0000%  |  | $155059.27         | $125957.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  |  | $289184.64         | $243314.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  |  | $57810.95          | $51947.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $21657.33          | $20467.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $749.90            | $758.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $216565.42         | $223856.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  |  | $960.71            | $983.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  |  | $837.14            | $786.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  |  | $104090.34         | $103033.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $25997093.89       | $26746139.50       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $1162.88           | $1193.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $9920.49           | $10031.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $829.17            | $759.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $1584.27           | $1572.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $71195298.85       | $73182834.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $68710025.07       | $69491655.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $1598.08           | $1585.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $705.79            | $714.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  |  | $525.24            | $541.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $669.01            | $676.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $709.92            | $720.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ4356 | 2055-06-01      | 5.0000%  |  | $999.30            | $993.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1831 | 2055-05-01      | 6.5000%  |  | $16046285.91       | $16732113.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE7459 | 2055-09-01      | 5.0000%  |  | $11102186.87       | $10966616.83       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  |  | $965.06            | $994.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  |  | $868.28            | $861.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3010 | 2055-02-01      | 6.0000%  |  | $871.16            | $914.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  |  | $9339.07           | $9271.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY2321 | 2055-05-01      | 5.5000%  |  | $775.53            | $782.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $5390566.93        | $5436299.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2886 | 2055-03-01      | 7.0000%  |  | $686.81            | $737.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1696 | 2055-12-01      | 5.5000%  |  | $5481893.84        | $5588181.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7399 | 2055-12-01      | 5.0000%  |  | $2975.31           | $2949.54           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1774 | 2037-03-01      | 2.0000%  |  | $937.29            | $865.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9030 | 2056-05-01      | 5.5000%  |  | $999.32            | $1015.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3257 | 2055-11-01      | 5.0000%  |  | $984.50            | $977.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTB2545 | 2056-05-01      | 6.5000%  |  | $1999.80           | $2095.69           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8026 | 2033-05-01      | 3.5000%  |  | $121.29            | $118.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $377395.37         | $305525.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2912 | 2054-09-01      | 6.5000%  |  | $824343.19         | $876485.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  |  | $137174.35         | $110331.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3215 | 2037-12-01      | 3.5000%  |  | $137.79            | $132.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6071 | 2053-04-01      | 5.5000%  |  | $12062.76          | $12388.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $34836887.01       | $33682044.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $502089.17         | $486269.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $24056344.64       | $24266279.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  |  | $891.87            | $915.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $19321705.99       | $19984878.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2620 | 2052-08-01      | 5.0000%  |  | $713.87            | $709.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $6326797.68        | $5887478.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB0478 | 2036-05-01      | 2.0000%  |  | $92192.35          | $84732.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $21591752.74       | $22294883.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $1323965.03        | $1132201.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $158.03            | $156.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  |  | $9026.98           | $8687.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $799.61            | $806.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA9699 | 2054-02-01      | 7.0000%  |  | $236.96            | $253.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7049500.02        | $6589253.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  |  | $109758.76         | $104034.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8608 | 2053-08-01      | 6.0000%  |  | $612.82            | $631.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  |  | $7246.31           | $6602.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSL3842 | 2053-02-01      | 4.0000%  |  | $851649.54         | $804875.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC2447 | 2056-04-01      | 5.5000%  |  | $1012.02           | $1020.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2361 | 2056-04-01      | 5.0000%  |  | $9059021.54        | $9050758.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2329 | 2056-04-01      | 5.0000%  |  | $1020.54           | $1014.49           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  |  | $542.16            | $497.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $662.88            | $560.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $5214.53           | $4407.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  |  | $616.77            | $521.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8706 | 2055-09-01      | 6.5000%  |  | $991907.95         | $1050891.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8003 | 2055-09-01      | 6.0000%  |  | $2852217.65        | $2957854.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4781 | 2055-08-01      | 6.5000%  |  | $1219737.79        | $1292270.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE3424 | 2055-06-01      | 7.0000%  |  | $569.46            | $606.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE3307 | 2055-07-01      | 7.0000%  |  | $990.72            | $1065.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  |  | $989.83            | $1057.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE0147 | 2055-05-01      | 7.0000%  |  | $836.71            | $900.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9902 | 2055-07-01      | 5.5000%  |  | $407770.35         | $411229.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD9270 | 2055-05-01      | 7.0000%  |  | $807.89            | $865.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD9823 | 2055-05-01      | 7.0000%  |  | $833.91            | $898.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0355 | 2035-06-01      | 3.5000%  |  | $190.66            | $185.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0222 | 2034-11-01      | 3.0000%  |  | $246.92            | $237.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0015 | 2033-06-01      | 3.5000%  |  | $145303.52         | $142595.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNSA0088 | 2032-01-01      | 1.5000%  |  | $710.96            | $667.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CNSA0045 | 2032-09-01      | 2.5000%  |  | $513.23            | $488.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1970 | 2033-04-01      | 3.5000%  |  | $181.57            | $178.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1989 | 2033-01-01      | 3.5000%  |  | $175.94            | $172.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0104 | 2053-11-01      | 6.5000%  |  | $350.26            | $370.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL849300 | 2036-02-01      | 6.0000%  |  | $24241.96          | $25415.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 KL793282 | 2034-05-01      | 5.5000%  |  | $115.40            | $115.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL740320 | 2033-10-01      | 4.5000%  |  | $11.75             | $11.69             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL725027 | 2033-11-01      | 5.0000%  |  | $31976.50          | $32392.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL725424 | 2034-04-01      | 5.5000%  |  | $5.59              | $5.69              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $522872.15         | $487849.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAW3585 | 2044-06-01      | 3.5000%  |  | $1980287.47        | $1854426.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $208.94            | $190.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $9423087.24        | $8839036.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3174 | 2043-05-01      | 3.0000%  |  | $1816977.49        | $1662069.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3916 | 2056-01-01      | 5.5000%  |  | $1004.11           | $1021.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9953 | 2047-07-01      | 3.5000%  |  | $152.40            | $141.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9487 | 2047-05-01      | 4.0000%  |  | $20292.67          | $19337.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  |  | $831.30            | $843.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $1805.35           | $1832.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2469 | 2054-09-01      | 6.5000%  |  | $640.06            | $675.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2417 | 2054-09-01      | 5.5000%  |  | $917.81            | $934.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ2235 | 2054-08-01      | 7.0000%  |  | $765.19            | $823.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  |  | $30758316.28       | $32587192.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2201 | 2054-08-01      | 5.5000%  |  | $16996494.78       | $17282423.04       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1972 | 2054-07-01      | 6.0000%  |  | $715.25            | $737.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  |  | $963218.84         | $1010931.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $30612668.21       | $31030646.79       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $1398.02           | $1437.81           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2742 | 2054-11-01      | 5.5000%  |  | $1778.18           | $1811.06           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  |  | $1519.08           | $1567.85           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $18750639.51       | $18081485.44       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  |  | $694.88            | $636.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  |  | $718.19            | $634.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA6531 | 2052-01-01      | 3.5000%  |  | $263652.72         | $241949.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  |  | $738.04            | $676.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7184 | 2052-04-01      | 4.0000%  |  | $717.43            | $677.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3935 | 2050-11-01      | 2.5000%  |  | $547.54            | $465.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  |  | $401.20            | $359.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA2588 | 2050-05-01      | 2.0000%  |  | $17732180.99       | $14507363.22       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  |  | $417.65            | $365.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIQN6652 | 2031-06-01      | 2.5000%  |  | $405.49            | $390.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ9071 | 2054-11-01      | 4.5000%  |  | $871.60            | $846.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8451 | 2054-11-01      | 4.5000%  |  | $792.11            | $767.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  |  | $6736.82           | $6887.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ2138 | 2054-08-01      | 5.0000%  |  | $828.66            | $820.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLMA5872 | 2055-10-01      | 7.5000%  |  | $153540.48         | $164906.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  |  | $802.55            | $809.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  |  | $876.11            | $913.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0044 | 2055-08-01      | 4.5000%  |  | $322.92            | $317.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE9653 | 2047-07-01      | 4.0000%  |  | $132.87            | $126.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3701 | 2047-06-01      | 4.5000%  |  | $206.57            | $202.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2080896.61        | $1982499.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $30492.49          | $29347.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  |  | $54560931.42       | $49046476.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0167 | 2046-01-01      | 3.5000%  |  | $82339.97          | $76825.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBA1907 | 2045-08-01      | 3.0000%  |  | $274129.16         | $248219.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  |  | $1904616.14        | $1902856.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  |  | $773.65            | $748.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8300 | 2046-11-01      | 3.0000%  |  | $14301577.69       | $12868678.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $50282.27          | $49116.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $23537.17          | $23284.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $818.74            | $717.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  |  | $5834621.94        | $5640562.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0701 | 2052-10-01      | 5.0000%  |  | $4609218.11        | $4595196.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  |  | $300.19            | $285.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $18384.28          | $16754.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $19514611.61       | $19680169.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3584 | 2052-05-01      | 3.0000%  |  | $215884.21         | $189820.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4136 | 2055-09-01      | 5.5000%  |  | $989788.93         | $1001380.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4800 | 2055-09-01      | 6.0000%  |  | $951.45            | $991.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2730 | 2055-01-01      | 5.5000%  |  | $769613.59         | $776142.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3897 | 2055-04-01      | 6.0000%  |  | $283915.91         | $293720.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6055 | 2055-06-01      | 6.5000%  |  | $791.25            | $839.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  |  | $851948.78         | $776497.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9449 | 2055-04-01      | 5.5000%  |  | $1887.42           | $1935.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0126 | 2056-06-01      | 4.5000%  |  | $1093.00           | $1051.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG4099 | 2056-04-01      | 4.5000%  |  | $998.84            | $969.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL5006 | 2052-05-01      | 2.5000%  |  | $1005.21           | $853.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $9415991.95        | $9293093.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA6042 | 2046-04-01      | 5.0000%  |  | $799820.07         | $801151.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $1555770.41        | $1605714.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $1039738.33        | $1078821.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $60630.88          | $57301.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5538 | 2036-02-01      | 2.0000%  |  | $493.55            | $454.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  |  | $3062621.20        | $2746397.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7210 | 2030-07-01      | 3.0000%  |  | $73.08             | $71.71             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7465 | 2031-07-01      | 3.0000%  |  | $109.13            | $106.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $9743592.66        | $9137689.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $184.68            | $178.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  |  | $75644.11          | $70940.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  |  | $2423041.07        | $2566643.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU5148 | 2054-10-01      | 6.5000%  |  | $747.19            | $791.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 ZLFP0085 | 2051-04-01      | 3.5000%  |  | $764.32            | $714.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $893072.17         | $934572.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8694 | 2033-04-01      | 3.5000%  |  | $89.43             | $87.57             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $30457.67          | $29759.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0964 | 2046-12-01      | 3.5000%  |  | $117339.09         | $106927.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $19301513.69       | $19465263.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  |  | $887.29            | $902.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0041 | 2054-03-01      | 6.0000%  |  | $811.37            | $844.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ8634 | 2055-11-01      | 5.5000%  |  | $1585957.95        | $1617643.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7854 | 2055-11-01      | 5.5000%  |  | $6944663.52        | $7075318.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  |  | $973.73            | $986.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQZ5654 | 2055-09-01      | 7.5000%  |  | $994.88            | $1087.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ5512 | 2055-10-01      | 6.5000%  |  | $970.74            | $1012.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ5423 | 2055-09-01      | 6.5000%  |  | $999.48            | $1061.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ4636 | 2055-10-01      | 5.0000%  |  | $993.28            | $982.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4290 | 2055-10-01      | 5.5000%  |  | $606072.12         | $620261.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ3878 | 2055-09-01      | 6.5000%  |  | $898892.78         | $937398.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2614 | 2052-08-01      | 5.0000%  |  | $694.68            | $697.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  |  | $705.23            | $706.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1585 | 2052-04-01      | 4.0000%  |  | $546.40            | $514.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1454 | 2052-04-01      | 3.5000%  |  | $73565.72          | $67547.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $740.07            | $679.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  |  | $3372321.29        | $3532856.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $4793348.46        | $4810757.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  |  | $80841.44          | $78120.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $1733649.70        | $1836121.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5853 | 2053-03-01      | 6.0000%  |  | $699.93            | $732.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $36888162.74       | $35634924.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5652 | 2053-02-01      | 6.0000%  |  | $76774.11          | $79052.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  |  | $16133224.77       | $16890835.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2217 | 2056-03-01      | 5.0000%  |  | $990.53            | $983.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2012 | 2056-01-01      | 5.0000%  |  | $6026.69           | $5978.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2626 | 2056-05-01      | 5.0000%  |  | $1020.48           | $1011.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1550 | 2055-11-01      | 6.5000%  |  | $42050345.88       | $44259946.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1529 | 2054-05-01      | 6.0000%  |  | $642.82            | $666.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $29930.23          | $28502.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I5BF0494 | 2049-04-01      | 3.5000%  |  | $271.38            | $252.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1345894.81        | $1206231.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $340198.97         | $327404.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $1831768.08        | $1653337.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $139457.48         | $144050.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1116237.33        | $1136483.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1033680.92        | $1074796.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5021 | 2054-09-01      | 4.5000%  |  | $2565664.48        | $2485882.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4938 | 2054-08-01      | 6.5000%  |  | $574.24            | $610.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4936 | 2054-08-01      | 6.5000%  |  | $784.98            | $829.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9085 | 2052-08-01      | 5.0000%  |  | $663.34            | $660.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  |  | $4109023.33        | $4074667.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE8087 | 2052-06-01      | 4.0000%  |  | $4379129.56        | $4129191.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE1248 | 2052-05-01      | 4.0000%  |  | $777.26            | $730.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD6216 | 2052-02-01      | 3.0000%  |  | $64120.24          | $56635.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $674.09            | $576.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2516037.78        | $2165766.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  |  | $8907646.88        | $7979294.89        | Agency Mortgage-Backed Securities  |
| FMAC 05.875 FRPC G80376 G | 2038-12-01      | 5.8750%  |  | $717.83            | $731.84            | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  |  | $131.55            | $138.81            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  |  | $2436588.66        | $2389477.22        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49036 G | 2047-07-01      | 4.0000%  |  | $2744991.72        | $2619721.59        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46715 G | 2047-03-01      | 4.0000%  |  | $2556221.94        | $2442416.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBX0516 | 2052-10-01      | 4.0000%  |  | $799.39            | $753.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $85099.29          | $86188.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  |  | $1428190.75        | $1433073.58        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U99117 G | 2045-02-01      | 4.0000%  |  | $1086.87           | $1048.45           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  |  | $1327934.77        | $1319932.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3242 | 2055-01-01      | 5.5000%  |  | $989.55            | $1003.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX3521 | 2054-12-01      | 6.5000%  |  | $65446.52          | $68243.74          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX1530 | 2054-12-01      | 6.0000%  |  | $909407.40         | $951595.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX0553 | 2054-12-01      | 6.0000%  |  | $754.52            | $773.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $84237.59          | $83671.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAE0028 | 2039-10-01      | 6.0000%  |  | $13.07             | $13.74             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CLAD0273 | 2032-10-01      | 8.5000%  |  | $31.10             | $32.35             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CLAD0270 | 2033-04-01      | 8.0000%  |  | $25.60             | $26.77             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0163 | 2034-11-01      | 6.0000%  |  | $37.93             | $39.04             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6434 | 2055-02-01      | 5.5000%  |  | $896.27            | $908.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $24.25             | $25.76             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA6079 | 2056-06-01      | 5.0000%  |  | $1024.00           | $1010.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLMA6102 | 2056-05-01      | 7.0000%  |  | $764524.07         | $812177.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA6054 | 2056-05-01      | 5.5000%  |  | $1021.05           | $1029.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA6052 | 2056-05-01      | 4.5000%  |  | $2045.95           | $1969.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3751 | 2055-12-01      | 5.0000%  |  | $983.98            | $975.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0063 | 2055-11-01      | 5.0000%  |  | $2883631.16        | $2845993.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  |  | $1004.71           | $991.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6838 | 2056-06-01      | 5.5000%  |  | $1024.00           | $1048.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6555 | 2056-05-01      | 5.5000%  |  | $1008.00           | $1016.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6442 | 2056-04-01      | 5.0000%  |  | $2043.38           | $2031.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6441 | 2056-04-01      | 5.5000%  |  | $1017.11           | $1041.74           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CNRD0018 | 2032-01-01      | 2.0000%  |  | $248.17            | $237.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6524 | 2053-12-01      | 6.5000%  |  | $715.32            | $764.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  |  | $10955040.71       | $11334760.68       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7274 | 2053-02-01      | 6.0000%  |  | $2814084.00        | $2943238.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $60851667.38       | $62306556.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  |  | $1656.66           | $1332.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $21480.26          | $19572.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  |  | $621.04            | $525.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ0835 | 2054-02-01      | 5.5000%  |  | $902.99            | $918.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2002 | 2048-07-01      | 4.0000%  |  | $627375.98         | $597572.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7561 | 2047-04-01      | 3.5000%  |  | $24662320.37       | $23133952.52       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7082 | 2052-09-01      | 3.5000%  |  | $499438.19         | $455438.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3XSF7004 | 2029-06-01      | 4.0000%  |  | $171.41            | $171.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV5370 | 2052-04-01      | 2.5000%  |  | $808.63            | $682.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  |  | $344259.07         | $339807.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5837 | 2056-01-01      | 5.5000%  |  | $2836.86           | $2874.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB0698 | 2056-04-01      | 5.5000%  |  | $999.10            | $1017.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $167736.93         | $172526.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  |  | $1142323.36        | $984034.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  |  | $37302.44          | $31384.42          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.460 6GZM9157 | 2037-08-01      | 5.4600%  |  | $53.89             | $55.42             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  |  | $20170.77          | $20749.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9798 | 2054-11-01      | 5.0000%  |  | $36239.66          | $35954.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY9132 | 2055-08-01      | 5.5000%  |  | $973.15            | $995.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5748 | 2035-06-01      | 4.5000%  |  | $738.31            | $739.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1836 | 2054-05-01      | 6.0000%  |  | $835.57            | $864.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4997 | 2055-10-01      | 5.5000%  |  | $858.58            | $865.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $1619.45           | $1633.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8676 | 2055-09-01      | 6.5000%  |  | $1516882.04        | $1607082.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9587 | 2055-01-01      | 5.5000%  |  | $4236299.01        | $4297249.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB4165 | 2056-06-01      | 5.5000%  |  | $1000.00           | $1027.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4143 | 2055-12-01      | 5.5000%  |  | $1005.07           | $1018.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $866.68            | $877.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $438.99            | $403.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7529 | 2050-10-01      | 2.5000%  |  | $697.90            | $585.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4524 | 2048-07-01      | 4.0000%  |  | $14375381.88       | $13690339.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD7528 | 2050-11-01      | 2.0000%  |  | $6448.13           | $5285.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $850.70            | $872.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1346 | 2053-09-01      | 6.5000%  |  | $569.35            | $598.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8698 | 2033-05-01      | 3.5000%  |  | $84.10             | $82.37             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4593 | 2054-05-01      | 6.0000%  |  | $703.64            | $722.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $803919.42         | $838622.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU3612 | 2051-11-01      | 4.0000%  |  | $1631947.53        | $1536064.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7774 | 2052-08-01      | 4.5000%  |  | $740.62            | $719.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7671 | 2052-07-01      | 4.5000%  |  | $726.07            | $705.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  |  | $609845.93         | $641281.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  |  | $53.14             | $51.43             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $82760.43          | $78717.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $815697.19         | $769282.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  |  | $198.51            | $200.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH5542 | 2041-01-01      | 3.5000%  |  | $58475.40          | $54998.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL602615 | 2031-10-01      | 7.0000%  |  | $36406.86          | $38676.12          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5180 | 2049-12-01      | 3.0000%  |  | $19831343.21       | $17705390.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI8216 | 2054-06-01      | 5.5000%  |  | $724.09            | $732.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4299 | 2053-04-01      | 5.5000%  |  | $749.40            | $759.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4205 | 2053-03-01      | 2.5000%  |  | $856.99            | $721.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL9188 | 2046-09-01      | 4.0000%  |  | $224.86            | $214.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL7936 | 2045-09-01      | 4.5000%  |  | $5178.42           | $5093.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  |  | $812800.15         | $784109.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  |  | $221230.43         | $232800.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $4744477.25        | $4335385.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL1340 | 2042-02-01      | 3.0000%  |  | $142.17            | $130.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG2528 | 2056-02-01      | 5.5000%  |  | $996.59            | $1005.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1954 | 2056-04-01      | 5.0000%  |  | $998.77            | $995.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  |  | $869.23            | $889.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  |  | $831.01            | $853.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  |  | $905.49            | $924.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9668 | 2054-12-01      | 5.5000%  |  | $929.84            | $942.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  |  | $902.81            | $919.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9437 | 2054-11-01      | 5.5000%  |  | $869.21            | $887.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  |  | $894.13            | $919.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9375 | 2054-10-01      | 6.0000%  |  | $845.89            | $868.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  |  | $876.49            | $893.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9001 | 2054-07-01      | 5.5000%  |  | $916.77            | $945.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9794 | 2055-01-01      | 5.5000%  |  | $882.87            | $899.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5029 | 2055-10-01      | 5.0000%  |  | $602975.30         | $595105.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5002 | 2055-10-01      | 6.0000%  |  | $1843.51           | $1909.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBU4740 | 2054-06-01      | 7.0000%  |  | $1161759.98        | $1250646.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  |  | $4669416.53        | $4857578.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4781 | 2055-09-01      | 6.0000%  |  | $4932436.51        | $5155514.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6436 | 2056-04-01      | 5.5000%  |  | $3068.89           | $3112.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ6301 | 2056-01-01      | 6.0000%  |  | $572887.12         | $587367.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6159 | 2056-02-01      | 5.0000%  |  | $12065985.24       | $11964617.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ6029 | 2056-03-01      | 5.5000%  |  | $1021.78           | $1037.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $3973717.62        | $3717783.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4151499.36        | $4211167.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  |  | $1003230.39        | $995882.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $741.40            | $735.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $193.90            | $189.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $91.14             | $86.79             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZI5046 | 2036-07-01      | 6.0000%  |  | $24.67             | $25.82             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  |  | $18188.76          | $18611.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  |  | $606.87            | $509.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $99465.32          | $89448.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  |  | $1354.53           | $1391.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7211 | 2054-02-01      | 6.0000%  |  | $836.14            | $881.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7534 | 2055-01-01      | 6.5000%  |  | $1536534.37        | $1614956.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1484 | 2055-04-01      | 5.5000%  |  | $810.80            | $830.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9504 | 2054-11-01      | 6.0000%  |  | $22407062.24       | $23193923.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  |  | $718.08            | $740.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $1730929.82        | $1476265.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3361 | 2052-12-01      | 5.5000%  |  | $736.25            | $755.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ0060 | 2053-10-01      | 5.0000%  |  | $28938965.57       | $28866730.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  |  | $479090.10         | $483154.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6309 | 2053-05-01      | 5.0000%  |  | $715.23            | $709.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  |  | $41276.00          | $41767.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $884.30            | $873.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  |  | $782.82            | $818.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2318 | 2053-02-01      | 5.0000%  |  | $733.63            | $729.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7899 | 2032-11-01      | 3.0000%  |  | $178.27            | $172.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  |  | $364821.10         | $295474.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1356 | 2055-05-01      | 6.0000%  |  | $73063124.34       | $75797122.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $3876172.44        | $3825580.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6287 | 2055-06-01      | 5.5000%  |  | $888.37            | $898.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4841 | 2055-09-01      | 5.5000%  |  | $1162363.72        | $1189612.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3048 | 2054-12-01      | 6.0000%  |  | $836.61            | $873.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5134 | 2055-10-01      | 5.5000%  |  | $1903.15           | $1929.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6665 | 2055-02-01      | 5.5000%  |  | $777210.91         | $789807.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0699 | 2055-07-01      | 5.5000%  |  | $17936.29          | $18380.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $770.17            | $789.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  |  | $21728.37          | $19256.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  |  | $10774703.52       | $10414181.94       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3041 | 2053-05-01      | 5.0000%  |  | $781.77            | $778.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6931 | 2053-01-01      | 5.5000%  |  | $1542.81           | $1563.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1765 | 2054-06-01      | 5.5000%  |  | $203255.88         | $207776.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3KZA2903 | 2032-08-01      | 2.5000%  |  | $330.91            | $317.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CL890695 | 2045-08-01      | 4.0000%  |  | $91694.24          | $87804.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $49936.08          | $48310.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  |  | $1060.81           | $859.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3821 | 2053-02-01      | 6.0000%  |  | $1318.46           | $1372.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM2547 | 2035-02-01      | 3.0000%  |  | $284.47            | $272.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0310 | 2053-04-01      | 5.5000%  |  | $872.79            | $884.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $12299162.80       | $12468371.95       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $817144.56         | $813930.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7997 | 2054-05-01      | 6.0000%  |  | $706.01            | $727.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0593 | 2051-05-01      | 3.0000%  |  | $563.43            | $503.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  |  | $5375952.91        | $5043118.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1513790.35        | $1232424.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  |  | $117.94            | $108.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $536.64            | $471.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $3509.45           | $3096.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  |  | $7546510.35        | $7804938.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3PRE6051 | 2050-07-01      | 2.5000%  |  | $294.99            | $245.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8675 | 2053-04-01      | 5.5000%  |  | $559.76            | $574.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA3094 | 2053-12-01      | 7.0000%  |  | $864.65            | $931.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3698 | 2029-02-01      | 3.0000%  |  | $36.78             | $36.32             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  |  | $7220103.64        | $7418127.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8893 | 2051-02-01      | 2.0000%  |  | $1279115.34        | $1034656.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $910806.42         | $925008.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX8420 | 2055-02-01      | 6.0000%  |  | $2368933.22        | $2436366.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  |  | $779.14            | $628.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTZA2297 | 2033-04-01      | 3.0000%  |  | $109.90            | $105.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $2869080.49        | $2943380.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $1485.85           | $1498.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8751 | 2053-03-01      | 5.5000%  |  | $562.18            | $575.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5213 | 2054-07-01      | 5.5000%  |  | $34842.04          | $35137.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $81866.45          | $70087.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $21740443.17       | $21989888.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $645396.67         | $639806.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2473 | 2053-02-01      | 5.0000%  |  | $1903571.64        | $1892941.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4753 | 2055-09-01      | 6.0000%  |  | $880.58            | $907.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4708 | 2055-08-01      | 6.5000%  |  | $845.63            | $892.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4692 | 2055-08-01      | 6.0000%  |  | $173991.53         | $178601.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4591 | 2055-08-01      | 6.0000%  |  | $859.93            | $884.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4589 | 2055-08-01      | 6.0000%  |  | $822.65            | $846.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4554 | 2055-07-01      | 5.5000%  |  | $44046246.00       | $44841138.82       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5303 | 2055-11-01      | 5.0000%  |  | $774732.25         | $773156.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $1423.16           | $1147.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $757.09            | $776.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRQ0045 | 2055-08-01      | 3.5000%  |  | $60000.20          | $54686.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $603.69            | $619.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4556 | 2056-04-01      | 5.5000%  |  | $998.85            | $1010.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3990 | 2056-03-01      | 5.0000%  |  | $1995.10           | $1987.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4404 | 2056-04-01      | 5.0000%  |  | $1633224.77        | $1625055.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4558 | 2056-04-01      | 5.5000%  |  | $999.09            | $1011.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  |  | $2001654.53        | $1885329.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7656 | 2054-04-01      | 5.5000%  |  | $1842270.51        | $1859417.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7532 | 2054-03-01      | 5.5000%  |  | $805.35            | $820.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  |  | $720.43            | $686.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7249 | 2052-10-01      | 4.5000%  |  | $797.69            | $775.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  |  | $610.52            | $575.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $38238.49          | $33492.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6847 | 2053-11-01      | 6.0000%  |  | $683.47            | $703.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS8139 | 2047-04-01      | 2.0000%  |  | $93928.24          | $77334.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7986 | 2031-03-01      | 3.0000%  |  | $102.64            | $100.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK6912 | 2029-06-01      | 2.5000%  |  | $27.18             | $26.86             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK7069 | 2030-01-01      | 3.0000%  |  | $61.54             | $60.46             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK5563 | 2028-06-01      | 2.5000%  |  | $36.11             | $35.65             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  |  | $1379.02           | $1111.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  |  | $291479.14         | $267900.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  |  | $669.40            | $539.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $656.88            | $531.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  |  | $645.50            | $521.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $64974.60          | $67216.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBT3861 | 2037-03-01      | 2.5000%  |  | $488.06            | $462.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $1311943.45        | $1120917.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $71217.00          | $57273.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $63915.29          | $51970.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1035 | 2051-05-01      | 2.0000%  |  | $726.73            | $586.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $1890606.41        | $1527403.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8126 | 2056-04-01      | 5.5000%  |  | $999.09            | $1013.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1677 | 2055-12-01      | 5.0000%  |  | $275064.01         | $273323.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $1432.06           | $1448.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM8707 | 2035-09-01      | 3.0000%  |  | $738630.73         | $734323.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  |  | $1400.94           | $1129.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  |  | $483327.46         | $449215.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1816 | 2051-09-01      | 3.0000%  |  | $66524.68          | $58457.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2088 | 2055-07-01      | 6.0000%  |  | $930.41            | $962.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9245 | 2055-10-01      | 5.5000%  |  | $1014740.88        | $1032811.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  |  | $946.98            | $965.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8638 | 2055-03-01      | 6.5000%  |  | $1194891.13        | $1256777.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5087 | 2055-10-01      | 5.5000%  |  | $14107076.68       | $14344368.69       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1941 | 2055-01-01      | 5.5000%  |  | $6695.71           | $6806.63           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8777 | 2055-03-01      | 6.5000%  |  | $572.82            | $597.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1586 | 2054-12-01      | 5.0000%  |  | $907.68            | $896.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG8106 | 2056-04-01      | 5.0000%  |  | $999.01            | $989.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG9012 | 2056-05-01      | 5.5000%  |  | $999.57            | $1011.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFA4733 | 2037-05-01      | 2.5000%  |  | $962.14            | $909.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3969 | 2056-03-01      | 5.0000%  |  | $2830410.51        | $2808443.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6718 | 2056-04-01      | 5.5000%  |  | $1042235.80        | $1066640.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1349 | 2053-09-01      | 6.5000%  |  | $733.58            | $769.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  |  | $570.97            | $524.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5052 | 2051-04-01      | 2.0000%  |  | $697.76            | $563.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  |  | $744.41            | $792.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  |  | $717.34            | $693.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CJBM7190 | 2034-09-01      | 3.5000%  |  | $502.87            | $485.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI7864 | 2054-06-01      | 7.0000%  |  | $237.78            | $255.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $62356607.10       | $63665520.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5037 | 2052-02-01      | 2.5000%  |  | $824.31            | $695.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3971 | 2053-04-01      | 6.0000%  |  | $736.70            | $770.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5998 | 2056-03-01      | 5.0000%  |  | $1013.74           | $1009.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  |  | $38274.96          | $37144.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  |  | $735.23            | $713.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $60456.93          | $58465.23          | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $667000.00         | $661874.22         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $1517200.00        | $1526159.70        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $24500.00          | $25034.87          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $24600.00          | $25001.04          | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $2261300.00        | $2231220.04        | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $1569900.00        | $1559541.80        | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $4205000.00        | $4188911.67        | U.S. Treasuries (including strips) |
| USTR BILL 11/19/26        | 2026-11-19      | 0.0000%  |  | $100.00            | $98.28             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $413400.00         | $410114.35         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $104600.00         | $102623.60         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $220800.00         | $221801.04         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $890700.00         | $871248.49         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $3689400.00        | $3851840.15        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $900.00            | $914.05            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $2090700.00        | $2060013.86        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $1200.00           | $1193.85           | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $8400.00           | $7819.35           | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $834900.00         | $791563.20         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $8145500.00        | $7769292.16        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $2363800.00        | $2273184.93        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $3221800.00        | $2893951.38        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $10519600.00       | $9987226.23        | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  |  | $2315500.00        | $2474212.49        | U.S. Treasuries (including strips) |
| USTR 6 3/8 BOND 27        | 2027-08-15      | 6.3750%  |  | $190000.00         | $198952.76         | U.S. Treasuries (including strips) |
| USTR BILL 11/12/26        | 2026-11-12      | 0.0000%  |  | $1985100.00        | $1952296.22        | U.S. Treasuries (including strips) |
| USTR BILL 04/15/27        | 2027-04-15      | 0.0000%  |  | $4222500.00        | $4087202.66        | U.S. Treasuries (including strips) |
| USTR BILL 06/25/26        | 2026-06-25      | 0.0000%  |  | $1644200.00        | $1640239.12        | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $2000000.00        | $1975490.00        | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  |  | $634900.00         | $634262.56         | U.S. Treasuries (including strips) |
| FNMA FNMS 02.000 CLBQ5094 | 2050-10-01      | 2.0000%  |  | $374059.44         | $305466.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1575 | 2050-09-01      | 2.0000%  |  | $1501634.18        | $1234387.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  |  | $381521.48         | $307244.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $653.74            | $528.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $5332426.30        | $5551763.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  |  | $2220580.75        | $2356270.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $43468.79          | $42339.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $725311.16         | $687632.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $307851.76         | $291402.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $1300717.45        | $1155282.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8105 | 2055-04-01      | 5.5000%  |  | $715079.13         | $724501.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9791 | 2055-01-01      | 5.5000%  |  | $882.02            | $904.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8756 | 2054-06-01      | 6.0000%  |  | $781.04            | $801.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8710 | 2054-06-01      | 6.0000%  |  | $748.79            | $777.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8171 | 2054-03-01      | 6.5000%  |  | $711.86            | $757.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  |  | $785.31            | $822.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7633 | 2053-12-01      | 7.0000%  |  | $407.19            | $435.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $1548652.02        | $1613394.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7434 | 2053-11-01      | 5.5000%  |  | $844.10            | $863.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $97802.87          | $99087.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  |  | $604.57            | $489.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4124 | 2035-09-01      | 2.5000%  |  | $321.54            | $304.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3929 | 2030-02-01      | 3.0000%  |  | $159074.99         | $156185.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  |  | $150.07            | $141.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $92.49             | $87.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $20032.81          | $18383.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $255851.61         | $215869.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $114994.38         | $87979.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $656.75            | $554.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4178 | 2035-11-01      | 1.5000%  |  | $333376.18         | $300610.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  |  | $73.26             | $69.70             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3463 | 2033-09-01      | 4.0000%  |  | $73142.08          | $72512.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  |  | $27833.89          | $25778.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $131.35            | $128.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $141.38            | $138.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2204668.81        | $2208549.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  |  | $74.54             | $71.01             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4400 | 2054-10-01      | 5.5000%  |  | $51947160.45       | $52390673.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7982 | 2046-09-01      | 3.0000%  |  | $70550570.01       | $63376306.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5810 | 2045-09-01      | 3.5000%  |  | $18619050.75       | $17419727.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  |  | $597.63            | $549.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW9603 | 2052-11-01      | 5.5000%  |  | $773.83            | $785.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW9439 | 2052-10-01      | 6.0000%  |  | $640.19            | $671.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  |  | $6805165.45        | $6773969.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW9861 | 2052-09-01      | 5.5000%  |  | $149023.93         | $152059.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW7754 | 2052-10-01      | 5.5000%  |  | $521.07            | $528.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  |  | $1922864.99        | $1940309.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $94336.63          | $90999.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  |  | $2798748.45        | $2710996.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $268295.87         | $258894.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  |  | $36532.64          | $35321.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $272240.25         | $270246.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $688.41            | $606.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV8126 | 2052-04-01      | 2.5000%  |  | $684794.94         | $577406.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV6760 | 2052-03-01      | 3.5000%  |  | $1039279.81        | $947610.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV6444 | 2055-11-01      | 5.5000%  |  | $993.30            | $1016.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL7349 | 2039-10-01      | 6.5000%  |  | $245728.96         | $259832.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7393 | 2054-12-01      | 5.5000%  |  | $1133211.73        | $1163341.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7575 | 2055-07-01      | 6.0000%  |  | $5894269.61        | $6143058.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  |  | $1713099.15        | $1607848.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4230 | 2055-08-01      | 6.0000%  |  | $457741.19         | $469250.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ8424 | 2054-11-01      | 5.5000%  |  | $953266.89         | $977739.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIRR0022 | 2040-09-01      | 3.5000%  |  | $947.24            | $907.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9894 | 2054-05-01      | 6.0000%  |  | $14286402.72       | $14668130.65       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9273 | 2056-03-01      | 5.0000%  |  | $997.42            | $989.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA6030 | 2056-04-01      | 5.5000%  |  | $1007.57           | $1016.12           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $2007.25           | $1989.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG2538 | 2056-02-01      | 4.5000%  |  | $618734.78         | $595473.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5613 | 2055-12-01      | 5.5000%  |  | $1080.64           | $1100.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2341 | 2056-04-01      | 5.0000%  |  | $3821722.47        | $3793919.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2612 | 2054-10-01      | 6.0000%  |  | $803.51            | $829.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  |  | $885.81            | $800.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2260 | 2035-05-01      | 3.5000%  |  | $939657.13         | $908641.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5957 | 2054-08-01      | 5.5000%  |  | $794.57            | $809.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $838.02            | $831.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0090 | 2051-04-01      | 2.0000%  |  | $1332171.43        | $1072842.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  |  | $180.86            | $176.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $584.76            | $551.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA5746 | 2051-08-01      | 3.5000%  |  | $623.46            | $574.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNRD5123 | 2032-10-01      | 4.5000%  |  | $393.71            | $394.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG9027 | 2056-05-01      | 5.0000%  |  | $999.49            | $990.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG9025 | 2056-05-01      | 5.0000%  |  | $999.30            | $991.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG8492 | 2056-05-01      | 5.0000%  |  | $1019.00           | $1015.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8321 | 2056-04-01      | 5.5000%  |  | $982.64            | $999.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8144 | 2056-04-01      | 5.5000%  |  | $999.06            | $1012.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $1151960.41        | $1181992.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1231 | 2054-04-01      | 6.0000%  |  | $84738.75          | $87011.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1070 | 2054-03-01      | 6.0000%  |  | $6262.62           | $6541.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $882.86            | $890.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1055 | 2054-03-01      | 5.0000%  |  | $1482.76           | $1466.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1054 | 2054-03-01      | 5.0000%  |  | $852.09            | $845.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0942 | 2054-02-01      | 6.0000%  |  | $619.18            | $635.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  |  | $31204.61          | $31270.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0096 | 2029-06-01      | 4.5000%  |  | $4.12              | $4.13              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0898 | 2041-10-01      | 4.5000%  |  | $109521.19         | $105953.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB9462 | 2043-05-01      | 3.0000%  |  | $86813.03          | $79301.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB9349 | 2043-05-01      | 3.0000%  |  | $283.95            | $259.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5276 | 2054-11-01      | 5.5000%  |  | $982.30            | $1004.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0384 | 2055-05-01      | 5.0000%  |  | $974.48            | $969.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1172 | 2055-05-01      | 5.5000%  |  | $6671.58           | $6790.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX4810 | 2055-02-01      | 5.5000%  |  | $974.05            | $996.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2183 | 2055-06-01      | 7.0000%  |  | $937704.79         | $1009255.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2547 | 2055-09-01      | 5.0000%  |  | $41692416.34       | $41408402.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2716 | 2055-09-01      | 5.5000%  |  | $924.65            | $935.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  |  | $5545836.50        | $5685279.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  |  | $753.16            | $793.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY5664 | 2055-06-01      | 5.0000%  |  | $973.83            | $962.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB8700 | 2043-03-01      | 3.0000%  |  | $180841.89         | $165195.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  |  | $1004408.30        | $970219.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  |  | $2168697.59        | $2031612.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAB6965 | 2027-11-01      | 2.5000%  |  | $28144.62          | $27861.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $167.63            | $157.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6186 | 2056-04-01      | 5.5000%  |  | $999.09            | $1011.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5108 | 2055-11-01      | 6.0000%  |  | $993.40            | $1036.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5035 | 2055-11-01      | 5.5000%  |  | $1914807.25        | $1940388.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1855.80           | $1898.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1750 | 2052-04-01      | 2.5000%  |  | $1046838.27        | $893615.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD0621 | 2051-05-01      | 2.0000%  |  | $5173022.97        | $4206260.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0257 | 2050-01-01      | 3.0000%  |  | $133177.82         | $116618.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD0785 | 2051-12-01      | 2.0000%  |  | $714.81            | $584.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ2925 | 2055-09-01      | 5.0000%  |  | $9819091.48        | $9724080.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  |  | $981.43            | $969.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ2341 | 2055-09-01      | 6.5000%  |  | $1177.81           | $1230.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  |  | $1224927.57        | $1242636.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2632 | 2055-09-01      | 5.5000%  |  | $901309.51         | $916545.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2614 | 2055-09-01      | 5.5000%  |  | $4860.09           | $4967.54           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0449 | 2055-08-01      | 6.0000%  |  | $883.00            | $925.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ0312 | 2055-08-01      | 5.5000%  |  | $982.22            | $1005.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ0789 | 2055-08-01      | 5.0000%  |  | $979.47            | $968.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY9322 | 2055-08-01      | 5.5000%  |  | $1224721.65        | $1249697.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9785 | 2055-08-01      | 6.0000%  |  | $4308664.01        | $4496498.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8583 | 2055-07-01      | 6.0000%  |  | $1467860.94        | $1531851.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8391 | 2055-07-01      | 6.0000%  |  | $989.77            | $1022.99           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY8981 | 2055-07-01      | 5.0000%  |  | $988.69            | $986.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  |  | $1981.45           | $1961.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  |  | $997.36            | $1012.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3421 | 2055-12-01      | 5.5000%  |  | $11692.43          | $11940.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL3366 | 2053-10-01      | 3.0000%  |  | $36462.68          | $31960.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3292 | 2055-11-01      | 5.5000%  |  | $36224607.08       | $36906092.57       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3073 | 2055-01-01      | 5.5000%  |  | $616158.63         | $624629.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5130 | 2045-06-01      | 3.5000%  |  | $1761052.63        | $1643103.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4979 | 2045-05-01      | 3.0000%  |  | $27124240.58       | $24532555.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR2624 | 2043-02-01      | 3.5000%  |  | $7115437.04        | $6665614.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ0973 | 2042-12-01      | 3.5000%  |  | $160524.95         | $150127.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAP8328 | 2043-11-01      | 3.0000%  |  | $199.88            | $182.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP7444 | 2042-10-01      | 3.5000%  |  | $170.35            | $159.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $638793.56         | $617036.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  |  | $4369687.44        | $4076971.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY6951 | 2055-06-01      | 4.5000%  |  | $982.95            | $950.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6711 | 2055-06-01      | 6.5000%  |  | $1395.52           | $1465.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7118 | 2055-07-01      | 5.5000%  |  | $895.19            | $909.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6270 | 2051-03-01      | 2.0000%  |  | $624.74            | $512.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $39536.76          | $39191.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4460 | 2048-11-01      | 3.5000%  |  | $237570.21         | $219648.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM4457 | 2035-07-01      | 3.0000%  |  | $61669.09          | $59138.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3405 | 2046-06-01      | 3.0000%  |  | $1827095.22        | $1635291.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  |  | $32101.47          | $29723.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  |  | $287.55            | $276.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  |  | $289.89            | $291.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  |  | $39556.58          | $36400.01          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G61595 G | 2048-07-01      | 3.5000%  |  | $685527.38         | $635725.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK8958 | 2032-09-01      | 3.0000%  |  | $106.79            | $103.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $70756.18          | $70234.35          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  |  | $711.93            | $628.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  |  | $585920.76         | $554410.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY8232 | 2055-06-01      | 7.0000%  |  | $658563.79         | $703126.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1194 | 2055-05-01      | 6.0000%  |  | $295529.37         | $303888.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6420 | 2055-03-01      | 6.5000%  |  | $176471.82         | $185363.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ3214 | 2055-09-01      | 6.0000%  |  | $994.86            | $1034.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5051 | 2055-10-01      | 6.0000%  |  | $930.18            | $958.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE3423 | 2055-06-01      | 7.0000%  |  | $774.39            | $825.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  |  | $445412.01         | $462563.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1849 | 2056-01-01      | 5.5000%  |  | $976.35            | $994.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7418 | 2056-03-01      | 5.5000%  |  | $997.42            | $1014.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2204 | 2056-03-01      | 5.0000%  |  | $1019.66           | $1009.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4806 | 2056-03-01      | 5.0000%  |  | $1022.78           | $1013.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $705.29            | $711.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7397 | 2054-03-01      | 6.0000%  |  | $105982.23         | $110050.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA4375 | 2054-03-01      | 5.5000%  |  | $965.91            | $990.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $341543.99         | $338339.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3191 | 2054-10-01      | 6.0000%  |  | $1032762.46        | $1073997.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  |  | $5101.90           | $5082.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0451 | 2055-02-01      | 5.5000%  |  | $7336318.33        | $7398558.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  |  | $848.38            | $869.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  |  | $867517.58         | $892342.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  |  | $915.64            | $903.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5387 | 2052-04-01      | 3.0000%  |  | $3190393.74        | $2816697.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1972 | 2036-05-01      | 2.0000%  |  | $501.79            | $463.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  |  | $591894.97         | $527112.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $5410911.95        | $5521866.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9449 | 2053-07-01      | 6.0000%  |  | $793.97            | $825.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9434 | 2053-07-01      | 5.5000%  |  | $3824609.74        | $3893639.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9874 | 2053-09-01      | 6.5000%  |  | $776.12            | $832.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9846 | 2053-09-01      | 5.5000%  |  | $60950692.21       | $61728958.07       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $4833626.28        | $4920862.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3641 | 2055-08-01      | 6.0000%  |  | $957.91            | $981.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3609 | 2055-09-01      | 6.0000%  |  | $957.15            | $995.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3330 | 2054-10-01      | 6.0000%  |  | $914.23            | $952.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3138 | 2055-10-01      | 5.5000%  |  | $2322108.38        | $2353149.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2875 | 2055-09-01      | 6.0000%  |  | $884021.04         | $909319.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  |  | $2655.47           | $2679.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8235 | 2038-06-01      | 5.5000%  |  | $491.64            | $503.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  |  | $499.62            | $497.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  |  | $545.70            | $531.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  |  | $195488.59         | $190442.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $71126.35          | $68179.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $546.91            | $524.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  |  | $509.41            | $506.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8107 | 2036-06-01      | 2.0000%  |  | $520.87            | $478.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3573 | 2054-09-01      | 6.0000%  |  | $390.55            | $403.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8403 | 2054-02-01      | 6.5000%  |  | $381.70            | $398.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  |  | $598.96            | $614.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $1202.68           | $1237.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  |  | $919.47            | $842.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFA3110 | 2040-10-01      | 4.5000%  |  | $27524.93          | $27431.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  |  | $977.35            | $995.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL2979 | 2054-01-01      | 2.5000%  |  | $961.64            | $809.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ2619 | 2055-09-01      | 6.5000%  |  | $1064313.91        | $1109851.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1138 | 2055-01-01      | 5.5000%  |  | $32215462.05       | $33034114.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG2312 | 2056-01-01      | 5.5000%  |  | $976.59            | $991.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4448 | 2056-03-01      | 5.5000%  |  | $933510.20         | $945556.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA6028 | 2056-04-01      | 4.5000%  |  | $1991.07           | $1916.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1513 | 2055-11-01      | 5.5000%  |  | $38230213.10       | $39117986.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6294 | 2055-11-01      | 5.5000%  |  | $1445871.32        | $1467752.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4744 | 2052-06-01      | 3.0000%  |  | $1008.40           | $890.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW2522 | 2056-02-01      | 5.5000%  |  | $2019341.28        | $2040307.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1726 | 2052-11-01      | 5.5000%  |  | $561.59            | $576.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2278 | 2032-09-01      | 3.5000%  |  | $64.99             | $63.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  |  | $49104.06          | $50338.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD7460 | 2055-04-01      | 7.0000%  |  | $834.21            | $897.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6275 | 2056-05-01      | 5.5000%  |  | $3454570.00        | $3521159.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL4397 | 2052-05-01      | 3.0000%  |  | $1986.25           | $1754.86           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5294 | 2055-11-01      | 5.5000%  |  | $1883.27           | $1903.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF7430 | 2055-12-01      | 6.0000%  |  | $4207882.75        | $4355670.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5235 | 2055-11-01      | 5.5000%  |  | $990.58            | $1009.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5798 | 2056-01-01      | 4.5000%  |  | $5965.22           | $5746.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  |  | $387072.24         | $370622.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  |  | $2244347.43        | $2077090.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ5525 | 2054-09-01      | 6.5000%  |  | $704.41            | $748.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $411143.36         | $350164.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1006 | 2055-09-01      | 5.5000%  |  | $7240776.05        | $7411367.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  |  | $1011.01           | $1008.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA5461 | 2051-02-01      | 3.5000%  |  | $1013.95           | $943.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA5237 | 2056-04-01      | 4.5000%  |  | $1045450.38        | $1008815.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZT1324 | 2031-02-01      | 3.0000%  |  | $96.94             | $95.45             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 ZLZT1220 | 2036-11-01      | 6.0000%  |  | $26.49             | $27.60             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $106012.51         | $103616.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZT0657 | 2040-07-01      | 6.0000%  |  | $261029.18         | $276148.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8676 | 2032-11-01      | 3.0000%  |  | $118.01            | $114.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS8672 | 2032-10-01      | 2.5000%  |  | $114.01            | $108.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8602 | 2031-03-01      | 3.0000%  |  | $83.15             | $80.98             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1504 | 2055-11-01      | 5.0000%  |  | $51093288.64       | $50631399.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1459 | 2055-11-01      | 6.0000%  |  | $997.47            | $1051.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1442 | 2055-11-01      | 5.5000%  |  | $1567423.93        | $1588328.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1232 | 2055-10-01      | 5.5000%  |  | $988.36            | $1011.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1222 | 2055-10-01      | 5.5000%  |  | $953.50            | $969.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1204 | 2055-10-01      | 5.0000%  |  | $977.37            | $969.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1029 | 2055-09-01      | 6.0000%  |  | $974.66            | $1017.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1015 | 2055-09-01      | 5.5000%  |  | $915.09            | $925.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1008 | 2055-09-01      | 5.5000%  |  | $975.30            | $995.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $293045.17         | $262559.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFM2090 | 2049-05-01      | 6.0000%  |  | $38772.89          | $40745.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $28827.82          | $27452.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1306 | 2048-07-01      | 4.5000%  |  | $145.79            | $143.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1790 | 2049-11-01      | 3.0000%  |  | $505.53            | $442.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  |  | $86593.30          | $87040.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2961 | 2055-10-01      | 5.0000%  |  | $74926188.24       | $74635166.61       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2932 | 2055-09-01      | 5.5000%  |  | $22497355.15       | $22799602.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  |  | $6136.86           | $6090.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2830 | 2055-10-01      | 5.5000%  |  | $7770591.02        | $7883371.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL2800 | 2053-10-01      | 4.5000%  |  | $30419.02          | $29475.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2777 | 2055-09-01      | 6.5000%  |  | $24370211.04       | $25411807.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL3595 | 2049-11-01      | 3.0000%  |  | $985.01            | $885.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $1513.18           | $1293.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  |  | $301.81            | $279.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  |  | $8563000.16        | $7898016.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8097 | 2050-08-01      | 2.0000%  |  | $54791.08          | $44266.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $399.13            | $338.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  |  | $103.31            | $100.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $20331.19          | $18730.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $10736.12          | $10340.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  |  | $103740.19         | $103887.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $8003565.46        | $7717798.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD7724 | 2055-04-01      | 7.0000%  |  | $335762.85         | $359883.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD7446 | 2055-04-01      | 7.0000%  |  | $998499.86         | $1076098.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD7030 | 2055-04-01      | 7.0000%  |  | $617381.23         | $666472.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6450 | 2055-04-01      | 5.5000%  |  | $322817.96         | $328148.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6009 | 2055-04-01      | 6.5000%  |  | $786.06            | $832.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD5742 | 2055-06-01      | 7.0000%  |  | $991.60            | $1056.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5580 | 2055-03-01      | 6.5000%  |  | $72647.69          | $76806.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5429 | 2055-05-01      | 5.5000%  |  | $1830.22           | $1851.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $16344.79          | $16405.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $2752985.11        | $2679389.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  |  | $2218703.13        | $2175118.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $361394.67         | $335070.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  |  | $1507081.33        | $1438118.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $643187.31         | $663940.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY9340 | 2053-08-01      | 5.5000%  |  | $753351.84         | $761173.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9851 | 2053-10-01      | 6.5000%  |  | $1076615.58        | $1142127.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  |  | $58445.71          | $60180.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBY6603 | 2053-07-01      | 4.0000%  |  | $947.42            | $893.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2867 | 2054-06-01      | 6.5000%  |  | $870.73            | $927.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  |  | $170008.61         | $142616.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  |  | $996.22            | $1022.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2421 | 2055-07-01      | 5.5000%  |  | $5864895.74        | $5942862.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2435 | 2055-08-01      | 5.5000%  |  | $6647.82           | $6763.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  |  | $882.15            | $912.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1851 | 2054-07-01      | 5.5000%  |  | $2841327.42        | $2903827.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1860 | 2049-07-01      | 6.0000%  |  | $838.83            | $873.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1633 | 2054-12-01      | 5.5000%  |  | $26833.59          | $27070.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  |  | $11212304.82       | $11531605.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV6358 | 2055-12-01      | 4.5000%  |  | $916.21            | $888.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CNRD5093 | 2032-04-01      | 3.0000%  |  | $419.59            | $405.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  |  | $59562.74          | $57554.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  |  | $575317.04         | $547978.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQC5662 | 2051-08-01      | 3.5000%  |  | $28035.83          | $25713.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $13379.50          | $12200.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC4866 | 2054-10-01      | 7.0000%  |  | $848.66            | $915.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  |  | $684.09            | $551.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  |  | $1947.56           | $1874.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4631 | 2055-10-01      | 5.5000%  |  | $939.19            | $949.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKBM7739 | 2054-09-01      | 6.5000%  |  | $489.44            | $503.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4167 | 2055-05-01      | 6.0000%  |  | $6420.31           | $6582.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7327 | 2055-03-01      | 6.0000%  |  | $3087186.18        | $3195897.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0590 | 2054-07-01      | 6.5000%  |  | $8246416.27        | $8694737.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5244 | 2035-05-01      | 5.0000%  |  | $710.86            | $717.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX2328 | 2055-01-01      | 5.5000%  |  | $153219.97         | $154519.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA6053 | 2056-05-01      | 5.0000%  |  | $2049.60           | $2022.85           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7500 | 2055-11-01      | 5.5000%  |  | $932.85            | $952.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3303 | 2055-11-01      | 6.0000%  |  | $932.61            | $963.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8123 | 2056-04-01      | 5.5000%  |  | $999.09            | $1016.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1706 | 2055-12-01      | 5.5000%  |  | $989.77            | $1007.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4353 | 2055-11-01      | 5.5000%  |  | $19092077.57       | $19357224.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ6572 | 2056-05-01      | 6.0000%  |  | $4317117.00        | $4470817.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC2479 | 2056-04-01      | 6.5000%  |  | $1603261.55        | $1672072.83        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  |  | $2327188.38        | $2169184.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  |  | $352147.18         | $349748.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4351 | 2049-11-01      | 3.5000%  |  | $925840.36         | $861095.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  |  | $45426.50          | $42650.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  |  | $26195.73          | $23692.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8828 | 2054-07-01      | 5.0000%  |  | $4088229.56        | $4036754.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $63318.96          | $56750.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9540 | 2051-11-01      | 2.0000%  |  | $736.11            | $598.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $87830.39          | $80073.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $67636.01          | $62274.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $555.14            | $474.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $76688.69          | $65734.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $808575.97         | $802486.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  |  | $1694.96           | $1690.73           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3235 | 2053-06-01      | 5.5000%  |  | $676642.30         | $686956.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $456.29            | $419.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0263 | 2055-02-01      | 5.0000%  |  | $904.29            | $899.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5799 | 2040-08-01      | 4.5000%  |  | $896.66            | $891.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5912 | 2055-12-01      | 6.5000%  |  | $547295.07         | $570686.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY9335 | 2055-08-01      | 6.5000%  |  | $3493971.22        | $3677144.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  |  | $834.37            | $804.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $398447.82         | $396716.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1134 | 2055-05-01      | 5.5000%  |  | $968.77            | $991.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1093 | 2055-01-01      | 4.5000%  |  | $892.11            | $861.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  |  | $7678220.88        | $7771271.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  |  | $892.19            | $904.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  |  | $13731.61          | $14057.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4108 | 2051-12-01      | 4.0000%  |  | $744.72            | $703.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3994 | 2053-02-01      | 6.0000%  |  | $623.41            | $652.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  |  | $114316.80         | $110850.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3816 | 2052-12-01      | 3.5000%  |  | $790.17            | $720.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3658 | 2053-01-01      | 5.0000%  |  | $765.15            | $761.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $659.75            | $622.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  |  | $809600.02         | $765695.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  |  | $791.38            | $722.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  |  | $60702.04          | $62438.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3395 | 2052-12-01      | 5.0000%  |  | $828.93            | $828.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3283 | 2052-09-01      | 5.5000%  |  | $816.67            | $826.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6549 | 2055-02-01      | 6.0000%  |  | $744.23            | $766.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX6496 | 2055-02-01      | 6.5000%  |  | $724.18            | $755.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG8139 | 2056-04-01      | 6.0000%  |  | $999.16            | $1039.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG8137 | 2056-04-01      | 5.0000%  |  | $999.01            | $996.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  |  | $163.92            | $154.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.650 CA981378 | 2037-12-01      | 5.6500%  |  | $41183.08          | $41120.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP952263 | 2037-09-01      | 6.0000%  |  | $78.92             | $79.44             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL932634 | 2040-03-01      | 4.5000%  |  | $4194085.32        | $4163653.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS8501 | 2028-09-01      | 2.5000%  |  | $72.12             | $71.00             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS7928 | 2033-02-01      | 3.5000%  |  | $109.50            | $107.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7863 | 2032-03-01      | 3.0000%  |  | $116.83            | $113.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIZS7735 | 2032-01-01      | 2.0000%  |  | $145.48            | $138.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7592 | 2031-12-01      | 3.0000%  |  | $138.04            | $134.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZT1336 | 2032-02-01      | 3.0000%  |  | $25.71             | $25.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $257.21            | $231.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $209.49            | $194.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  |  | $171.16            | $153.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7879 | 2046-09-01      | 3.0000%  |  | $16589602.20       | $15017809.28       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  |  | $719.19            | $732.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $35020.70          | $33777.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  |  | $697.13            | $615.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7504 | 2031-08-01      | 3.0000%  |  | $104.27            | $101.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8804 | 2047-02-01      | 3.5000%  |  | $173.44            | $159.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $642.62            | $556.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0174 | 2052-01-01      | 2.5000%  |  | $600834.51         | $505070.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS0003 | 2036-12-01      | 1.5000%  |  | $579.19            | $521.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0835 | 2052-03-01      | 2.5000%  |  | $219403.58         | $187471.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8480 | 2050-11-01      | 3.0000%  |  | $479.12            | $423.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $62266.61          | $53248.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7785 | 2049-05-01      | 4.0000%  |  | $189743.17         | $180690.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $164759.35         | $156315.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  |  | $461132.87         | $460514.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1206 | 2052-04-01      | 3.5000%  |  | $1192631.97        | $1095386.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  |  | $400.53            | $387.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  |  | $129709.27         | $123066.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5651 | 2051-01-01      | 2.5000%  |  | $529.60            | $450.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5497 | 2035-12-01      | 2.0000%  |  | $39649.07          | $36463.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  |  | $1811924.59        | $1788275.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  |  | $19179885.88       | $18929547.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5996 | 2056-03-01      | 4.5000%  |  | $998.12            | $960.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CNMA5993 | 2036-01-01      | 5.5000%  |  | $939.73            | $960.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA5981 | 2046-02-01      | 4.5000%  |  | $498025.46         | $484892.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  |  | $1885.09           | $1901.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $678.47            | $604.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5974 | 2056-02-01      | 6.5000%  |  | $943.88            | $984.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  |  | $18919802.95       | $18672859.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA5896 | 2040-10-01      | 3.0000%  |  | $963.25            | $917.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $10.49             | $10.61             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  |  | $1139.08           | $1195.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2840 | 2053-06-01      | 5.5000%  |  | $615.51            | $631.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $81468.99          | $80817.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0408 | 2053-07-01      | 6.0000%  |  | $963.54            | $995.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  |  | $2689.60           | $2666.57           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2556 | 2055-09-01      | 5.0000%  |  | $1786605.30        | $1776909.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2468 | 2055-09-01      | 5.5000%  |  | $719365.66         | $736648.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  |  | $920.09            | $959.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL2246 | 2053-09-01      | 4.5000%  |  | $8018517.70        | $7757434.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1726 | 2055-12-01      | 6.0000%  |  | $4861.17           | $5015.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1724 | 2055-12-01      | 6.0000%  |  | $977.29            | $1014.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  |  | $8370030.31        | $8519801.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1686 | 2055-12-01      | 5.0000%  |  | $985.78            | $979.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0719 | 2055-07-01      | 6.0000%  |  | $17217095.53       | $17995750.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0603 | 2055-06-01      | 6.5000%  |  | $867.30            | $909.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0437 | 2055-05-01      | 6.0000%  |  | $844.88            | $872.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $6095971.67        | $6249246.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  |  | $64352.21          | $61933.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5499 | 2054-10-01      | 6.5000%  |  | $540.94            | $564.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $8883.50           | $8958.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $718.90            | $725.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  |  | $756.59            | $764.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $18919.95          | $18722.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  |  | $115818.27         | $120768.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $4707696.49        | $4756928.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $5639954.36        | $5781763.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  |  | $432.11            | $450.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $58365.89          | $49603.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  |  | $916699.56         | $771368.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7563 | 2050-11-01      | 2.0000%  |  | $641.28            | $523.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $34119.75          | $32669.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $174822.08         | $149747.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  |  | $51624451.28       | $52471648.69       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4178 | 2055-05-01      | 6.5000%  |  | $1645.59           | $1735.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4151 | 2055-05-01      | 5.5000%  |  | $99661.12          | $101398.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4172 | 2055-05-01      | 6.5000%  |  | $904.85            | $961.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4140 | 2055-05-01      | 5.5000%  |  | $949.12            | $970.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3713 | 2055-03-01      | 5.0000%  |  | $30729468.86       | $30562758.08       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4388 | 2055-06-01      | 6.0000%  |  | $14861876.75       | $15375096.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4381 | 2055-06-01      | 6.0000%  |  | $939.40            | $981.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9008 | 2053-04-01      | 5.5000%  |  | $617.15            | $632.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $729848.05         | $586367.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  |  | $177149.33         | $179096.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3571 | 2035-06-01      | 3.0000%  |  | $61670.03          | $59440.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH2159 | 2053-10-01      | 6.0000%  |  | $889.03            | $924.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  |  | $719.05            | $726.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3601 | 2052-05-01      | 3.5000%  |  | $1306184.82        | $1195748.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3447 | 2049-11-01      | 4.0000%  |  | $256.39            | $244.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $118490.76         | $116193.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3303 | 2055-02-01      | 6.0000%  |  | $5494410.82        | $5666812.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0256 | 2055-05-01      | 6.0000%  |  | $1026232.92        | $1063912.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY8699 | 2055-07-01      | 7.0000%  |  | $746.12            | $794.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ5565 | 2055-10-01      | 5.5000%  |  | $891.26            | $900.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  |  | $1581.95           | $1595.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8513 | 2055-03-01      | 4.5000%  |  | $32263238.08       | $31050462.96       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  |  | $8421999.49        | $8831599.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1020 | 2055-09-01      | 5.5000%  |  | $944.12            | $958.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2045 | 2055-08-01      | 5.0000%  |  | $980.52            | $978.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2954 | 2055-10-01      | 5.0000%  |  | $9100087.48        | $9081576.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $780.22            | $786.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA6037 | 2041-04-01      | 4.5000%  |  | $989.66            | $982.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1682 | 2055-02-01      | 6.5000%  |  | $987.59            | $1034.47           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3727 | 2055-03-01      | 6.0000%  |  | $868.27            | $904.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0259 | 2055-08-01      | 6.0000%  |  | $8319359.82        | $8671008.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3267 | 2055-02-01      | 6.0000%  |  | $1882.14           | $1945.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  |  | $842.45            | $875.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTBV1866 | 2045-04-01      | 5.5000%  |  | $966.04            | $980.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1717 | 2055-05-01      | 5.5000%  |  | $18592129.21       | $18749860.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA5453 | 2052-03-01      | 3.5000%  |  | $1012.27           | $928.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6503 | 2056-05-01      | 5.0000%  |  | $1151.92           | $1144.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  |  | $700907.30         | $693776.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL3798 | 2056-01-01      | 5.0000%  |  | $1003.42           | $998.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA5797 | 2056-05-01      | 5.0000%  |  | $1000.00           | $996.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7247 | 2055-11-01      | 5.5000%  |  | $938.74            | $955.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1505 | 2055-11-01      | 5.0000%  |  | $1167.24           | $1158.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $683.47            | $691.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC2692 | 2051-06-01      | 3.0000%  |  | $506.29            | $443.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $73212.56          | $74444.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $424276.97         | $378609.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1411 | 2049-09-01      | 3.0000%  |  | $368.83            | $331.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQZ0346 | 2055-08-01      | 7.0000%  |  | $681.07            | $726.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1825 | 2055-02-01      | 5.5000%  |  | $3933360.83        | $3981586.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2132 | 2055-01-01      | 5.0000%  |  | $1862.14           | $1858.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFA5651 | 2041-05-01      | 4.5000%  |  | $1008.00           | $1001.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2208 | 2056-03-01      | 5.0000%  |  | $1014.63           | $1003.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5841 | 2056-01-01      | 5.0000%  |  | $1016.40           | $1008.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA1150 | 2055-12-01      | 5.5000%  |  | $994.74            | $1010.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA6063 | 2046-05-01      | 4.5000%  |  | $19965.78          | $19506.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4115 | 2050-03-01      | 3.5000%  |  | $982.75            | $913.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB1789 | 2036-05-01      | 1.5000%  |  | $954.04            | $860.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDH2295 | 2056-06-01      | 5.5000%  |  | $1589215.00        | $1619117.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7956 | 2056-05-01      | 5.0000%  |  | $999.20            | $996.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA4505 | 2056-02-01      | 6.0000%  |  | $919.53            | $945.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $2858512.12        | $2803420.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $103878.81         | $105039.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9294 | 2054-10-01      | 5.5000%  |  | $822.39            | $833.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $7868.38           | $7580.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $140777.02         | $119628.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1165562.90        | $1183222.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5147 | 2033-04-01      | 5.0000%  |  | $413.91            | $418.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $249349.81         | $238825.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW8964 | 2052-09-01      | 6.0000%  |  | $626.92            | $659.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  |  | $1214.07           | $1028.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  |  | $564.73            | $586.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $289854.36         | $287143.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  |  | $695.82            | $724.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.620 CA912063 | 2036-12-01      | 5.6200%  |  | $66693.87          | $66639.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.900 CA906944 | 2036-12-01      | 5.9000%  |  | $9392.05           | $9329.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL889465 | 2038-03-01      | 5.5000%  |  | $37787.48          | $39050.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA8507 | 2054-01-01      | 7.0000%  |  | $610.26            | $657.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC2454 | 2056-04-01      | 5.5000%  |  | $1021.86           | $1035.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  |  | $715.72            | $725.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $1746406.24        | $1789089.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $806.58            | $802.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6262 | 2053-05-01      | 6.0000%  |  | $3874219.35        | $4052040.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5073874.05        | $4938081.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  |  | $379044.16         | $367269.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $117873.31         | $118465.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4641 | 2052-08-01      | 6.0000%  |  | $1032518.03        | $1097588.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB1547 | 2035-07-01      | 3.0000%  |  | $824.59            | $795.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  |  | $977.20            | $994.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0428 | 2055-05-01      | 5.5000%  |  | $895.63            | $905.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0393 | 2055-05-01      | 5.5000%  |  | $1883.26           | $1923.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0392 | 2055-05-01      | 5.5000%  |  | $903.52            | $924.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0249 | 2055-04-01      | 5.5000%  |  | $49424187.96       | $50124023.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0090 | 2055-03-01      | 5.0000%  |  | $30358590.67       | $30062864.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0867 | 2055-08-01      | 6.0000%  |  | $942.73            | $985.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8047 | 2033-05-01      | 3.5000%  |  | $145.71            | $142.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS6993 | 2029-07-01      | 2.5000%  |  | $34.69             | $34.13             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7077 | 2029-12-01      | 3.0000%  |  | $59.81             | $58.79             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $29387.80          | $26275.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZS4720 | 2047-05-01      | 4.5000%  |  | $89.14             | $87.49             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  |  | $79919.69          | $74421.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  |  | $321942.36         | $330650.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 08.500 CLZS2394 | 2031-07-01      | 8.5000%  |  | $23.29             | $24.36             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3803 | 2030-06-01      | 3.0000%  |  | $66.43             | $65.20             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3765 | 2030-02-01      | 3.0000%  |  | $54.97             | $54.03             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3TZA3374 | 2037-02-01      | 2.5000%  |  | $98844.34          | $90550.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3KZA2892 | 2030-08-01      | 2.5000%  |  | $99797.32          | $95971.04          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  |  | $69.94             | $64.43             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65458 G | 2048-02-01      | 3.5000%  |  | $28162.21          | $25944.22          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  |  | $50.71             | $46.90             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZN0342 | 2033-01-01      | 3.5000%  |  | $82.02             | $80.01             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $59769.58          | $62299.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5637 | 2045-08-01      | 3.5000%  |  | $27807511.10       | $26085926.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5457 | 2045-07-01      | 3.5000%  |  | $24700937.53       | $23046597.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5173 | 2045-06-01      | 3.5000%  |  | $19821960.26       | $18594806.92       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB4299 | 2056-05-01      | 5.5000%  |  | $1002.00           | $1028.50           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTB4136 | 2056-05-01      | 5.5000%  |  | $1000.00           | $1015.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  |  | $69716.96          | $73216.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $851.53            | $858.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  |  | $975.87            | $916.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  |  | $793.38            | $800.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA5656 | 2045-03-01      | 4.5000%  |  | $352497.21         | $348445.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  |  | $886.81            | $901.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9538 | 2054-11-01      | 5.0000%  |  | $31975511.12       | $31733069.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9042 | 2054-08-01      | 5.5000%  |  | $3004131.57        | $3077506.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0851 | 2055-08-01      | 5.5000%  |  | $982.93            | $999.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  |  | $1466884.12        | $1187509.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $715927.25         | $680502.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB1472 | 2032-01-01      | 2.5000%  |  | $647.21            | $630.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB1170 | 2033-01-01      | 3.0000%  |  | $611.08            | $597.54            | Agency Mortgage-Backed Securities  |

### Security 140: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.620%, 6/1/2026
- **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.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $23998600.00       | $24528090.57       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51651933.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $29202900.00       | $29504956.52       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |

### Security 141: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $875119374.72
- **C.18.a - Value (excl. sponsor support):** $875119374.72
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **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 142: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3564188387.15
- **C.18.a - Value (excl. sponsor support):** $3564188387.15
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **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 143: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1698471503.85
- **C.18.a - Value (excl. sponsor support):** $1698471503.85
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **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 144: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.540%, 10/1/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1873721381.84
- **C.18.a - Value (excl. sponsor support):** $1873721381.84
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 145: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.470%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $816001139.73
- **C.18.a - Value (excl. sponsor support):** $816001139.73
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 146: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.460%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1794024166.41
- **C.18.a - Value (excl. sponsor support):** $1794024166.41
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 147: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 6/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2987091140.04
- **C.18.a - Value (excl. sponsor support):** $2987091140.04
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **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 148: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.380%, 12/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $651339051.30
- **C.18.a - Value (excl. sponsor support):** $651339051.30
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 149: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.390%, 1/21/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1367340100.00
- **C.18.a - Value (excl. sponsor support):** $1367340100.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **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 150: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.525%, 7/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2753499636.30
- **C.18.a - Value (excl. sponsor support):** $2753499636.30
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 151: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/13/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $933157063.20
- **C.18.a - Value (excl. sponsor support):** $933157063.20
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224075887.40
- **C.18.a - Value (excl. sponsor support):** $224075887.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 153: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68895471.90
- **C.18.a - Value (excl. sponsor support):** $68895471.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **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 154: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.600%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249621275.00
- **C.18.a - Value (excl. sponsor support):** $249621275.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **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 155: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3263049306.80
- **C.18.a - Value (excl. sponsor support):** $3263049306.80
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **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 156: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2943448699.00
- **C.18.a - Value (excl. sponsor support):** $2943448699.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **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 157: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1972221965.30
- **C.18.a - Value (excl. sponsor support):** $1972221965.30
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **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 158: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.656%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $155376110.40
- **C.18.a - Value (excl. sponsor support):** $155376110.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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 159: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $409318940.84
- **C.18.a - Value (excl. sponsor support):** $409318940.84
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 160: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 7/7/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2977165512.00
- **C.18.a - Value (excl. sponsor support):** $2977165512.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **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 161: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 7/21/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1888457937.86
- **C.18.a - Value (excl. sponsor support):** $1888457937.86
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 162: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.615%, 8/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1087924449.45
- **C.18.a - Value (excl. sponsor support):** $1087924449.45
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 163: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.600%, 8/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1702851831.80
- **C.18.a - Value (excl. sponsor support):** $1702851831.80
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 164: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.650%, 5/13/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $880159927.68
- **C.18.a - Value (excl. sponsor support):** $880159927.68
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.615%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1525552642.50
- **C.18.a - Value (excl. sponsor support):** $1525552642.50
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 166: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 9/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $904595873.55
- **C.18.a - Value (excl. sponsor support):** $904595873.55
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.630%, 9/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1804066891.44
- **C.18.a - Value (excl. sponsor support):** $1804066891.44
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $512976211.59
- **C.18.a - Value (excl. sponsor support):** $512976211.59
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 169: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $107850000.00
- **C.18.a - Value (excl. sponsor support):** $107850000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 170: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $347223188.65
- **C.18.a - Value (excl. sponsor support):** $347223188.65
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $620400387.50
- **C.18.a - Value (excl. sponsor support):** $620400387.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 172: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.875%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25757265.56
- **C.18.a - Value (excl. sponsor support):** $25757265.56
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $209679178.76
- **C.18.a - Value (excl. sponsor support):** $209679178.76
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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 174: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $269527839.16
- **C.18.a - Value (excl. sponsor support):** $269527839.16
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 175: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  2.625%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304154810.96
- **C.18.a - Value (excl. sponsor support):** $304154810.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 176: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $267653594.64
- **C.18.a - Value (excl. sponsor support):** $267653594.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 177: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 10/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150472656.00
- **C.18.a - Value (excl. sponsor support):** $150472656.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 2/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $277562656.25
- **C.18.a - Value (excl. sponsor support):** $277562656.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 179: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $352237747.84
- **C.18.a - Value (excl. sponsor support):** $352237747.84
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 180: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $210997938.53
- **C.18.a - Value (excl. sponsor support):** $210997938.53
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 181: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.500%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $362671031.25
- **C.18.a - Value (excl. sponsor support):** $362671031.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 182: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $440550000.00
- **C.18.a - Value (excl. sponsor support):** $440550000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 183: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.833%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $719995721.11
- **C.18.a - Value (excl. sponsor support):** $719995721.11
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **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 184: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.250%, 11/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $822930630.76
- **C.18.a - Value (excl. sponsor support):** $822930630.76
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 185: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $638419323.86
- **C.18.a - Value (excl. sponsor support):** $638419323.86
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 186: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.726%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1755547086.15
- **C.18.a - Value (excl. sponsor support):** $1755547086.15
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **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 187: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 3/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $633203996.91
- **C.18.a - Value (excl. sponsor support):** $633203996.91
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 188: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.788%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2130020301.92
- **C.18.a - Value (excl. sponsor support):** $2130020301.92
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **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 189: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $469856795.70
- **C.18.a - Value (excl. sponsor support):** $469856795.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 190: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.630%, 6/1/2026
- **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: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $329887000.00
- **C.18.a - Value (excl. sponsor support):** $329887000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 05.000 CLQG6072 | 2053-07-01      | 5.0000%  |  | $22681797.71       | $22660837.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  |  | $18928554.50       | $17866797.19       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE5591 | 2052-07-01      | 4.0000%  |  | $1054354.88        | $994120.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD9843 | 2047-03-01      | 2.0000%  |  | $2056281.55        | $1681646.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA8863 | 2050-04-01      | 5.0000%  |  | $396745.86         | $399669.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA7272 | 2050-02-01      | 5.0000%  |  | $1177483.97        | $1185829.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA6885 | 2050-01-01      | 5.0000%  |  | $78230.37          | $78723.21          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0429 | 2049-06-01      | 5.0000%  |  | $483707.50         | $488012.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0355 | 2049-06-01      | 5.0000%  |  | $433546.04         | $436742.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0346 | 2049-06-01      | 5.0000%  |  | $337140.91         | $335582.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0345 | 2049-06-01      | 5.0000%  |  | $301718.74         | $303709.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0141 | 2049-06-01      | 5.0000%  |  | $261214.97         | $259577.12         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63427 G | 2049-05-01      | 5.0000%  |  | $325357.59         | $323662.76         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63396 G | 2049-05-01      | 5.0000%  |  | $116756.64         | $117698.85         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q10517 G | 2042-08-01      | 4.5000%  |  | $90326.06          | $88995.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8309 | 2053-03-01      | 6.0000%  |  | $5551169.89        | $5714067.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  |  | $2688496.81        | $2366254.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5826 | 2054-06-01      | 5.5000%  |  | $10226612.84       | $10321063.57       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3163 | 2053-06-01      | 6.0000%  |  | $12515610.48       | $12898533.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  |  | $12941270.03       | $13337488.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  |  | $19119459.30       | $16693401.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  |  | $7867199.10        | $7847050.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3267 | 2052-04-01      | 3.5000%  |  | $33063934.80       | $30296127.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3531 | 2052-05-01      | 4.0000%  |  | $48568428.40       | $45980270.81       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI4826 | 2041-06-01      | 5.5000%  |  | $71983.45          | $73152.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA5587 | 2050-04-01      | 5.5000%  |  | $492061.89         | $505634.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA4970 | 2050-01-01      | 5.0000%  |  | $3378388.70        | $3410158.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA3524 | 2049-05-01      | 5.0000%  |  | $3840409.03        | $3856714.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3488 | 2049-05-01      | 4.0000%  |  | $37551723.67       | $35748531.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY1213 | 2053-05-01      | 6.0000%  |  | $479632.94         | $494736.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8482 | 2047-04-01      | 3.0000%  |  | $2214078.40        | $1984348.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV6479 | 2055-12-01      | 6.5000%  |  | $1599752.37        | $1668414.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  |  | $1004342.65        | $920500.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBP2027 | 2050-01-01      | 5.0000%  |  | $316465.49         | $316706.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO9098 | 2050-01-01      | 5.0000%  |  | $243278.20         | $241971.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO9096 | 2050-01-01      | 5.0000%  |  | $197359.46         | $196504.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO8405 | 2050-02-01      | 5.0000%  |  | $476727.74         | $479756.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9912 | 2049-05-01      | 5.0000%  |  | $132254.06         | $132263.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9409 | 2049-05-01      | 5.0000%  |  | $162158.72         | $163060.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9894 | 2049-06-01      | 5.0000%  |  | $191284.21         | $191404.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN8421 | 2049-06-01      | 5.0000%  |  | $187147.69         | $185980.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN8180 | 2049-05-01      | 5.0000%  |  | $188450.96         | $189197.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN3946 | 2049-01-01      | 5.5000%  |  | $441559.35         | $455910.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM5091 | 2048-12-01      | 5.5000%  |  | $2407177.59        | $2470095.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM3200 | 2043-07-01      | 3.0000%  |  | $5084517.85        | $4647850.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK0673 | 2050-02-01      | 5.0000%  |  | $419890.94         | $423362.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBJ9899 | 2049-11-01      | 5.0000%  |  | $158949.99         | $160861.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0157 | 2046-01-01      | 3.5000%  |  | $13209955.73       | $12161880.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4698 | 2055-11-01      | 6.5000%  |  | $533813.28         | $562370.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF3188 | 2055-10-01      | 7.0000%  |  | $567935.91         | $611107.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE9922 | 2055-11-01      | 7.0000%  |  | $665439.50         | $719274.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6288 | 2055-11-01      | 7.0000%  |  | $1360566.31        | $1450369.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV3679 | 2044-02-01      | 4.5000%  |  | $67009.46          | $65760.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL8560 | 2041-05-01      | 3.0000%  |  | $1310115.83        | $1203214.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2498 | 2042-02-01      | 4.0000%  |  | $42.17             | $40.82             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI7048 | 2041-07-01      | 5.0000%  |  | $225063.65         | $223642.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN6637 | 2049-05-01      | 5.0000%  |  | $1555257.28        | $1567724.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA8522 | 2050-03-01      | 5.0000%  |  | $374417.23         | $375378.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  |  | $332966.69         | $326460.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA5586 | 2050-04-01      | 5.5000%  |  | $409703.70         | $420867.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA6118 | 2050-05-01      | 5.0000%  |  | $131176.52         | $131258.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF4938 | 2055-11-01      | 7.0000%  |  | $940518.89         | $1008531.99        | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63644 G | 2049-05-01      | 5.0000%  |  | $418609.41         | $421957.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN7909 | 2049-06-01      | 5.0000%  |  | $316686.25         | $319864.80         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63645 G | 2049-05-01      | 5.0000%  |  | $500025.18         | $504789.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA8783 | 2050-04-01      | 5.0000%  |  | $442493.84         | $445371.78         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63627 G | 2049-05-01      | 5.0000%  |  | $535887.61         | $543249.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF3316 | 2055-10-01      | 7.0000%  |  | $784280.94         | $843587.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA7259 | 2050-02-01      | 5.0000%  |  | $1780726.66        | $1807773.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL7091 | 2045-06-01      | 3.0000%  |  | $1544995.35        | $1402173.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO9948 | 2050-01-01      | 5.0000%  |  | $199681.80         | $200239.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN9914 | 2049-05-01      | 5.5000%  |  | $67668.61          | $69038.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9558 | 2055-08-01      | 6.5000%  |  | $623967.87         | $657927.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2773 | 2053-04-01      | 5.0000%  |  | $41890391.68       | $41701838.38       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2335 | 2055-10-01      | 6.5000%  |  | $536629.00         | $566700.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCA8009 | 2050-12-01      | 1.5000%  |  | $16438095.13       | $12652774.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH1969 | 2053-10-01      | 5.5000%  |  | $331037.39         | $335989.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA6117 | 2050-05-01      | 5.0000%  |  | $325030.68         | $326715.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7501 | 2045-10-01      | 3.5000%  |  | $1483726.04        | $1365669.25        | Agency Mortgage-Backed Securities |

### Security 191: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922URB006, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 NATIXIS

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49481827.45       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49481827.45       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49481827.45       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49481827.45       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49481827.45       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49481827.45       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49481827.45       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/31/2026 | 2026-10-31      | 1.1250%  |  | $50000000.00       | $49481827.45       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49609544.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49609544.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49609544.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49609544.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49609544.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49609544.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49609544.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  |  | $50000000.00       | $49609544.84       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $47687756.63       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $47687756.63       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $47687756.63       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $47687756.63       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $47687756.63       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $47687756.63       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $47687756.63       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50986985.11       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50986985.11       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50986985.11       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50986985.11       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50986985.11       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50986985.11       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/30/2026 | 2026-06-30      | 4.6250%  |  | $50000000.00       | $50986985.11       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 12/31/2027 | 2027-12-31      | 3.8750%  |  | $50000000.00       | $50693964.28       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 12/31/2027 | 2027-12-31      | 3.8750%  |  | $50000000.00       | $50693964.28       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 12/31/2027 | 2027-12-31      | 3.8750%  |  | $50000000.00       | $50693964.28       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 12/31/2027 | 2027-12-31      | 3.8750%  |  | $50000000.00       | $50693964.28       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 12/31/2027 | 2027-12-31      | 3.8750%  |  | $50000000.00       | $50693964.28       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 12/31/2027 | 2027-12-31      | 3.8750%  |  | $50000000.00       | $50693964.28       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 12/31/2027 | 2027-12-31      | 3.8750%  |  | $50000000.00       | $50693964.28       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $48966797.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $48966797.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $48966797.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $48966797.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $48966797.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $48966797.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $48966797.50       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $49807661.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $49807661.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $49807661.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $49807661.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $49807661.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $49807661.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $49807661.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $49581477.51       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $49581477.51       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $49581477.51       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $49581477.51       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $49581477.51       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $49581477.51       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $49581477.51       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 04/30/2027 | 2027-04-30      | 3.7500%  |  | $50000000.00       | $50085258.15       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 04/30/2027 | 2027-04-30      | 3.7500%  |  | $50000000.00       | $50085258.15       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 04/30/2027 | 2027-04-30      | 3.7500%  |  | $50000000.00       | $50147758.15       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 04/30/2027 | 2027-04-30      | 3.7500%  |  | $50000000.00       | $50147758.15       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 04/30/2027 | 2027-04-30      | 3.7500%  |  | $50000000.00       | $50147758.15       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 04/30/2027 | 2027-04-30      | 3.7500%  |  | $50000000.00       | $50147758.15       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2026 | 2026-08-15      | 4.3750%  |  | $50000000.00       | $51622410.22       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2026 | 2026-08-15      | 4.3750%  |  | $50000000.00       | $51622410.22       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2026 | 2026-08-15      | 4.3750%  |  | $50000000.00       | $51622410.22       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2026 | 2026-08-15      | 4.3750%  |  | $50000000.00       | $51622410.22       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50236774.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50236774.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50236774.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $38259200.00       | $38440376.07       | U.S. Treasuries (including strips) |

### Security 192: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  3.630%, 6/1/2026
- **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: 930LFD005, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $370379000.00
- **C.18.a - Value (excl. sponsor support):** $370379000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $9063997.19        | $9213909.83        | U.S. Treasuries (including strips)  |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $9542897.24        | $9565317.18        | U.S. Treasuries (including strips)  |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $10288305.56       | $10185871.05       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $69367747.92       | $70634444.00       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $163156188.28      | $162918558.05      | U.S. Treasuries (including strips)  |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $47770619.20       | $47440074.23       | U.S. Treasuries (including strips)  |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $64990403.13       | $64407515.51       | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $411120.69         | $413323.24         | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $2136181.46        | $2152510.61        | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $411285.30         | $415073.78         | U.S. Treasuries (including strips)  |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $205.77            | $205.26            | U.S. Treasuries (including strips)  |
| FHLB FHOR 23-27 S2    | 2027-01-28      | 2.0000%  |  | $360090.69         | $358159.97         | Agency Debentures and Agency Strips |
| FHLB FHOR 21-31 PR    | 2031-09-10      | 1.2000%  |  | $123459.67         | $113817.88         | Agency Debentures and Agency Strips |
| FHLB FHOR 21-26 FL    | 2026-07-23      | 1.8750%  |  | $82306.44          | $82098.74          | Agency Debentures and Agency Strips |

### Security 193: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.630%, 6/1/2026
- **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: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $570000000.00
- **C.18.a - Value (excl. sponsor support):** $570000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 FHLMC REMIC SERIES K- | 2033-10-25      | 4.6100%  |  | $290371.82         | $292383.09         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-05-25      | 5.0000%  |  | $1565107.82        | $1609613.05        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-03-25      | 3.7010%  |  | $291951.25         | $291304.45         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-07-25      | 3.1940%  |  | $1386869.86        | $1375077.62        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-04-25      | 3.2430%  |  | $530884.08         | $528037.65         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-06-25      | 3.1170%  |  | $541531.24         | $537433.66         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIS K- | 2030-06-25      | 1.3660%  |  | $97602.74          | $86838.08          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 1.6210%  |  | $583664.38         | $518830.23         | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-04-26      | 6.5000%  |  | $13069028.32       | $10814471.37       | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL042FC R26F042  | 2056-02-25      | 4.4719%  |  | $11061643.84       | $11132260.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF 003240 M      | 2032-05-20      | 7.0000%  |  | $105.83            | $111.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003598 M      | 2034-08-20      | 6.0000%  |  | $224.18            | $233.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004367 M      | 2039-02-20      | 4.0000%  |  | $94.78             | $91.31             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0220 M      | 2042-07-20      | 3.5000%  |  | $57766.92          | $54452.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0792 C      | 2056-03-20      | 6.0000%  |  | $1522365.37        | $1599283.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6949 C      | 2056-01-20      | 6.5000%  |  | $145523.05         | $153579.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6786 C      | 2056-01-20      | 6.5000%  |  | $305663.88         | $322583.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1144 M      | 2056-05-20      | 6.0000%  |  | $86301336.84       | $88452455.23       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1070 M      | 2056-04-20      | 5.0000%  |  | $20524262.36       | $20360599.61       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0530 M      | 2040-09-20      | 6.0000%  |  | $32612.97          | $33408.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0235 M      | 2040-03-20      | 6.0000%  |  | $110567.43         | $114405.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0203 M      | 2055-02-20      | 4.5000%  |  | $623990.85         | $601876.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $18009509.96       | $17865900.12       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  |  | $1177414.72        | $1205654.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0783 M      | 2040-12-20      | 4.0000%  |  | $48490.86          | $47161.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7337 C      | 2056-05-20      | 5.5000%  |  | $179832.01         | $182742.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4970 C      | 2056-05-20      | 5.0000%  |  | $2885962.58        | $2882796.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4957 C      | 2056-04-20      | 5.0000%  |  | $301868.87         | $303400.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4457 C      | 2056-03-20      | 6.5000%  |  | $537938.91         | $579075.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1309 C      | 2056-05-20      | 5.0000%  |  | $143214.45         | $144007.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2396 C      | 2054-12-20      | 6.0000%  |  | $696199.91         | $727993.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2859 C      | 2053-10-20      | 7.0000%  |  | $1024676.27        | $1089520.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX6873 C      | 2053-12-20      | 6.5000%  |  | $29523.23          | $30939.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9907 M      | 2054-09-20      | 6.0000%  |  | $5795151.03        | $5947428.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ9743 C      | 2052-02-20      | 2.5000%  |  | $109215.86         | $93831.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY5698 C      | 2050-10-20      | 2.0000%  |  | $155998.92         | $126851.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BO1539 C      | 2049-07-20      | 3.5000%  |  | $302688.48         | $277112.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9743 C      | 2049-11-20      | 4.0000%  |  | $80851.95          | $76121.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB7995 C      | 2042-12-20      | 3.0000%  |  | $4654.93           | $4137.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AA5960 C      | 2043-01-20      | 3.0000%  |  | $55442.50          | $49414.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778108 C      | 2026-12-20      | 3.5000%  |  | $93.71             | $93.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP8516 C      | 2052-10-20      | 5.5000%  |  | $24996.14          | $25920.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO4021 C      | 2052-06-20      | 4.5000%  |  | $615029.97         | $588544.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BC4862 C      | 2047-10-20      | 3.5000%  |  | $80716.11          | $73892.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M      | 2054-06-20      | 4.0000%  |  | $72990.16          | $68375.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M      | 2053-07-20      | 5.5000%  |  | $13504920.35       | $13723480.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8721 M      | 2053-03-20      | 3.0000%  |  | $303404.23         | $271289.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8490 M      | 2052-12-20      | 5.0000%  |  | $324524.81         | $323611.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8102 M      | 2052-06-20      | 5.0000%  |  | $5780.06           | $5774.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  |  | $18465206.63       | $15825687.40       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  |  | $27466960.62       | $23529693.88       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7424 M      | 2051-06-20      | 5.5000%  |  | $59216.99          | $60720.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8042 M      | 2052-05-20      | 2.5000%  |  | $23357263.44       | $20016344.28       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7992 M      | 2052-04-20      | 5.0000%  |  | $9232.13           | $9206.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M      | 2052-04-20      | 3.0000%  |  | $38292602.36       | $34124197.29       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  |  | $1405.81           | $1426.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7050 M      | 2050-12-20      | 1.5000%  |  | $2526595.45        | $1993172.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6935 M      | 2050-10-20      | 4.5000%  |  | $27966.25          | $27472.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M      | 2050-03-20      | 2.5000%  |  | $4010.19           | $3450.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7191 M      | 2051-02-20      | 1.5000%  |  | $5904735.75        | $4632658.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5565 M      | 2033-11-20      | 4.0000%  |  | $7264.90           | $7212.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5262 M      | 2048-06-20      | 3.0000%  |  | $8312.56           | $7497.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4993 M      | 2033-02-20      | 3.0000%  |  | $108957.91         | $105196.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4899 M      | 2047-12-20      | 3.0000%  |  | $1670369.67        | $1503617.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4656 M      | 2047-08-20      | 5.5000%  |  | $14855.93          | $15006.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5399 M      | 2048-08-20      | 4.5000%  |  | $4144422.93        | $4062280.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4321 M      | 2047-03-20      | 3.5000%  |  | $104730.68         | $96953.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788544 C      | 2056-03-20      | 5.0000%  |  | $10229412.34       | $10185516.79       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788473 M      | 2046-08-20      | 4.0000%  |  | $7131531.90        | $6873478.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788419 C      | 2056-01-20      | 6.5000%  |  | $4713962.59        | $4984386.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788333 C      | 2054-01-20      | 7.0000%  |  | $3880295.11        | $4111372.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788358 M      | 2044-12-20      | 3.5000%  |  | $3701928.50        | $3486676.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7880 M      | 2052-02-20      | 2.0000%  |  | $2965299.19        | $2435387.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788201 M      | 2049-05-20      | 3.0000%  |  | $8675428.09        | $7803333.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786267 M      | 2048-05-20      | 4.0000%  |  | $4814479.95        | $4570940.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786395 C      | 2052-10-20      | 5.0000%  |  | $45119.49          | $44925.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785221 C      | 2050-12-20      | 2.0000%  |  | $56123.59          | $45707.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785396 C      | 2051-03-20      | 2.0000%  |  | $86239.39          | $69749.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 780748 M      | 2028-03-20      | 7.0000%  |  | $7746.73           | $8014.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 738755 C      | 2041-09-20      | 4.5000%  |  | $49856.87          | $48777.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  |  | $917000.59         | $827731.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3936 M      | 2046-09-20      | 3.0000%  |  | $60556.36          | $54651.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004833 M      | 2040-10-20      | 4.0000%  |  | $4402.71           | $4241.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004293 M      | 2038-11-20      | 7.0000%  |  | $1088.67           | $1142.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003786 M      | 2035-11-20      | 5.5000%  |  | $214.78            | $221.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003429 M      | 2033-08-20      | 5.5000%  |  | $184.40            | $188.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002699 M      | 2029-01-20      | 6.0000%  |  | $1211.88           | $1244.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS8695 C      | 2056-05-20      | 6.5000%  |  | $152776.66         | $161234.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS1593 C      | 2056-05-20      | 5.5000%  |  | $1320966.80        | $1351717.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS1093 C      | 2056-05-20      | 5.5000%  |  | $106011.02         | $107726.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR7257 C      | 2056-05-20      | 5.0000%  |  | $682486.90         | $679558.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6695 C      | 2056-05-20      | 5.0000%  |  | $340450.85         | $338990.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6287 C      | 2056-04-20      | 5.0000%  |  | $592856.02         | $592151.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR4410 C      | 2056-03-20      | 5.5000%  |  | $591413.55         | $613278.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR2450 C      | 2056-04-20      | 5.5000%  |  | $87084.24          | $88493.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR2004 C      | 2056-03-20      | 5.5000%  |  | $135681.17         | $138768.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1959 C      | 2056-04-20      | 5.5000%  |  | $267033.10         | $271355.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1338 C      | 2056-05-20      | 6.5000%  |  | $526423.24         | $554484.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1098 C      | 2056-04-20      | 6.5000%  |  | $248648.60         | $262413.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7804 C      | 2056-02-20      | 5.5000%  |  | $906316.46         | $936539.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2551 C      | 2056-05-20      | 5.5000%  |  | $473182.77         | $482895.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2561 C      | 2056-05-20      | 5.0000%  |  | $140136.71         | $139970.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2659 C      | 2056-05-20      | 5.5000%  |  | $219451.30         | $222802.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2653 C      | 2056-05-20      | 5.0000%  |  | $208858.28         | $207962.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1267 C      | 2056-02-20      | 7.0000%  |  | $181885.66         | $194265.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0330 C      | 2056-01-20      | 6.0000%  |  | $263464.40         | $275881.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2328 C      | 2055-11-20      | 6.5000%  |  | $1229158.56        | $1308325.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6693 C      | 2055-10-20      | 6.0000%  |  | $211872.81         | $220491.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5849 C      | 2055-09-20      | 5.5000%  |  | $1341967.57        | $1359823.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5479 C      | 2055-12-20      | 5.5000%  |  | $134660.23         | $137601.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3580 C      | 2055-08-20      | 6.5000%  |  | $199695.86         | $210750.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9275 C      | 2055-07-20      | 6.0000%  |  | $351769.72         | $362294.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3274 C      | 2055-06-20      | 6.0000%  |  | $735098.24         | $754991.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9915 C      | 2055-07-20      | 6.5000%  |  | $288607.45         | $308065.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF0153 C      | 2054-10-20      | 5.0000%  |  | $25672.53          | $25276.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE6182 C      | 2054-09-20      | 6.5000%  |  | $431865.07         | $455769.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7706 M      | 2051-11-20      | 3.0000%  |  | $49562587.22       | $44168856.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5112 M      | 2033-04-20      | 4.0000%  |  | $3863.45           | $3837.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ4350 C      | 2051-03-20      | 2.5000%  |  | $30196.76          | $25266.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1202 M      | 2028-08-20      | 2.5000%  |  | $1598.85           | $1575.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6839 M      | 2035-09-20      | 2.0000%  |  | $11869.36          | $11092.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786535 C      | 2053-02-20      | 5.5000%  |  | $8801.15           | $8957.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3718 C      | 2054-01-20      | 7.5000%  |  | $69370.94          | $74305.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7134 M      | 2051-01-20      | 1.5000%  |  | $5850725.64        | $4590284.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9777 M      | 2054-07-20      | 4.5000%  |  | $42728.06          | $41262.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787170 C      | 2053-05-20      | 5.5000%  |  | $336588.49         | $355609.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788416 C      | 2056-01-20      | 6.5000%  |  | $6885785.35        | $7289206.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4272 C      | 2056-01-20      | 6.5000%  |  | $418201.11         | $441351.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW3710 C      | 2053-08-20      | 6.0000%  |  | $22277.21          | $23067.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1072 M      | 2056-04-20      | 6.0000%  |  | $12618832.47       | $12935775.49       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788326 C      | 2054-11-20      | 6.5000%  |  | $3387121.91        | $3588898.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7260 M      | 2051-03-20      | 5.0000%  |  | $19179.98          | $19407.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1313 C      | 2056-05-20      | 5.0000%  |  | $1607576.34        | $1600679.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6336 C      | 2056-05-20      | 5.5000%  |  | $1763091.34        | $1791630.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2876 C      | 2056-01-20      | 6.5000%  |  | $179282.90         | $189208.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1309 C      | 2056-05-20      | 6.0000%  |  | $1688989.12        | $1745404.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3802 C      | 2056-04-20      | 5.0000%  |  | $1945991.13        | $1932575.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788573 C      | 2056-04-20      | 5.0000%  |  | $6080052.82        | $6024997.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9418 M      | 2054-01-20      | 3.0000%  |  | $77416.47          | $69302.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0658 M      | 2040-10-20      | 5.5000%  |  | $4342.27           | $4434.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6605 M      | 2050-04-20      | 6.0000%  |  | $1371.28           | $1443.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3296 C      | 2055-06-20      | 7.0000%  |  | $51088.71          | $53516.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR7222 C      | 2056-05-20      | 5.0000%  |  | $1920472.11        | $1907232.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE1028 C      | 2047-11-20      | 4.0000%  |  | $1429072.93        | $1345468.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9849 M      | 2054-08-20      | 4.5000%  |  | $1096051.38        | $1057536.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3192 C      | 2056-04-20      | 5.5000%  |  | $180924.07         | $183993.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2546 C      | 2056-05-20      | 5.5000%  |  | $134479.27         | $136656.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1072 C      | 2056-03-20      | 5.5000%  |  | $155654.12         | $158030.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0747 M      | 2055-11-20      | 6.0000%  |  | $26106067.54       | $26728871.30       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7143 M      | 2051-01-20      | 6.0000%  |  | $1620.58           | $1706.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8058 C      | 2055-09-20      | 6.0000%  |  | $210813.20         | $217487.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784894 C      | 2048-02-20      | 3.5000%  |  | $31803.62          | $29075.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0398 M      | 2040-06-20      | 4.5000%  |  | $89560.01          | $88948.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1142 M      | 2056-05-20      | 5.0000%  |  | $74879181.93       | $74282087.02       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9305 M      | 2053-11-20      | 5.5000%  |  | $121709.53         | $123749.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786842 C      | 2053-04-20      | 4.0000%  |  | $63756.44          | $60145.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5437 M      | 2033-09-20      | 4.0000%  |  | $3176.97           | $3154.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3946 C      | 2056-04-20      | 5.5000%  |  | $452116.37         | $460636.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC3084 C      | 2054-07-20      | 6.5000%  |  | $308939.48         | $326598.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3464 C      | 2055-02-20      | 7.0000%  |  | $179298.01         | $187819.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2664 C      | 2055-11-20      | 5.5000%  |  | $197293.50         | $200461.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4754 C      | 2056-03-20      | 5.5000%  |  | $20058.21          | $20450.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4951 C      | 2056-04-20      | 5.0000%  |  | $3335617.76        | $3308692.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785587 M      | 2044-12-20      | 3.5000%  |  | $460701.56         | $428048.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M      | 2055-10-20      | 6.0000%  |  | $24312387.68       | $24892400.22       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4817 C      | 2055-11-20      | 5.0000%  |  | $169692.62         | $168990.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6810 C      | 2055-01-20      | 6.5000%  |  | $104638.08         | $110430.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9453 C      | 2056-04-20      | 4.5000%  |  | $940738.03         | $915612.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1958 C      | 2056-02-20      | 5.0000%  |  | $819390.85         | $815875.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1068 M      | 2056-04-20      | 4.0000%  |  | $7235666.56        | $6749944.30        | Agency Mortgage-Backed Securities         |

### Security 194: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.640%, 6/22/2026
- **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: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLRQ0128 | 2056-06-01      | 5.5000%  |  | $18505164.00       | $18662157.70       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  |  | $128696573.43      | $131932477.22      | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6007 | 2056-03-01      | 5.0000%  |  | $119177591.03      | $117998196.36      | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4246 | 2056-02-01      | 5.0000%  |  | $96395811.46       | $95795158.46       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9633 | 2055-12-01      | 5.0000%  |  | $76863933.90       | $75967615.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA5623 | 2056-04-01      | 5.5000%  |  | $71464198.29       | $72964501.80       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $74972349.82       | $68313322.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4682 | 2056-03-01      | 5.0000%  |  | $31327479.42       | $31047251.64       | Agency Mortgage-Backed Securities |

### Security 195: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.630%, 6/1/2026
- **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: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2026-088 NF      | 2056-05-20      | 4.5429%  |  | $11738025.71       | $11647580.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-088 EP      | 2055-12-20      | 5.5000%  |  | $14666666.67       | $15043391.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-050 FN      | 2054-07-20      | 4.3751%  |  | $13672493.33       | $13673461.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 QA      | 2051-12-20      | 4.5000%  |  | $8983839.72        | $8899131.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FB      | 2055-05-20      | 5.1051%  |  | $4767992.40        | $4841940.54        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42  | 2042-12-15      | 2.5000%  |  | $28571.43          | $21466.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-088 FE      | 2066-05-20      | 4.3942%  |  | $23363792.95       | $23388337.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-088 CQ      | 2056-05-20      | 4.5000%  |  | $10810057.71       | $10687190.60       | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2017 | 2027-06-25      | 2.8980%  |  | $869610.29         | $859902.84         | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.000 CLTA7461  | 2056-03-01      | 5.0000%  |  | $9992545.93        | $9863111.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA7460  | 2056-03-01      | 5.0000%  |  | $10284242.18       | $10151029.25       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA7454  | 2056-03-01      | 5.0000%  |  | $10038348.65       | $9909103.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5675  | 2056-01-01      | 5.0000%  |  | $10514891.41       | $10503807.55       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA6053  | 2056-05-01      | 5.0000%  |  | $14234.30          | $14048.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS9491  | 2037-05-01      | 2.5000%  |  | $3111834.14        | $2936057.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3755  | 2055-12-01      | 5.0000%  |  | $10389167.55       | $10258460.28       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495  | 2028-02-01      | 3.2680%  |  | $11882.02          | $11689.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5313  | 2048-06-01      | 4.5000%  |  | $75875.75          | $74054.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7975  | 2055-08-01      | 5.5000%  |  | $190819.99         | $192438.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276  | 2052-12-01      | 5.5000%  |  | $9642316.27        | $9782773.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399  | 2052-07-01      | 5.0000%  |  | $806746.37         | $803712.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8265  | 2052-11-01      | 4.0000%  |  | $1430595.27        | $1347221.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8155  | 2051-07-01      | 2.0000%  |  | $12526447.88       | $10091488.75       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4777  | 2049-04-01      | 4.5000%  |  | $107468.87         | $105333.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8486  | 2054-05-01      | 5.5000%  |  | $7885307.77        | $8015082.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7148  | 2052-08-01      | 5.0000%  |  | $2972.76           | $2977.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4580  | 2052-04-01      | 3.5000%  |  | $402369.73         | $366921.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA7455  | 2056-03-01      | 5.0000%  |  | $10152994.01       | $10021745.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5971  | 2056-02-01      | 5.0000%  |  | $8028.69           | $7923.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7195  | 2050-09-01      | 2.5000%  |  | $135615.10         | $114002.73         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C6086 G         | 2056-05-01      | 4.4980%  |  | $12320980.29       | $12195336.40       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8276  | 2052-12-01      | 5.0000%  |  | $9282646.19        | $9214185.64        | Agency Mortgage-Backed Securities         |

### Security 196: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.630%, 6/1/2026
- **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: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $125465690.49      | $118064497.39      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $36095737.99       | $32167811.80       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $31803981.01       | $30610094.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $63635400.03       | $50027323.29       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  |  | $719058.58         | $663565.63         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $545259.73         | $519375.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $47396795.08       | $42881807.99       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $1523439.00        | $1458566.90        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-032 MA     | 2048-11-16      | 2.0000%  |  | $23224813.25       | $20055057.18       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $58182678.20       | $51572240.30       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $91645652.00       | $80943802.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $38699259.38       | $35845588.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-117 MD     | 2042-05-20      | 1.2500%  |  | $2451529.20        | $2093971.76        | Agency Collateralized Mortgage Obligation |

### Security 197: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 6/5/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $699500000.00
- **C.18.a - Value (excl. sponsor support):** $699500000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  |  | $10418069.13       | $10638127.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB4274 | 2052-07-01      | 2.5000%  |  | $14905271.10       | $12536084.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  |  | $13351646.90       | $10738937.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2457 | 2055-12-01      | 6.0000%  |  | $10899665.20       | $11490935.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9932 | 2055-02-01      | 5.5000%  |  | $11939199.85       | $12040489.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5734 | 2054-11-01      | 5.0000%  |  | $12413049.92       | $12261534.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3755 | 2054-05-01      | 6.0000%  |  | $13584602.43       | $13980507.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS0208 | 2043-08-01      | 3.5000%  |  | $10375417.25       | $9721633.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL8687 | 2045-03-01      | 4.5000%  |  | $11370354.30       | $11130849.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL4051 | 2033-08-01      | 3.5000%  |  | $9952629.40        | $9694679.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ9057 | 2054-11-01      | 5.0000%  |  | $13842549.43       | $13697048.86       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD1679 | 2051-11-01      | 2.5000%  |  | $15701367.80       | $13305298.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC1803 | 2051-05-01      | 2.0000%  |  | $14237769.25       | $11597012.68       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8252 | 2052-08-01      | 2.0000%  |  | $12569871.00       | $10103832.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $13929240.94       | $11736979.61       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0662 | 2037-04-01      | 2.5000%  |  | $13818933.86       | $13104390.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1620 | 2051-09-01      | 2.0000%  |  | $16314857.54       | $13143095.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9206 | 2054-12-01      | 5.0000%  |  | $11568718.16       | $11497974.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA6050 | 2056-05-01      | 3.5000%  |  | $10804329.71       | $9847046.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG2242 | 2056-03-01      | 5.0000%  |  | $13374549.41       | $13218119.19       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3071 | 2054-12-01      | 5.5000%  |  | $11500815.09       | $11650277.13       | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  |  | $12825974.07       | $11509088.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1669 | 2048-07-01      | 3.5000%  |  | $11166554.94       | $10431597.11       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7773 | 2056-03-01      | 5.0000%  |  | $10601748.75       | $10465515.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $12645003.88       | $12591375.01       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8997 | 2054-11-01      | 5.0000%  |  | $11244341.27       | $11103572.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3021 | 2056-02-01      | 5.5000%  |  | $9040748.06        | $9119644.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA6081 | 2056-06-01      | 6.0000%  |  | $11447745.94       | $11735584.26       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC5132 | 2051-08-01      | 2.5000%  |  | $12817118.40       | $10894735.78       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL4116 | 2053-07-01      | 2.5000%  |  | $13239535.69       | $11199567.43       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB4383 | 2056-06-01      | 5.5000%  |  | $10456533.46       | $10563532.84       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ6647 | 2056-05-01      | 6.5000%  |  | $12100994.13       | $12787865.38       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0232 | 2056-04-01      | 5.5000%  |  | $11924795.93       | $12094232.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  |  | $10716419.06       | $10807334.78       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3297 | 2055-11-01      | 5.5000%  |  | $11019245.16       | $11214933.49       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7462 | 2056-03-01      | 5.5000%  |  | $12226912.53       | $12330642.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB4933 | 2056-06-01      | 5.0000%  |  | $10155520.25       | $10051049.28       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4710 | 2056-06-01      | 6.0000%  |  | $3490233.94        | $3600646.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4421 | 2056-06-01      | 6.0000%  |  | $9828457.66        | $10130256.83       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB2244 | 2056-05-01      | 5.5000%  |  | $11097056.08       | $11240261.13       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5165 | 2056-02-01      | 6.5000%  |  | $9822620.76        | $10242445.03       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1512 | 2055-12-01      | 5.0000%  |  | $11912206.97       | $11776704.29       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0090 | 2041-06-01      | 4.5000%  |  | $10032535.03       | $9957953.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0061 | 2041-02-01      | 4.5000%  |  | $13732197.83       | $13630112.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6551 | 2053-06-01      | 6.5000%  |  | $11319052.70       | $12103978.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0127 | 2056-06-01      | 5.0000%  |  | $10905140.30       | $10762805.20       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0086 | 2056-01-01      | 6.0000%  |  | $12716087.42       | $13035816.48       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL4679 | 2053-05-01      | 2.5000%  |  | $16521363.02       | $13926244.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3114 | 2053-11-01      | 5.5000%  |  | $10294181.10       | $10418728.11       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2158 | 2055-08-01      | 6.5000%  |  | $12433973.08       | $13120919.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0268 | 2054-07-01      | 6.5000%  |  | $10145845.81       | $10717032.13       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  |  | $9828887.49        | $10196347.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA6059 | 2041-05-01      | 4.0000%  |  | $10824510.22       | $10531773.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $11710284.70       | $10255531.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $11663839.54       | $10214879.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1423 | 2055-11-01      | 4.5000%  |  | $12483712.81       | $12027932.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNFS9859 | 2032-07-01      | 1.5000%  |  | $13575881.13       | $12774125.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS6868 | 2052-04-01      | 1.5000%  |  | $16803930.50       | $12856295.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA4571 | 2052-04-01      | 2.5000%  |  | $12933990.64       | $11049578.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1314 | 2052-11-01      | 5.5000%  |  | $9399840.81        | $9711969.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1169 | 2055-03-01      | 6.0000%  |  | $11798398.63       | $12121706.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9962 | 2055-02-01      | 5.0000%  |  | $12696902.43       | $12628020.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8493 | 2054-05-01      | 6.0000%  |  | $9860565.39        | $10163725.19       | Agency Mortgage-Backed Securities |

### Security 198: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 6/10/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  |  | $16833555.12       | $16790442.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT6179 | 2051-07-01      | 2.5000%  |  | $16720467.69       | $14132548.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ4410 | 2051-01-01      | 2.5000%  |  | $20000301.95       | $16912744.22       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6235 | 2051-11-01      | 2.0000%  |  | $21499288.17       | $17367007.95       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  |  | $16682803.96       | $14712870.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  |  | $20064178.67       | $16143950.28       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD5544 | 2053-04-01      | 4.0000%  |  | $15207686.74       | $14417664.32       | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CTSC0739 | 2042-03-01      | 1.5000%  |  | $19917841.86       | $16468104.86       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4710 | 2056-06-01      | 6.0000%  |  | $10025052.00       | $10342191.18       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTB1329 | 2056-04-01      | 4.5000%  |  | $16346472.80       | $15731927.16       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0075 | 2041-04-01      | 4.5000%  |  | $14081881.47       | $13977196.76       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0092 | 2041-06-01      | 5.5000%  |  | $14960414.57       | $15298337.09       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0120 | 2056-05-01      | 6.0000%  |  | $14108933.11       | $14463683.43       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5299 | 2055-11-01      | 5.0000%  |  | $14555108.03       | $14437195.48       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL4171 | 2052-10-01      | 4.0000%  |  | $17610140.42       | $16603740.45       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3887 | 2054-01-01      | 2.5000%  |  | $20230414.95       | $17042393.76       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL2651 | 2052-08-01      | 3.0000%  |  | $16282317.66       | $14506931.73       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3106 | 2052-03-01      | 2.5000%  |  | $1229188.50        | $1048929.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3785 | 2052-04-01      | 2.0000%  |  | $18204959.50       | $14800077.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA4575 | 2053-05-01      | 4.0000%  |  | $18268996.82       | $17321733.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2414 | 2052-05-01      | 2.5000%  |  | $19457730.40       | $16424940.44       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO4870 | 2041-01-01      | 5.0000%  |  | $15973102.31       | $16120324.62       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3283 | 2055-11-01      | 5.0000%  |  | $17786486.67       | $17613244.32       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4467 | 2052-06-01      | 3.0000%  |  | $17211277.56       | $15252536.63       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8670 | 2054-06-01      | 6.0000%  |  | $13696425.43       | $14106710.99       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  |  | $19851890.86       | $16653363.02       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB4068 | 2056-05-01      | 5.0000%  |  | $15037965.43       | $14850846.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2157 | 2055-08-01      | 6.5000%  |  | $15606397.22       | $16482642.68       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9217 | 2056-03-01      | 5.5000%  |  | $17047515.93       | $17326989.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ6519 | 2051-09-01      | 2.5000%  |  | $19805473.43       | $16837018.06       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0627 | 2054-10-01      | 6.0000%  |  | $16455146.25       | $16872393.91       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1515 | 2055-09-01      | 5.5000%  |  | $16967630.96       | $17167930.07       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9831 | 2055-08-01      | 6.5000%  |  | $15878811.36       | $16656342.07       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7380 | 2055-06-01      | 6.5000%  |  | $14484347.56       | $15208355.73       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX3995 | 2055-01-01      | 5.5000%  |  | $15175266.17       | $15304009.76       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA6086 | 2041-06-01      | 4.5000%  |  | $16244853.43       | $16124089.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA6085 | 2041-06-01      | 4.0000%  |  | $16486384.29       | $16040528.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA6051 | 2056-05-01      | 4.0000%  |  | $16417688.04       | $15414257.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA3289 | 2037-03-01      | 2.5000%  |  | $15733259.63       | $14894384.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6190 | 2053-05-01      | 5.5000%  |  | $16060911.98       | $16244902.22       | Agency Mortgage-Backed Securities |

### Security 199: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.650%, 7/2/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0818%  |  | $9913765.64        | $9450548.25        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  |  | $3190085.80        | $2972077.46        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0051A2 R26M00 | 2036-01-25      | 4.3000%  |  | $79216292.27       | $76758245.89       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A1 R26M005 | 2035-08-25      | 4.0000%  |  | $22797405.50       | $22384478.63       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL002A1 R26M002 | 2033-01-25      | 3.9500%  |  | $38413727.70       | $37494303.65       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0052A2 R26M00 | 2036-01-25      | 4.3000%  |  | $46216216.22       | $44456461.87       | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5169%  |  | $6053043.55        | $5815727.25        | Agency Mortgage-Backed Securities         |
| FMAC FERM 5666CL 06/25/56 | 2056-06-25      | 4.0000%  |  | $13878627.28       | $12310010.85       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5666AL 06/25/56 | 2056-06-25      | 5.0000%  |  | $8915878.38        | $8534875.16        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $1540402.51        | $1457898.89        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.8621%  |  | $35023734.12       | $35178372.07       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FC R24F065 | 2054-09-25      | 4.8121%  |  | $23934924.69       | $24018282.32       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  |  | $19880172.71       | $19602864.18       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC043QJ R22F043 | 2047-03-25      | 4.0000%  |  | $3215709.41        | $3104031.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043CW R22F043 | 2052-07-25      | 2.0000%  |  | $5322377.31        | $3887158.65        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029AL R22F029 | 2054-07-25      | 2.0000%  |  | $7702702.70        | $5485299.14        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $341799.58         | $327622.94         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $11593.63          | $11381.11          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC044JY R26F044 | 2056-06-25      | 5.0000%  |  | $2598703.18        | $2415023.95        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC044PH R26F044 | 2056-01-25      | 5.0000%  |  | $526338.77         | $519046.29         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DY R26F027 | 2056-04-25      | 5.0000%  |  | $1110384.65        | $1007361.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027DL R26F027 | 2056-04-25      | 5.0000%  |  | $20480.72          | $18554.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036GA R26F036 | 2032-11-25      | 4.0000%  |  | $81254611.20       | $79439148.44       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036PL R26F036 | 2056-05-25      | 5.0000%  |  | $4880.43           | $4420.79           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036NB R26F036 | 2056-05-25      | 4.5000%  |  | $14295842.64       | $13132203.93       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AE R25F113 | 2052-11-25      | 4.2500%  |  | $770397.99         | $754699.25         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  |  | $486238.12         | $478792.57         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $25119.72          | $24410.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-050 KJ     | 2056-03-20      | 4.5000%  |  | $84316389.30       | $82099964.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-050 FB     | 2056-03-20      | 4.5751%  |  | $76838964.00       | $76559560.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 HT     | 2056-02-20      | 5.0000%  |  | $28148381.36       | $27858112.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 QY     | 2056-02-20      | 4.5000%  |  | $3852121.62        | $3318571.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FS     | 2056-02-20      | 4.4251%  |  | $14140665.31       | $14098954.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF     | 2055-05-20      | 5.3451%  |  | $97925533.22       | $99342935.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 4.6751%  |  | $22651050.06       | $22754718.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 4.8251%  |  | $12365430.80       | $12478701.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  |  | $25477361.45       | $24672811.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 4.8251%  |  | $17373190.60       | $17499342.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.6751%  |  | $14300705.66       | $14384990.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 4.7251%  |  | $15472992.00       | $15536172.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 4.8251%  |  | $16048756.32       | $16157475.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 4.9251%  |  | $13899969.55       | $14014634.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FE     | 2054-04-20      | 4.8251%  |  | $20228253.97       | $20346109.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A      | 2052-07-20      | 4.5000%  |  | $58291235.51       | $58017441.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.6251%  |  | $12690746.51       | $12723974.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-067 FG     | 2056-04-20      | 4.4751%  |  | $60683131.99       | $60541302.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $22710188.44       | $20078123.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  |  | $31424200.23       | $28065487.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $22545862.42       | $19661254.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.1171%  |  | $16530003.57       | $16185969.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.1671%  |  | $22901863.59       | $22477509.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-018 F      | 2048-02-20      | 4.0000%  |  | $37602097.38       | $35088133.95       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PL 04/25/56 | 2056-04-25      | 4.7500%  |  | $107046.00         | $93890.95          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  |  | $93599974.64       | $91530375.12       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  |  | $34978676.47       | $34479515.23       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  |  | $12083950.74       | $11952459.91       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PY 01/25/56 | 2056-01-25      | 4.5000%  |  | $1850653.66        | $1658106.11        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PL 01/25/56 | 2056-01-25      | 4.5000%  |  | $793989.20         | $674780.46         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  |  | $132495943.59      | $128322453.86      | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  |  | $7032088.50        | $6797477.71        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KD 03/25/52 | 2052-03-25      | 3.0000%  |  | $1523887.64        | $1374918.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5666PL 06/25/56 | 2056-06-25      | 4.7500%  |  | $312417.77         | $278762.08         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GJ 05/15/30 | 2030-05-15      | 4.0000%  |  | $453675.81         | $445256.09         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  |  | $6879024.65        | $6796253.17        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  |  | $15815347.71       | $15712769.36       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55 | 2055-01-25      | 2.0000%  |  | $3504598.90        | $2123606.64        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5666PF 06/25/56 | 2056-06-25      | 4.7722%  |  | $49754249.35       | $50885374.78       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5666KL 06/25/56 | 2056-06-25      | 5.2500%  |  | $4677051.81        | $4353625.88        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5666GB 05/15/33 | 2033-05-15      | 4.5000%  |  | $117306308.88      | $114967338.39      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5666FP 06/25/56 | 2056-06-25      | 4.7938%  |  | $4319987.64        | $4305341.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  |  | $9243243.06        | $6114595.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 VL     | 2052-04-20      | 1.5000%  |  | $4912783.78        | $3272909.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 4.7251%  |  | $33406769.51       | $33505495.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  |  | $2675847.25        | $2704321.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 FY     | 2055-02-20      | 4.7751%  |  | $16592015.85       | $16740560.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 4.8251%  |  | $15251434.16       | $15350862.57       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623AH 08/25/48 | 2048-08-25      | 4.2500%  |  | $135235.08         | $133514.02         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  |  | $36318899.79       | $35920481.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.0251%  |  | $9654888.77        | $9793110.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 4.8751%  |  | $9507843.41        | $9610411.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5666KB 06/25/56 | 2056-06-25      | 5.0000%  |  | $2932056.12        | $2728981.59        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DT R26F027 | 2056-03-25      | 4.5000%  |  | $76206.00          | $74468.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FB     | 2054-04-20      | 4.7251%  |  | $20228253.97       | $20291978.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 4.8751%  |  | $15472992.00       | $15588355.27       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KP 11/25/49 | 2049-11-25      | 3.0000%  |  | $483602.85         | $449252.22         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  |  | $92826.81          | $84769.34          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PK 04/25/56 | 2056-04-25      | 4.5000%  |  | $44453.07          | $37714.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022B R22F022  | 2054-07-25      | 2.0000%  |  | $4621621.62        | $2753204.24        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC044PY R26F044 | 2056-06-25      | 5.0000%  |  | $1679513.47        | $1551922.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 4.8251%  |  | $17172742.78       | $17294090.25       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650HT 05/25/55 | 2055-06-25      | 5.0000%  |  | $9595643.81        | $9578744.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PY R25F106 | 2055-12-25      | 5.0000%  |  | $1274852.76        | $1202814.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.3751%  |  | $97925533.22       | $99437775.98       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC044DT R26F044 | 2056-05-25      | 5.5000%  |  | $149769686.03      | $148669444.63      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 P      | 2056-02-20      | 4.5000%  |  | $31566902.31       | $31030359.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 HT     | 2055-09-20      | 5.0000%  |  | $9425686.06        | $9398331.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 HY     | 2052-01-20      | 2.5000%  |  | $15677310.81       | $12456696.47       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  |  | $611726.10         | $603803.36         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PM 01/25/56 | 2056-01-25      | 4.5000%  |  | $1377051.45        | $1199765.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029AY R22F029 | 2054-07-25      | 2.0000%  |  | $3620270.27        | $2179430.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-148 FB     | 2054-09-20      | 4.7751%  |  | $22889545.84       | $22992452.27       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC036PY R26F036 | 2056-05-25      | 5.0000%  |  | $267236.80         | $242398.98         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  |  | $1064333.27        | $1006280.16        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $222329.91         | $194614.18         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5666FC 06/25/56 | 2056-06-25      | 4.5059%  |  | $58568064.61       | $58421448.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  |  | $31169165.57       | $27666592.93       | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HYBZ0164 | 2041-06-01      | 2.8000%  |  | $18794.97          | $15108.01          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0082 | 2029-01-01      | 5.2800%  |  | $500675.68         | $512965.09         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9125 | 2030-07-01      | 4.7750%  |  | $4989810.81        | $5063424.93        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9818 | 2028-10-01      | 5.3100%  |  | $770270.27         | $781577.84         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  |  | $145583.44         | $144002.57         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7085 | 2029-11-01      | 4.5700%  |  | $154054.05         | $155275.31         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  |  | $152643.94         | $151605.28         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6177 | 2034-07-01      | 4.4650%  |  | $10448716.22       | $10361770.13       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS3144 | 2036-09-01      | 1.9300%  |  | $31275943.32       | $25223676.45       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS054844 | 2027-09-01      | 4.1710%  |  | $120.64            | $120.12            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840357 G        | 2046-07-01      | 6.2100%  |  | $25858.84          | $26878.97          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.810 WNWN5031 | 2029-07-01      | 3.8100%  |  | $154054.05         | $151974.38         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.430 WNWN4109 | 2035-04-01      | 4.4300%  |  | $10335486.49       | $10118664.06       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.400 WNWN2764 | 2033-03-01      | 4.4000%  |  | $18871621.62       | $18663528.44       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WNWN1577 | 2032-06-01      | 4.2500%  |  | $5156189.19        | $5084964.46        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.750 WNWN1782 | 2030-10-01      | 3.7500%  |  | $19219783.78       | $18718871.38       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS356648 | 2036-06-01      | 4.4260%  |  | $2326.52           | $2291.42           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS303532 | 2029-03-01      | 4.3710%  |  | $61.14             | $60.91             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS295541 | 2032-10-01      | 4.5960%  |  | $29255.12          | $29120.60          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS289517 | 2034-04-01      | 3.9900%  |  | $38442.96          | $37754.89          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8568 | 2056-05-01      | 4.0950%  |  | $5559876.72        | $5478608.00        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8577 | 2056-05-01      | 4.5400%  |  | $8786963.61        | $8718153.87        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8101 | 2055-12-01      | 3.0200%  |  | $779147.00         | $720073.54         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8951 | 2056-02-01      | 4.4540%  |  | $7839308.98        | $7819061.79        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6763 | 2031-04-01      | 4.0100%  |  | $16560810.81       | $16295852.56       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ7106 | 2031-05-01      | 4.5300%  |  | $10646675.68       | $10717532.85       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4759 | 2030-08-01      | 4.2700%  |  | $61621.62          | $61422.96          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $10414054.05       | $10186402.83       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2114 | 2034-10-01      | 4.3400%  |  | $15771283.78       | $15499316.76       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1925 | 2029-09-01      | 4.0800%  |  | $57770.27          | $57413.67          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841680 G        | 2049-12-01      | 5.9110%  |  | $30127.29          | $31357.58          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544861 | 2036-12-01      | 4.6600%  |  | $1485.45           | $1509.26           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462209 | 2036-04-01      | 5.6920%  |  | $59063.55          | $59090.54          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WAWA3603 | 2033-02-01      | 4.3500%  |  | $19183204.42       | $18962028.46       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3197 | 2037-07-01      | 3.9000%  |  | $151937.98         | $141410.71         | Agency Mortgage-Backed Securities         |
| FMAC FKAR WV0316          | 2036-04-01      | 4.2090%  |  | $13249418.92       | $13247334.35       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842099 G        | 2056-02-01      | 4.7510%  |  | $29868057.42       | $29818960.96       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841649 G        | 2049-01-01      | 6.1070%  |  | $28665.22          | $29786.88          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841475 G        | 2052-08-01      | 3.4090%  |  | $1455817.04        | $1422042.73        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841386 G        | 2049-05-01      | 6.0940%  |  | $30994.80          | $32200.12          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841375 G        | 2046-01-01      | 6.0820%  |  | $26149.84          | $27188.40          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841337 G        | 2051-08-01      | 1.8510%  |  | $1279292.23        | $1235230.42        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841319 G        | 2046-05-01      | 6.0600%  |  | $32772.14          | $34075.92          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841318 G        | 2046-05-01      | 6.0630%  |  | $26259.50          | $27304.91          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841315 G        | 2046-05-01      | 6.0630%  |  | $31511.40          | $32765.90          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WNWN0196 | 2040-06-01      | 5.0000%  |  | $5191621.62        | $5189487.29        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4488 | 2030-07-01      | 4.0000%  |  | $4999553.32        | $4925130.52        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1977 | 2031-05-01      | 1.8500%  |  | $154882.47         | $138165.84         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7954 | 2056-02-01      | 4.1230%  |  | $13419364.65       | $13131617.68       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7934 | 2056-02-01      | 4.7270%  |  | $30090836.63       | $30143850.01       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM8004 | 2056-01-01      | 4.8070%  |  | $14880089.39       | $14890353.34       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM8002 | 2056-03-01      | 4.7700%  |  | $16048899.76       | $16043683.86       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7091 | 2052-10-01      | 3.9000%  |  | $826496.55         | $818466.40         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5066 | 2036-11-01      | 6.4110%  |  | $1117197.82        | $1168089.91        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2631 | 2029-06-01      | 3.1400%  |  | $71738.73          | $69579.48          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0722 | 2039-01-01      | 4.6900%  |  | $1121531.43        | $1106289.57        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0840 | 2039-02-01      | 4.7000%  |  | $1073227.37        | $1060194.70        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF6742 | 2056-01-01      | 4.9920%  |  | $5947847.14        | $5997765.44        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8589 | 2028-04-01      | 3.4900%  |  | $17341.31          | $17134.16          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  |  | $34662.16          | $32276.15          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HIAN7185 | 2032-11-01      | 3.3500%  |  | $202918.23         | $196319.65         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN2495 | 2028-09-01      | 2.5500%  |  | $144183.04         | $139406.73         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYAL9089 | 2028-09-01      | 2.7910%  |  | $579502.23         | $565645.04         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WDWD0039 | 2030-12-01      | 4.0000%  |  | $13916472.97       | $13682705.61       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C6086 G        | 2056-05-01      | 4.4980%  |  | $3790858.85        | $3752201.35        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1351 G        | 2056-02-01      | 4.5040%  |  | $8849054.79        | $8743353.81        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0616 G        | 2056-05-01      | 4.5000%  |  | $6105691.51        | $6057780.15        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0574 G        | 2056-03-01      | 4.6350%  |  | $5073166.78        | $5072101.41        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4879 | 2040-12-01      | 4.5000%  |  | $3532051.68        | $3356830.13        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.850 WAWA4884 | 2041-03-01      | 4.8500%  |  | $5549201.11        | $5459449.56        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4839 | 2054-01-01      | 4.0000%  |  | $1504993.83        | $1258512.13        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.100 WAWA4814 | 2039-06-01      | 3.1000%  |  | $479469.26         | $404632.79         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8571 | 2056-04-01      | 4.6650%  |  | $8075502.71        | $8062665.35        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8569 | 2056-05-01      | 4.4150%  |  | $6388515.27        | $6345992.60        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  |  | $150941.33         | $140418.95         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7392 | 2049-04-01      | 6.0800%  |  | $30990.25          | $32321.03          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.300 WAWA1634 | 2032-12-01      | 4.3000%  |  | $10762436.70       | $10615684.89       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5375 | 2036-08-01      | 6.0490%  |  | $1036551.19        | $1071729.78        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYAL7547 | 2027-03-01      | 3.1420%  |  | $9901797.37        | $9857905.99        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1243 | 2026-06-01      | 2.6400%  |  | $200270.27         | $200144.77         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.750 WDWD0021 | 2030-11-01      | 3.7500%  |  | $14621270.27       | $14232690.53       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4959 | 2029-03-01      | 2.3000%  |  | $38400.48          | $36455.84          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841485 G        | 2052-09-01      | 4.1650%  |  | $782803.52         | $777393.91         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6512 | 2032-09-01      | 3.7500%  |  | $308108.11         | $293490.44         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ7133 | 2033-05-01      | 4.1800%  |  | $14085162.16       | $13794516.40       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1835 | 2028-07-01      | 2.5350%  |  | $50009.14          | $48416.78          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  |  | $21371918.92       | $21491155.22       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG2395 | 2056-05-01      | 4.5310%  |  | $17032333.16       | $16878737.47       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.450 WAWA2224 | 2037-05-01      | 3.4500%  |  | $365929.13         | $326991.83         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5687 | 2030-12-01      | 3.8650%  |  | $19956030.45       | $19547951.79       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.200 WDWD0055 | 2031-01-01      | 4.2000%  |  | $19499391.89       | $19327771.25       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WNWN1788 | 2030-10-01      | 3.9000%  |  | $15971554.05       | $15651393.60       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8570 | 2056-04-01      | 4.5400%  |  | $9124851.58        | $9086345.72        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN4122 | 2035-07-01      | 4.3500%  |  | $1833243.24        | $1782230.19        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM8003 | 2056-04-01      | 4.5380%  |  | $30800986.82       | $30607163.04       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0026 | 2035-11-01      | 3.4800%  |  | $161458.69         | $148820.78         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842140 G        | 2055-12-01      | 4.9540%  |  | $26414645.59       | $26457757.22       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0600 G        | 2056-04-01      | 4.5500%  |  | $7723213.11        | $7690720.69        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197 | 2038-07-01      | 4.2400%  |  | $299149.65         | $284943.86         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5249 | 2035-10-01      | 4.5100%  |  | $26189189.19       | $25930617.51       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4263 | 2030-07-01      | 4.4500%  |  | $28660962.61       | $28820865.30       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7933 | 2056-01-01      | 4.7310%  |  | $16866168.97       | $16943865.79       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7306 | 2050-04-01      | 6.1630%  |  | $35245.39          | $36653.95          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.150 WNWN2732 | 2032-07-01      | 4.1500%  |  | $8691729.73        | $8508471.37        | Agency Mortgage-Backed Securities         |

### Security 200: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.630%, 6/1/2026
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  |  | $1854464.78        | $1870197.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4585 | 2055-08-01      | 6.0000%  |  | $977955.66         | $1002545.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3329 | 2052-09-01      | 3.5000%  |  | $1410882.17        | $1285988.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9413 | 2055-09-01      | 5.0000%  |  | $2345333.79        | $2319415.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9069 | 2055-09-01      | 6.0000%  |  | $1065698.52        | $1092494.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7181 | 2055-08-01      | 5.5000%  |  | $1871100.28        | $1893605.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE5113 | 2055-07-01      | 5.0000%  |  | $1473883.55        | $1455515.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4648 | 2055-07-01      | 6.0000%  |  | $2256842.63        | $2320252.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  |  | $2861596.50        | $2889141.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS0210 | 2043-08-01      | 3.5000%  |  | $2828149.20        | $2652866.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0988 | 2055-10-01      | 6.0000%  |  | $2724368.71        | $2812457.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDF7976 | 2041-05-01      | 4.0000%  |  | $1183713.00        | $1151924.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $1286647.78        | $1126964.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5664 | 2055-02-01      | 7.0000%  |  | $1097789.94        | $1179143.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 3PQU8372 | 2056-04-01      | 5.5000%  |  | $1639382.83        | $1630762.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDH1910 | 2056-06-01      | 6.5000%  |  | $1753990.00        | $1844046.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6547 | 2055-12-01      | 6.0000%  |  | $2523789.81        | $2605393.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4871 | 2041-01-01      | 5.5000%  |  | $1649095.96        | $1687468.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  |  | $2630209.53        | $2706547.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3820 | 2056-03-01      | 5.0000%  |  | $2283234.48        | $2253433.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3110 | 2055-11-01      | 5.0000%  |  | $1652149.47        | $1633007.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6012 | 2056-02-01      | 6.0000%  |  | $2424630.98        | $2467902.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA6080 | 2056-06-01      | 5.5000%  |  | $2167250.00        | $2185636.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4999 | 2056-06-01      | 6.0000%  |  | $2214738.00        | $2284018.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB0246 | 2056-04-01      | 6.0000%  |  | $1184299.10        | $1245062.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH2305 | 2056-06-01      | 6.0000%  |  | $1939801.50        | $2039334.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3788 | 2051-09-01      | 2.0000%  |  | $2087544.23        | $1693354.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7107 | 2055-07-01      | 6.5000%  |  | $1529179.67        | $1611480.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6363 | 2055-12-01      | 5.5000%  |  | $2770496.49        | $2799289.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  |  | $3004729.01        | $2631722.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4370 | 2055-09-01      | 6.0000%  |  | $2081870.35        | $2134692.95        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5687 | 2030-12-01      | 3.8650%  |  | $10863585.50       | $10641437.25       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4711 | 2056-05-01      | 6.0000%  |  | $1977758.00        | $2039186.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDH1134 | 2056-06-01      | 5.0000%  |  | $2546736.00        | $2522908.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $1886053.22        | $1651755.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB8906 | 2054-07-01      | 7.5000%  |  | $2218763.30        | $2393788.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  |  | $1586176.57        | $1626058.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8239 | 2054-12-01      | 6.0000%  |  | $1081820.39        | $1096206.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1912 | 2055-01-01      | 7.0000%  |  | $1285450.55        | $1384943.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4405 | 2056-06-01      | 6.0000%  |  | $2513207.50        | $2601488.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDH2185 | 2056-06-01      | 6.5000%  |  | $1061039.00        | $1118194.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4622 | 2056-06-01      | 6.0000%  |  | $2715266.50        | $2800492.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $1447797.87        | $1464270.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  |  | $2018294.00        | $1693089.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH2325 | 2056-06-01      | 6.0000%  |  | $2287135.00        | $2359487.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8374 | 2056-03-01      | 6.0000%  |  | $1491990.57        | $1513641.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3541 | 2055-01-01      | 6.0000%  |  | $2781644.69        | $2863930.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6609 | 2055-08-01      | 5.5000%  |  | $2676365.93        | $2712132.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8494 | 2056-03-01      | 6.5000%  |  | $1553559.32        | $1629120.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5948 | 2041-01-01      | 3.5000%  |  | $2006789.24        | $1922779.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG9380 | 2056-04-01      | 6.0000%  |  | $1075050.50        | $1113590.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5096 | 2048-05-01      | 3.0000%  |  | $1618303.13        | $1473039.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $2071515.00        | $1959771.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $1761605.04        | $1542414.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PRE6175 | 2056-05-01      | 6.0000%  |  | $1802382.46        | $1830717.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4699 | 2055-11-01      | 6.5000%  |  | $1228478.74        | $1290882.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $2834000.21        | $2278549.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  |  | $1560149.44        | $1573385.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4984 | 2056-06-01      | 6.0000%  |  | $1839978.00        | $1904597.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG5467 | 2053-06-01      | 6.0000%  |  | $1802448.10        | $1855336.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $3407864.21        | $2750189.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5926 | 2055-07-01      | 5.5000%  |  | $1214164.46        | $1230237.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4115 | 2055-03-01      | 6.0000%  |  | $1909941.98        | $1968857.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1712 | 2055-10-01      | 6.5000%  |  | $1896719.35        | $1985437.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8353 | 2055-12-01      | 6.0000%  |  | $1585320.06        | $1605196.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6107 | 2056-04-01      | 6.0000%  |  | $1619971.50        | $1643481.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8282 | 2056-01-01      | 5.5000%  |  | $1274811.25        | $1287561.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB4357 | 2056-06-01      | 5.0000%  |  | $2489634.50        | $2464999.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0115 | 2056-05-01      | 3.5000%  |  | $2295358.16        | $2091971.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9760 | 2055-09-01      | 6.5000%  |  | $1236373.00        | $1310783.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3184 | 2055-09-01      | 6.0000%  |  | $1925333.49        | $1974028.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH2475 | 2056-06-01      | 6.0000%  |  | $2015275.00        | $2093507.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2426 | 2041-01-01      | 4.0000%  |  | $2029883.93        | $1974987.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7655 | 2056-03-01      | 5.0000%  |  | $1530011.01        | $1515269.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH2310 | 2056-06-01      | 6.0000%  |  | $1756990.00        | $1817382.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5526 | 2056-03-01      | 6.5000%  |  | $2665559.32        | $2793755.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0128 | 2056-06-01      | 5.5000%  |  | $1297650.00        | $1308658.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB7851 | 2054-07-01      | 7.5000%  |  | $1507944.78        | $1625219.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6781 | 2053-07-01      | 5.5000%  |  | $1655843.17        | $1681664.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1690 | 2055-10-01      | 6.0000%  |  | $1457214.77        | $1498096.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7512 | 2056-02-01      | 6.0000%  |  | $1160434.40        | $1205482.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9545 | 2055-11-01      | 5.5000%  |  | $1403612.24        | $1426010.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDH1900 | 2056-06-01      | 6.5000%  |  | $1074826.50        | $1141006.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH1922 | 2056-05-01      | 6.0000%  |  | $1925116.50        | $1992737.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDH1136 | 2056-06-01      | 5.0000%  |  | $2964856.50        | $2934356.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDH1135 | 2056-06-01      | 5.0000%  |  | $2575784.50        | $2550294.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG9866 | 2056-05-01      | 6.0000%  |  | $1086295.50        | $1129249.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG9768 | 2056-06-01      | 6.0000%  |  | $1720247.50        | $1785578.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG8913 | 2056-04-01      | 6.0000%  |  | $2525107.00        | $2611906.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKDG7264 | 2056-04-01      | 5.5000%  |  | $1693171.49        | $1684268.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5528 | 2056-03-01      | 6.5000%  |  | $1923982.26        | $2015822.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5522 | 2056-03-01      | 6.5000%  |  | $1603803.20        | $1682817.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG5415 | 2041-03-01      | 4.0000%  |  | $1360061.78        | $1323280.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6295 | 2056-05-01      | 6.0000%  |  | $2703655.50        | $2802151.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3337 | 2052-04-01      | 2.5000%  |  | $1931099.96        | $1635729.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  |  | $2856446.61        | $2618251.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH2347 | 2056-06-01      | 6.0000%  |  | $2482057.00        | $2561467.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH2345 | 2056-06-01      | 6.0000%  |  | $1893079.50        | $1967355.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH2331 | 2056-06-01      | 6.0000%  |  | $1811041.50        | $1875966.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH2318 | 2056-06-01      | 6.0000%  |  | $1093445.00        | $1127405.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH2299 | 2056-06-01      | 6.0000%  |  | $2517692.50        | $2605501.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDH2175 | 2056-06-01      | 6.0000%  |  | $1093100.00        | $1133627.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDH1908 | 2056-06-01      | 6.5000%  |  | $1357987.00        | $1431897.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDH1903 | 2056-06-01      | 6.5000%  |  | $1456405.50        | $1543010.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2657 | 2055-05-01      | 5.0000%  |  | $1279822.21        | $1270155.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9539 | 2055-12-01      | 5.0000%  |  | $1585003.61        | $1573203.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7667 | 2055-11-01      | 6.5000%  |  | $2580107.86        | $2703884.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4939 | 2055-10-01      | 6.5000%  |  | $1031244.33        | $1084098.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4093 | 2055-08-01      | 6.0000%  |  | $1341863.58        | $1388661.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9737 | 2055-06-01      | 6.0000%  |  | $1579810.07        | $1627955.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8895 | 2055-09-01      | 6.5000%  |  | $2324405.32        | $2494202.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3284 | 2055-02-01      | 5.5000%  |  | $1310110.46        | $1328129.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8829 | 2054-12-01      | 5.5000%  |  | $1354189.59        | $1376138.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  |  | $2276404.58        | $2373699.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4354 | 2055-08-01      | 6.0000%  |  | $1269020.27        | $1313275.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3401 | 2055-09-01      | 5.0000%  |  | $2169065.83        | $2140830.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3474 | 2055-08-01      | 6.0000%  |  | $1362347.59        | $1396926.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2667 | 2055-09-01      | 6.0000%  |  | $2313067.62        | $2371895.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6260 | 2055-06-01      | 6.0000%  |  | $1057052.84        | $1083766.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX6965 | 2055-02-01      | 5.5000%  |  | $1641054.91        | $1666464.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5333 | 2055-02-01      | 7.0000%  |  | $1661404.06        | $1778035.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX1780 | 2054-12-01      | 5.5000%  |  | $1692441.68        | $1719872.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6105 | 2056-05-01      | 6.0000%  |  | $2615985.96        | $2653950.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA6076 | 2056-06-01      | 3.5000%  |  | $1595720.00        | $1454326.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6048 | 2056-02-01      | 6.0000%  |  | $1694244.32        | $1718832.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA6024 | 2056-02-01      | 6.5000%  |  | $2034479.61        | $2089366.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6023 | 2056-02-01      | 6.0000%  |  | $1919334.57        | $1947187.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6014 | 2056-01-01      | 5.5000%  |  | $2083923.71        | $2088607.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0832 | 2055-02-01      | 7.0000%  |  | $1541134.01        | $1657892.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  |  | $2377316.96        | $2457327.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL2860 | 2042-12-01      | 3.0000%  |  | $1751705.60        | $1602325.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4982 | 2041-02-01      | 4.0000%  |  | $1565340.09        | $1523007.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO4869 | 2041-01-01      | 4.5000%  |  | $2497992.34        | $2481263.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 3PRE6174 | 2056-05-01      | 5.5000%  |  | $1084640.55        | $1082928.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9065 | 2053-05-01      | 5.5000%  |  | $1241117.77        | $1261506.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8380 | 2056-05-01      | 6.0000%  |  | $1124216.00        | $1140531.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8366 | 2056-02-01      | 6.5000%  |  | $1062369.18        | $1091030.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8382 | 2056-04-01      | 6.5000%  |  | $1668227.00        | $1713233.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8348 | 2055-10-01      | 6.0000%  |  | $2056144.09        | $2085982.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5987 | 2056-01-01      | 7.0000%  |  | $1494497.33        | $1557667.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $1090633.20        | $1099885.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5549 | 2054-12-01      | 3.5000%  |  | $2181651.75        | $1987860.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $2622564.66        | $2389623.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $1331277.97        | $1166956.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $1787585.50        | $1505723.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $1900933.34        | $1733039.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $3418612.26        | $2750661.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4491 | 2051-12-01      | 1.5000%  |  | $3393287.85        | $2596820.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $3008339.28        | $2784516.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1174 | 2055-10-01      | 6.5000%  |  | $1632511.66        | $1768384.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1060 | 2055-09-01      | 6.5000%  |  | $1573840.93        | $1657680.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 ZLFP0105 | 2051-06-01      | 2.5000%  |  | $1780210.43        | $1502719.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8323 | 2055-08-01      | 7.0000%  |  | $1493445.05        | $1554771.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1826 | 2046-01-01      | 5.5000%  |  | $1446406.04        | $1478974.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7748 | 2054-11-01      | 6.0000%  |  | $1104575.99        | $1137251.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2966 | 2054-07-01      | 7.0000%  |  | $1241133.49        | $1336089.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7676 | 2053-06-01      | 5.5000%  |  | $1350250.39        | $1372550.83        | Agency Mortgage-Backed Securities |
| FMAC FKAR 02.460 WNWN0046 | 2036-10-01      | 2.4600%  |  | $47703000.00       | $39728219.16       | Agency Mortgage-Backed Securities |
| FMAC FKPC 03.830 WAWA0503 | 2044-03-01      | 3.8300%  |  | $101408.49         | $92325.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3989 | 2053-07-01      | 5.5000%  |  | $2249410.26        | $2310155.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  |  | $1155479.15        | $1168736.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $1424738.93        | $1414009.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  |  | $1405489.05        | $1357738.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  |  | $1160863.03        | $1092391.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $1753546.83        | $1649072.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  |  | $1806756.16        | $1452099.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8198 | 2052-01-01      | 1.5000%  |  | $1920678.76        | $1469466.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  |  | $1278850.36        | $1132400.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTSC0705 | 2045-02-01      | 4.5000%  |  | $1831724.85        | $1812178.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2462 | 2052-02-01      | 3.0000%  |  | $1813758.18        | $1606614.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  |  | $1240603.61        | $1107761.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM9086 | 2051-10-01      | 2.5000%  |  | $1500000.55        | $1258306.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM9855 | 2051-12-01      | 2.5000%  |  | $2436161.79        | $2043646.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7222 | 2051-05-01      | 2.5000%  |  | $1500000.53        | $1258357.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  |  | $3201582.64        | $2944852.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8362 | 2040-02-01      | 4.5000%  |  | $1620511.22        | $1608464.34        | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.300 WDWD0060 | 2033-04-01      | 4.3000%  |  | $24475000.00       | $24004381.09       | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.200 WDWD0059 | 2033-01-01      | 4.2000%  |  | $39600000.00       | $38673544.82       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4990 | 2056-06-01      | 6.0000%  |  | $1136508.50        | $1172642.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB4964 | 2056-06-01      | 5.5000%  |  | $2002586.50        | $2028429.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4842 | 2056-06-01      | 6.0000%  |  | $2772488.50        | $2874293.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4707 | 2056-06-01      | 6.0000%  |  | $2715295.50        | $2818801.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6293 | 2056-05-01      | 6.0000%  |  | $2682644.50        | $2787899.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3411 | 2056-04-01      | 6.0000%  |  | $1078159.13        | $1135065.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG1928 | 2041-03-01      | 4.0000%  |  | $1273221.83        | $1238788.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDG1820 | 2056-01-01      | 6.0000%  |  | $1634234.86        | $1657951.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1335 | 2056-03-01      | 5.5000%  |  | $1218593.07        | $1229585.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1722 | 2055-12-01      | 5.5000%  |  | $1120142.80        | $1131347.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8269 | 2056-01-01      | 6.0000%  |  | $1379191.68        | $1416244.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4784 | 2052-10-01      | 5.0000%  |  | $1767607.28        | $1757476.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB2913 | 2052-02-01      | 3.5000%  |  | $2796052.29        | $2547738.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  |  | $1588202.98        | $1348354.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2480 | 2048-10-01      | 4.5000%  |  | $1185666.31        | $1161988.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8354 | 2053-08-01      | 6.0000%  |  | $1446222.98        | $1489840.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2761 | 2041-01-01      | 4.0000%  |  | $1421599.80        | $1383154.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2577 | 2041-02-01      | 4.0000%  |  | $1511469.62        | $1470932.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  |  | $2566889.41        | $2250053.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV6290 | 2055-09-01      | 5.0000%  |  | $2093982.79        | $2081770.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB4363 | 2056-06-01      | 5.0000%  |  | $1396890.50        | $1383821.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTB3942 | 2056-05-01      | 6.5000%  |  | $1034202.00        | $1088860.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB3661 | 2056-05-01      | 5.5000%  |  | $1431841.00        | $1447088.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB3585 | 2056-05-01      | 5.5000%  |  | $2523642.50        | $2554581.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2368 | 2056-04-01      | 6.0000%  |  | $2504544.61        | $2640425.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2094 | 2056-05-01      | 6.0000%  |  | $1493047.07        | $1569653.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7653 | 2056-03-01      | 5.0000%  |  | $2308028.01        | $2279539.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7159 | 2056-03-01      | 6.5000%  |  | $1066914.79        | $1125323.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5295 | 2056-02-01      | 5.5000%  |  | $1854043.64        | $1877619.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2608 | 2056-01-01      | 5.0000%  |  | $2101217.81        | $2103098.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $1535066.29        | $1548742.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4217 | 2053-09-01      | 6.5000%  |  | $2287242.36        | $2390624.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3392 | 2048-01-01      | 4.0000%  |  | $2322771.00        | $2219131.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF7964 | 2056-05-01      | 6.5000%  |  | $1090090.00        | $1154914.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6568 | 2055-12-01      | 6.5000%  |  | $1883332.04        | $1995547.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6566 | 2055-12-01      | 6.5000%  |  | $2422126.72        | $2562117.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDF2773 | 2056-03-01      | 6.0000%  |  | $1772921.41        | $1798649.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKDF2737 | 2056-02-01      | 6.5000%  |  | $1086323.81        | $1115630.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  |  | $2064892.17        | $2170217.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0995 | 2055-10-01      | 6.0000%  |  | $2036163.52        | $2094539.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  |  | $1323288.58        | $1391111.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1711 | 2055-10-01      | 6.5000%  |  | $1722741.05        | $1804747.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0183 | 2055-08-01      | 6.0000%  |  | $1182790.78        | $1219525.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0166 | 2055-09-01      | 6.0000%  |  | $2656337.91        | $2758640.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0107 | 2056-04-01      | 3.5000%  |  | $2370541.35        | $2160492.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0126 | 2056-06-01      | 4.5000%  |  | $2341189.00        | $2253172.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  |  | $1424938.12        | $1485927.69        | Agency Mortgage-Backed Securities |

### Security 201: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  3.630%, 6/1/2026
- **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: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2025-084 FE | 2055-05-20      | 5.0251%  |  | $6213920.61        | $6292603.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FE | 2055-05-20      | 4.6251%  |  | $4145588.93        | $4190196.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FD | 2055-01-20      | 4.7251%  |  | $10752553.43       | $10852082.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC | 2055-02-20      | 4.7351%  |  | $4125668.34        | $4161981.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-173 FA | 2054-10-20      | 4.6251%  |  | $2332086.14        | $2324792.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX | 2053-11-20      | 6.0000%  |  | $195652.04         | $201677.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-170 FA | 2053-11-20      | 4.8751%  |  | $2431571.09        | $2458743.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF | 2053-08-20      | 4.6751%  |  | $653292.04         | $659747.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-102 KF | 2053-07-20      | 4.6151%  |  | $1613982.42        | $1626690.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF | 2053-03-20      | 4.6251%  |  | $2414171.35        | $2419756.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE | 2053-03-20      | 4.5251%  |  | $2941767.33        | $2941918.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL | 2053-01-20      | 4.4751%  |  | $3867142.63        | $3839491.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-174 NF | 2052-08-20      | 4.8251%  |  | $4492402.88        | $4508302.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC | 2053-01-20      | 4.6851%  |  | $2959978.17        | $2962196.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB | 2052-02-20      | 3.0000%  |  | $26680240.17       | $22946393.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE | 2052-01-20      | 2.5000%  |  | $7274442.13        | $6037590.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF | 2051-11-20      | 3.0000%  |  | $8732086.43        | $7477783.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-055 FC | 2050-04-20      | 3.5000%  |  | $3943265.09        | $3499332.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE | 2055-05-20      | 4.7751%  |  | $3489988.83        | $3525659.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN | 2055-05-20      | 4.6751%  |  | $5864603.35        | $5939305.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF | 2053-12-20      | 4.7251%  |  | $2321555.20        | $2337100.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE  | 2047-10-20      | 4.0171%  |  | $803381.79         | $783115.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA | 2046-11-20      | 4.1171%  |  | $1207413.05        | $1184549.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA | 2053-08-20      | 4.7051%  |  | $3228757.76        | $3263916.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-72 YF  | 2048-12-20      | 4.4171%  |  | $2096109.26        | $1991373.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF  | 2048-02-20      | 4.0171%  |  | $1173966.09        | $1140047.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FB | 2054-05-20      | 4.9251%  |  | $2433407.35        | $2454982.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA | 2052-02-20      | 3.0000%  |  | $13233824.61       | $11385694.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FC | 2054-02-20      | 4.6251%  |  | $3859356.78        | $3886450.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE | 2054-05-20      | 4.7251%  |  | $2529265.54        | $2541611.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE | 2052-02-20      | 3.0000%  |  | $17786826.78       | $15151263.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY | 2053-11-20      | 6.0000%  |  | $1274827.90        | $1304575.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 NF | 2052-05-20      | 4.5000%  |  | $4628595.20        | $4412203.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH | 2055-04-20      | 4.6751%  |  | $1600423.51        | $1607657.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-005 CF | 2050-01-20      | 3.5000%  |  | $2476806.20        | $2235949.18        | Agency Collateralized Mortgage Obligation |

### Security 202: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  3.640%, 6/1/2026
- **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: 933DQX004, C.3 - LEI: X574KRZ6V5A7UBU45C31
- **C.18 - Value (incl. sponsor support):** $291437500.00
- **C.18.a - Value (excl. sponsor support):** $291437500.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42437650.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42437650.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42437650.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42437650.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42437650.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42437650.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $42903600.00       | Agency Debentures and Agency Strips |

### Security 203: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.670%, 7/31/2026
- **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: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $4247000000.00
- **C.18.a - Value (excl. sponsor support):** $4247000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $204022397.46      | $179643390.84      | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $189129442.56      | $150075172.71      | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $321951479.60      | $228905219.88      | U.S. Treasuries (including strips)        |
| FNMA FNMS 06.500 CLDD4408 | 2055-03-01      | 6.5000%  |  | $420.00            | $437.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG5128 | 2056-04-01      | 4.5000%  |  | $847.53            | $817.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG6777 | 2056-04-01      | 6.5000%  |  | $848.75            | $890.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3201 | 2055-11-01      | 5.0000%  |  | $840.74            | $839.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  |  | $41941761.10       | $35281931.36       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $14545617.31       | $15003697.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  |  | $546.44            | $481.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  |  | $686.53            | $663.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  |  | $59585036.39       | $58865361.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  |  | $394.44            | $334.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR6524 | 2051-04-01      | 2.5000%  |  | $481.85            | $413.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $30265.74          | $29262.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8070 | 2046-10-01      | 3.0000%  |  | $19357553.60       | $17384076.81       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6416 | 2055-04-01      | 6.5000%  |  | $8288078.59        | $8672956.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9606 C     | 2056-05-20      | 6.5000%  |  | $2371602.94        | $2502893.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  |  | $9930.80           | $10016.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2280 | 2051-12-01      | 2.0000%  |  | $609.24            | $497.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6309 | 2053-05-01      | 5.0000%  |  | $1435259.13        | $1423545.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  |  | $740.49            | $754.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REBM7284 | 2048-11-01      | 3.5000%  |  | $591.14            | $547.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9957 | 2055-01-01      | 6.0000%  |  | $549.60            | $563.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2606 | 2055-11-01      | 6.5000%  |  | $753.57            | $785.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0299 | 2055-06-01      | 5.0000%  |  | $844.24            | $837.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $1330545.14        | $1361099.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2403 | 2055-08-01      | 5.5000%  |  | $803.88            | $826.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4424 | 2056-05-01      | 5.0000%  |  | $1198670.49        | $1192674.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0876 | 2055-11-01      | 6.0000%  |  | $1160424.49        | $1189601.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $21952518.31       | $22544089.90       | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  |  | $43648.17          | $38961.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  |  | $3346278.60        | $3370803.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $1515.31           | $1271.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  |  | $597.69            | $483.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8954 | 2051-10-01      | 2.5000%  |  | $482.10            | $407.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  |  | $669.69            | $683.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF7774 | 2055-12-01      | 4.5000%  |  | $845.10            | $814.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  |  | $841.85            | $834.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  |  | $600.14            | $551.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI2676 | 2054-04-01      | 5.5000%  |  | $10692713.05       | $10841585.32       | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $85179.67          | $81689.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3284 | 2052-11-01      | 5.5000%  |  | $19913191.89       | $20154615.00       | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC N31276 G | 2036-01-01      | 4.5000%  |  | $77.84             | $77.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDE0094 | 2055-06-01      | 4.0000%  |  | $2865089.71        | $2689978.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8639 | 2055-05-01      | 6.0000%  |  | $6186806.35        | $6383569.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7836 | 2055-04-01      | 6.0000%  |  | $526.26            | $539.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  |  | $626448.95         | $649082.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6257 | 2053-06-01      | 4.0000%  |  | $689.48            | $649.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6255 | 2052-08-01      | 3.5000%  |  | $5237443.04        | $4805360.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4635 | 2053-05-01      | 5.5000%  |  | $25823844.93       | $26615701.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS4604 | 2042-04-01      | 3.0000%  |  | $620.17            | $570.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4529 | 2053-03-01      | 5.5000%  |  | $3881332.63        | $3932580.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  |  | $790351.86         | $726207.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4056 | 2036-07-01      | 2.5000%  |  | $4831677.29        | $4564830.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $628.41            | $639.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6100 | 2045-11-01      | 3.5000%  |  | $6311541.59        | $5904997.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5518 | 2045-07-01      | 3.5000%  |  | $6101737.07        | $5691445.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6262 | 2045-11-01      | 3.5000%  |  | $7403844.63        | $6894469.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4923 | 2045-05-01      | 3.5000%  |  | $6778681.94        | $6324660.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $24161174.90       | $22530204.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $22.83             | $22.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR4205 | 2043-02-01      | 3.5000%  |  | $699870.99         | $655912.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0304 | 2055-03-01      | 4.0000%  |  | $10486398.83       | $9845481.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP7495 | 2042-09-01      | 3.5000%  |  | $100.88            | $94.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4113 | 2053-04-01      | 3.5000%  |  | $32995513.25       | $30325523.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4085 | 2056-01-01      | 5.0000%  |  | $884.41            | $877.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP7493 | 2042-09-01      | 3.5000%  |  | $135.51            | $127.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $14823539.89       | $15495530.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC3954 | 2054-10-01      | 6.5000%  |  | $549.63            | $580.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2637 | 2055-02-01      | 6.0000%  |  | $505.53            | $522.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  |  | $434.95            | $456.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4138 | 2055-11-01      | 5.0000%  |  | $12303422.65       | $12145642.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4998 | 2054-10-01      | 5.5000%  |  | $13107834.87       | $13422865.66       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0342 | 2033-01-01      | 3.5000%  |  | $69.67             | $67.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $2500324.16        | $2656977.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7972 | 2050-09-01      | 3.0000%  |  | $683.24            | $601.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBP1009 | 2050-07-01      | 3.5000%  |  | $1755.04           | $1621.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $8143077.28        | $8353956.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5517 | 2055-01-01      | 6.0000%  |  | $805.47            | $833.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9779 | 2054-12-01      | 5.0000%  |  | $7641084.29        | $7569012.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0864 | 2055-03-01      | 6.5000%  |  | $726.26            | $757.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2522 | 2055-08-01      | 5.0000%  |  | $1722715.63        | $1712839.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8977 | 2055-10-01      | 5.5000%  |  | $821.98            | $828.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  |  | $811.44            | $818.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5150 | 2053-06-01      | 5.0000%  |  | $646.16            | $642.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9014 | 2054-08-01      | 6.0000%  |  | $731.41            | $753.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB0799 | 2054-04-01      | 5.0000%  |  | $632.34            | $625.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIBQ6983 | 2037-01-01      | 1.5000%  |  | $535.10            | $480.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  |  | $675.31            | $671.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5071 | 2052-11-01      | 5.5000%  |  | $514.18            | $523.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC7432 | 2054-11-01      | 4.5000%  |  | $710.19            | $684.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8517 | 2055-03-01      | 6.5000%  |  | $108726102.21      | $113373116.26      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0707 | 2055-06-01      | 6.5000%  |  | $9056437.30        | $9562280.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA5459 | 2055-11-01      | 4.5000%  |  | $854.26            | $822.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8314 | 2056-01-01      | 5.5000%  |  | $1692.42           | $1720.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2246 | 2056-03-01      | 5.0000%  |  | $5495863.75        | $5424356.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8428 | 2056-03-01      | 5.0000%  |  | $846.82            | $845.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4883 | 2055-11-01      | 6.0000%  |  | $1681.13           | $1753.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $2147035.45        | $2282511.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $663.91            | $604.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4904 | 2050-11-01      | 2.5000%  |  | $1974228.75        | $1681814.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV2946 | 2052-03-01      | 3.0000%  |  | $57269.10          | $50249.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $158.12            | $147.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  |  | $28241.75          | $27350.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  |  | $841.33            | $883.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3233 | 2050-07-01      | 3.0000%  |  | $100920.61         | $90502.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3833 | 2056-05-01      | 5.0000%  |  | $1654096.08        | $1638491.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2127 | 2042-08-01      | 3.5000%  |  | $12464460.63       | $11757853.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $41207472.95       | $37693725.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2087 | 2042-08-01      | 3.5000%  |  | $93.56             | $87.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAL6851 | 2043-10-01      | 2.5000%  |  | $208.08            | $183.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3314 | 2042-12-01      | 3.5000%  |  | $5689598.39        | $5345834.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0962 | 2041-10-01      | 4.5000%  |  | $154320.59         | $153199.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $38568722.26       | $36370005.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  |  | $43173522.66       | $40716958.80       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3656 | 2050-08-01      | 3.5000%  |  | $812.30            | $753.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4445 | 2053-02-01      | 4.5000%  |  | $9961088.00        | $9623705.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3327 | 2055-07-01      | 4.5000%  |  | $4529221.27        | $4372156.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3251 | 2055-11-01      | 5.0000%  |  | $844.85            | $835.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  |  | $819.94            | $855.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3208 | 2055-01-01      | 5.5000%  |  | $827.96            | $846.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3176 | 2054-10-01      | 5.0000%  |  | $794.04            | $788.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2924 | 2055-10-01      | 5.0000%  |  | $845.49            | $841.26            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC T30397 G | 2037-11-01      | 5.5000%  |  | $798.20            | $823.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $46877000.98       | $42879814.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2252 | 2042-08-01      | 3.5000%  |  | $6193145.35        | $5824716.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  |  | $4211.81           | $4269.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1055 | 2055-10-01      | 5.5000%  |  | $1051552.12        | $1069240.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0319 | 2055-09-01      | 6.5000%  |  | $912.08            | $951.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $1941.56           | $2062.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8821 | 2055-09-01      | 6.5000%  |  | $290372.42         | $304875.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6396 | 2055-09-01      | 4.5000%  |  | $807.70            | $781.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE4115 | 2055-08-01      | 7.0000%  |  | $762.15            | $822.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2919 | 2055-07-01      | 6.5000%  |  | $842.63            | $886.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1847 | 2055-06-01      | 6.0000%  |  | $2832578.25        | $2958859.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1010 | 2055-06-01      | 5.0000%  |  | $9984882.17        | $9909165.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1023 | 2055-06-01      | 5.0000%  |  | $846.31            | $836.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0713 | 2055-06-01      | 5.5000%  |  | $837.39            | $851.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0639 | 2055-05-01      | 6.5000%  |  | $1682.56           | $1778.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0267 | 2055-06-01      | 5.5000%  |  | $2990302.76        | $3043532.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $837.63            | $830.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $708.68            | $621.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6847 | 2053-11-01      | 6.0000%  |  | $2260047.73        | $2326530.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  |  | $32480392.45       | $33816657.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6722 | 2053-12-01      | 6.5000%  |  | $459.47            | $481.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5985 | 2047-02-01      | 3.5000%  |  | $641.06            | $601.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5977 | 2053-10-01      | 6.0000%  |  | $625.10            | $653.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA5110 | 2055-07-01      | 6.0000%  |  | $840.05            | $871.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6518 | 2055-11-01      | 5.5000%  |  | $844.62            | $859.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  |  | $1086.83           | $912.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $18594263.61       | $19293215.79       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4454 | 2027-09-01      | 2.5000%  |  | $11.78             | $11.67             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $1961557.45        | $2001700.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5312 | 2054-12-01      | 6.0000%  |  | $777.18            | $811.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4789 | 2055-08-01      | 6.0000%  |  | $745.38            | $764.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW2746 | 2056-01-01      | 4.5000%  |  | $1697.35           | $1635.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4161 | 2056-01-01      | 5.0000%  |  | $1745659.49        | $1725833.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9603 C     | 2056-05-20      | 6.0000%  |  | $3460118.39        | $3584615.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9604 C     | 2056-05-20      | 6.0000%  |  | $3957892.27        | $4100299.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3535 | 2055-11-01      | 5.0000%  |  | $848.02            | $843.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0457 | 2054-05-01      | 5.5000%  |  | $828.19            | $845.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  |  | $101.82            | $99.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $17406168.02       | $15759149.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $4457802.58        | $4614368.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $1202.07           | $1159.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9336 | 2047-09-01      | 3.5000%  |  | $242.02            | $223.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $341884.18         | $339073.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDG7982 | 2041-04-01      | 5.0000%  |  | $953848.68         | $962599.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5277 | 2056-03-01      | 5.5000%  |  | $759.62            | $777.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6010 | 2056-03-01      | 5.0000%  |  | $847.62            | $838.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4708 | 2051-04-01      | 3.0000%  |  | $19497987.61       | $17155135.41       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  |  | $50961220.77       | $47123750.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7930 | 2054-01-01      | 6.5000%  |  | $16465628.84       | $17169378.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  |  | $23366493.13       | $22309465.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4316 | 2046-11-01      | 3.0000%  |  | $464.78            | $421.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1782 | 2052-10-01      | 5.5000%  |  | $580.04            | $595.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2903 | 2050-06-01      | 3.0000%  |  | $407.67            | $360.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3530 | 2052-05-01      | 4.0000%  |  | $529.58            | $498.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4978 | 2054-02-01      | 5.5000%  |  | $10184671.34       | $10403802.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $9783.23           | $9245.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2495 | 2055-10-01      | 6.5000%  |  | $844.58            | $887.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  |  | $788.88            | $801.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6447 | 2055-06-01      | 5.5000%  |  | $845.83            | $856.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  |  | $670.05            | $699.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDF2782 | 2041-03-01      | 5.0000%  |  | $3714404.29        | $3748646.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9159 | 2056-01-01      | 5.5000%  |  | $841.75            | $865.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9052 | 2056-01-01      | 5.5000%  |  | $4876273.43        | $4972364.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5954 | 2053-10-01      | 6.0000%  |  | $1170.89           | $1207.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5743 | 2053-09-01      | 6.5000%  |  | $25352215.42       | $26715798.42       | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q17095 G | 2043-04-01      | 3.0000%  |  | $158.55            | $145.16            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90690 G | 2042-06-01      | 3.5000%  |  | $104.66            | $98.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $17780486.11       | $18531901.31       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  |  | $654.17            | $683.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3840 | 2053-09-01      | 5.5000%  |  | $1333.36           | $1362.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3747 | 2053-09-01      | 5.0000%  |  | $698.87            | $695.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  |  | $88465.69          | $92159.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $138342.00         | $141820.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $638.76            | $644.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $100926.00         | $105239.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  |  | $10259311.21       | $10517267.92       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  |  | $714.52            | $670.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  |  | $53327.26          | $55606.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  |  | $737.95            | $754.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7647 | 2053-12-01      | 6.5000%  |  | $548.05            | $584.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7641 | 2053-12-01      | 6.0000%  |  | $610.33            | $637.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2705 | 2052-04-01      | 2.5000%  |  | $811.63            | $685.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2243 | 2055-07-01      | 5.5000%  |  | $786.11            | $797.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2132 | 2055-01-01      | 5.0000%  |  | $790.85            | $789.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1552 | 2055-05-01      | 5.0000%  |  | $9789386.40        | $9723502.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  |  | $722.13            | $735.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  |  | $772.11            | $630.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $71192720.55       | $72531697.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  |  | $4966479.04        | $4661344.63        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G60722 G | 2046-10-01      | 3.0000%  |  | $72794.95          | $65583.11          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60659 G | 2046-08-01      | 3.5000%  |  | $202168.01         | $188444.28         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  |  | $2220176.77        | $2106415.16        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V80167 G | 2043-07-01      | 3.0000%  |  | $165.08            | $150.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD2930 | 2055-03-01      | 7.0000%  |  | $326218.53         | $349644.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1017 | 2055-02-01      | 6.5000%  |  | $1456.15           | $1535.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC9715 | 2055-01-01      | 6.5000%  |  | $657.83            | $686.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9703 | 2055-01-01      | 6.0000%  |  | $508481.66         | $521266.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7671 | 2054-12-01      | 7.0000%  |  | $838.50            | $904.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC6459 | 2054-11-01      | 6.0000%  |  | $44537.17          | $45865.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5705 | 2054-11-01      | 4.5000%  |  | $745.44            | $718.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3885 | 2051-11-01      | 3.0000%  |  | $4526421.72        | $3967785.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  |  | $534.29            | $560.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3439 | 2052-12-01      | 5.5000%  |  | $578.93            | $586.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4165 | 2056-03-01      | 5.0000%  |  | $847.57            | $839.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5064 | 2050-01-01      | 4.0000%  |  | $830.15            | $791.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9594 C     | 2056-05-20      | 5.5000%  |  | $2306058.99        | $2357478.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4940 | 2056-04-01      | 5.0000%  |  | $862.65            | $853.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9948 | 2047-03-01      | 3.5000%  |  | $7290129.21        | $6771642.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  |  | $176.08            | $177.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1014 | 2051-05-01      | 2.0000%  |  | $1164.75           | $952.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB3211 | 2050-09-01      | 2.0000%  |  | $539.02            | $436.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9175 | 2052-09-01      | 5.5000%  |  | $5446438.40        | $5511914.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  |  | $884014.68         | $879595.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2664 C     | 2056-05-20      | 6.5000%  |  | $1480420.11        | $1562375.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG8941 | 2056-05-01      | 5.0000%  |  | $849.10            | $844.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4984 | 2055-11-01      | 6.0000%  |  | $845.12            | $866.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA5470 | 2055-11-01      | 6.5000%  |  | $32722230.27       | $34126522.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG0462 | 2056-01-01      | 4.5000%  |  | $845.49            | $817.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3887 | 2053-02-01      | 6.0000%  |  | $4556254.82        | $4694203.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX7611 | 2045-02-01      | 3.5000%  |  | $80.38             | $75.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $15265664.84       | $14342996.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8659 | 2053-11-01      | 6.5000%  |  | $1340302.48        | $1425155.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3900 | 2048-04-01      | 4.0000%  |  | $160107.64         | $152248.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $567.74            | $601.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6572 | 2052-07-01      | 5.0000%  |  | $1464914.48        | $1462240.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $2186479.89        | $2289760.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  |  | $1310002.21        | $1344347.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2545 | 2055-08-01      | 6.0000%  |  | $1602.62           | $1643.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M     | 2055-10-20      | 4.5000%  |  | $14031836.88       | $13535923.71       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3639 | 2056-05-01      | 5.0000%  |  | $2962782.80        | $2930037.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8380 | 2056-02-01      | 5.5000%  |  | $846.88            | $854.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5866 | 2055-12-01      | 5.0000%  |  | $842.03            | $836.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9598 C     | 2056-05-20      | 6.0000%  |  | $2248845.96        | $2338279.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6360 | 2056-03-01      | 5.0000%  |  | $847.48            | $836.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC9556 | 2051-10-01      | 2.5000%  |  | $496.91            | $425.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  |  | $560538.23         | $541668.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $2146180.92        | $2247554.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $13693040.25       | $12628792.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  |  | $705.86            | $725.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8576 | 2055-09-01      | 6.5000%  |  | $814804.87         | $863257.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5126 | 2056-02-01      | 5.5000%  |  | $29869676.82       | $30239397.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5480 | 2055-02-01      | 5.5000%  |  | $860.92            | $868.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4127 | 2055-12-01      | 4.5000%  |  | $24620965.95       | $23831076.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5472 | 2053-01-01      | 6.0000%  |  | $583.15            | $609.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  |  | $4982571.77        | $5063617.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  |  | $63856.54          | $65145.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  |  | $689.37            | $690.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  |  | $20205711.84       | $19585396.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  |  | $27191726.99       | $28094673.61       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5663 | 2054-11-01      | 5.5000%  |  | $5309987.92        | $5416568.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2834 | 2054-07-01      | 6.5000%  |  | $831.93            | $877.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $2512678.68        | $2583442.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $6450746.65        | $6505473.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB6727 | 2054-06-01      | 7.5000%  |  | $481.58            | $520.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7117 | 2054-07-01      | 5.5000%  |  | $746225.20         | $767259.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5943 | 2054-06-01      | 6.0000%  |  | $4510.16           | $4648.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB5546 | 2054-05-01      | 6.5000%  |  | $592.87            | $630.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $15450049.27       | $15654063.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3395 | 2052-12-01      | 5.0000%  |  | $704.09            | $703.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7523 | 2053-11-01      | 6.5000%  |  | $862.12            | $904.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  |  | $15837992.89       | $16312778.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  |  | $679.90            | $691.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6768 | 2053-07-01      | 6.5000%  |  | $459.12            | $482.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6759 | 2053-07-01      | 6.0000%  |  | $4551.43           | $4681.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  |  | $553.55            | $573.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6071 | 2053-04-01      | 5.5000%  |  | $2581528.99        | $2651273.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  |  | $4222.82           | $4415.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $664.83            | $642.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 705308 C     | 2039-01-20      | 7.2500%  |  | $149848.64         | $152547.10         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705648 X     | 2038-12-15      | 6.5000%  |  | $39260.67          | $41839.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $2977203.97        | $3139210.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9600 C     | 2056-05-20      | 6.0000%  |  | $4303406.96        | $4464766.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9599 C     | 2056-05-20      | 6.0000%  |  | $2748634.62        | $2856693.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  |  | $689.02            | $727.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK8847 | 2048-08-01      | 5.0000%  |  | $139.94            | $139.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5338 | 2048-07-01      | 4.5000%  |  | $5124494.79        | $5005012.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $2679208.64        | $2617436.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK1073 | 2048-06-01      | 5.0000%  |  | $181.77            | $180.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $2405815.33        | $2291029.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  |  | $129.43            | $119.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ2492 | 2047-12-01      | 3.5000%  |  | $40728.35          | $37705.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ1652 | 2047-11-01      | 3.5000%  |  | $175.47            | $162.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  |  | $21381434.44       | $19820829.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9903 | 2056-01-01      | 5.0000%  |  | $2513.06           | $2487.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $19713047.82       | $20396196.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  |  | $11220184.29       | $10460434.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5423 | 2050-03-01      | 3.0000%  |  | $453949.46         | $399867.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $12115596.60       | $12250658.59       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G15823 G | 2031-02-01      | 3.5000%  |  | $30561.83          | $30271.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $1725876.31        | $1859827.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 ZLSI2123 | 2055-02-01      | 6.5000%  |  | $634.97            | $662.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CTRB1211 | 2045-10-01      | 6.5000%  |  | $840.35            | $885.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4740 | 2056-01-01      | 5.0000%  |  | $841.46            | $830.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $27929728.04       | $29259453.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  |  | $7511.07           | $6300.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  |  | $576.61            | $463.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  |  | $43896.64          | $43645.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8691 | 2047-11-01      | 4.0000%  |  | $245.34            | $233.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9602 C     | 2056-05-20      | 6.0000%  |  | $3468455.25        | $3586946.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9601 C     | 2056-05-20      | 6.0000%  |  | $3652625.55        | $3784049.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0557 M     | 2055-08-20      | 6.0000%  |  | $56184765.25       | $57525146.49       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  |  | $26689420.22       | $27326140.83       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2662 C     | 2056-05-20      | 7.0000%  |  | $656728.05         | $695157.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2661 C     | 2056-05-20      | 7.5000%  |  | $339025.27         | $367959.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $1732585.67        | $1768493.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $1924508.68        | $2080696.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $2242555.62        | $2424557.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $1874002.16        | $1950019.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $1242472.78        | $1300384.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $1108929.70        | $1179897.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $1792056.93        | $1876740.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $1861190.41        | $1978632.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1926 | 2054-09-01      | 6.5000%  |  | $717.30            | $752.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB1846 | 2054-05-01      | 5.5000%  |  | $4933237.64        | $4984631.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1561 | 2054-04-01      | 6.5000%  |  | $488.17            | $511.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0711 | 2048-10-01      | 3.5000%  |  | $61.76             | $56.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $2857744.05        | $2923557.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 ZLSI2118 | 2055-01-01      | 6.5000%  |  | $616.76            | $643.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2390 | 2036-12-01      | 2.0000%  |  | $496.52            | $456.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5388 | 2046-02-01      | 5.0000%  |  | $2561.61           | $2552.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $29396822.14       | $29999626.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9449 | 2053-07-01      | 6.0000%  |  | $1110520.41        | $1153915.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  |  | $21135895.41       | $21737735.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  |  | $3858962.07        | $3923575.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $656.37            | $666.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $2874553.88        | $2944485.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDH1023 | 2056-05-01      | 5.0000%  |  | $849.40            | $842.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDH0597 | 2056-05-01      | 5.5000%  |  | $849.40            | $860.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG8430 | 2056-05-01      | 5.0000%  |  | $869.43            | $864.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG8385 | 2056-04-01      | 4.5000%  |  | $845.80            | $815.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG8103 | 2056-04-01      | 6.0000%  |  | $850.77            | $903.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG8921 | 2056-05-01      | 5.0000%  |  | $22097.08          | $21921.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG6854 | 2056-04-01      | 6.5000%  |  | $848.26            | $889.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG7166 | 2056-05-01      | 4.5000%  |  | $849.40            | $817.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5699 | 2056-05-01      | 6.0000%  |  | $869.12            | $896.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5519 | 2056-03-01      | 6.0000%  |  | $2976975.88        | $3099605.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX2368 | 2053-02-01      | 4.5000%  |  | $219436.98         | $211783.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW9840 | 2052-09-01      | 4.5000%  |  | $607.99            | $589.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8942 | 2052-09-01      | 5.0000%  |  | $581.15            | $583.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW2411 | 2055-12-01      | 4.0000%  |  | $843.56            | $792.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW2434 | 2056-01-01      | 4.5000%  |  | $845.27            | $813.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW1515 | 2052-07-01      | 4.0000%  |  | $448669.89         | $422817.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4427 | 2056-04-01      | 5.0000%  |  | $1075391.53        | $1067566.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $6368061.32        | $5443638.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  |  | $668923.30         | $591236.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6033 | 2054-08-01      | 6.5000%  |  | $483.42            | $506.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  |  | $760.62            | $693.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $16024964.82       | $16432123.57       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5353 | 2054-04-01      | 6.0000%  |  | $5427720.65        | $5649072.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2542 | 2051-09-01      | 3.5000%  |  | $3091384.48        | $2854807.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $29817330.28       | $30702089.99       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  |  | $30985255.95       | $31746990.60       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $55499673.13       | $56855961.83       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  |  | $2034480.28        | $1973248.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0999 | 2052-05-01      | 3.0000%  |  | $638.63            | $565.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4037 | 2052-07-01      | 5.0000%  |  | $208302.96         | $207365.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  |  | $651.65            | $594.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  |  | $52762.83          | $52736.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  |  | $607.56            | $575.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  |  | $513.92            | $519.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBU5095 | 2054-08-01      | 6.5000%  |  | $357.31            | $376.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU3759 | 2051-12-01      | 2.0000%  |  | $500510.48         | $409688.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8116 | 2052-04-01      | 2.5000%  |  | $324902.70         | $274410.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7263 | 2051-09-01      | 2.5000%  |  | $639.91            | $538.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR7857 | 2051-05-01      | 2.5000%  |  | $556.43            | $470.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  |  | $529.33            | $428.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTBM1751 | 2037-07-01      | 3.5000%  |  | $120.82            | $116.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $21039534.66       | $19760167.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS2407 | 2040-09-01      | 3.0000%  |  | $558.57            | $518.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS2294 | 2050-04-01      | 5.5000%  |  | $1824477.49        | $1868218.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  |  | $2673967.80        | $2671443.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2614 | 2052-08-01      | 5.0000%  |  | $590.06            | $592.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1205 | 2052-04-01      | 3.5000%  |  | $568.68            | $521.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  |  | $592.14            | $522.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0907 | 2052-03-01      | 3.5000%  |  | $6100917.69        | $5605109.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1675 | 2052-04-01      | 4.0000%  |  | $602.49            | $570.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0598 | 2051-12-01      | 2.0000%  |  | $15866.02          | $13119.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  |  | $548.75            | $488.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0026 | 2051-11-01      | 2.5000%  |  | $538.86            | $464.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0840 | 2052-03-01      | 3.0000%  |  | $1149.85           | $1014.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8803 | 2051-09-01      | 2.5000%  |  | $563.00            | $485.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $465.67            | $485.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9547 | 2054-07-01      | 6.5000%  |  | $475.16            | $495.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9063 | 2054-07-01      | 6.5000%  |  | $5453.06           | $5722.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $523.42            | $540.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFS3221 | 2037-02-01      | 1.5000%  |  | $494.03            | $446.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9605 C     | 2056-05-20      | 6.5000%  |  | $3030290.56        | $3198046.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5512 | 2056-03-01      | 6.0000%  |  | $847.74            | $874.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5098 | 2056-03-01      | 5.0000%  |  | $867.82            | $856.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5351 | 2056-05-01      | 5.0000%  |  | $849.40            | $838.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3785 | 2056-03-01      | 5.5000%  |  | $1693.10           | $1721.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  |  | $669.74            | $587.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV8166 | 2052-04-01      | 2.5000%  |  | $120661.23         | $101383.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6300 | 2055-12-01      | 5.5000%  |  | $33233518.85       | $34179736.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1633 | 2055-05-01      | 5.5000%  |  | $833.86            | $852.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBV1731 | 2055-06-01      | 6.5000%  |  | $500.77            | $522.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBU5749 | 2055-02-01      | 6.5000%  |  | $596.82            | $632.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9597 C     | 2056-05-20      | 5.5000%  |  | $2442612.78        | $2482150.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9596 C     | 2056-05-20      | 5.5000%  |  | $2743398.07        | $2787804.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $283462.58         | $291557.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0132 | 2056-07-01      | 4.0000%  |  | $127281.94         | $118448.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0078 | 2056-04-01      | 4.0000%  |  | $220.89            | $207.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9043 | 2047-08-01      | 4.0000%  |  | $107922.65         | $103028.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $4947683.61        | $5031906.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0101 | 2054-02-01      | 6.0000%  |  | $721.57            | $750.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6441 | 2054-02-01      | 5.5000%  |  | $819.98            | $836.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5168 | 2053-10-01      | 6.5000%  |  | $703.06            | $737.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2571 | 2053-09-01      | 7.0000%  |  | $827.20            | $883.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.250 CL835265 | 2035-08-01      | 4.2500%  |  | $34.39             | $33.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS9857 | 2046-11-01      | 3.0000%  |  | $271805.87         | $244571.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $6351665.22        | $6227871.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4910 | 2047-05-01      | 3.5000%  |  | $4024352.02        | $3760210.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4606 | 2045-12-01      | 3.5000%  |  | $112.01            | $104.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZA3698 | 2029-02-01      | 3.0000%  |  | $31.24             | $30.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2511 | 2038-06-01      | 4.0000%  |  | $116913.88         | $113811.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2923 | 2052-02-01      | 4.0000%  |  | $482.94            | $457.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $65407135.75       | $52929583.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6893 | 2051-11-01      | 2.0000%  |  | $760.52            | $609.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5815 | 2050-11-01      | 2.5000%  |  | $560.59            | $474.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3331 | 2050-08-01      | 2.0000%  |  | $546.55            | $441.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $24438691.83       | $22644946.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $493.96            | $471.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I3BF0729 | 2051-11-01      | 3.0000%  |  | $686.48            | $614.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 U4BF0354 | 2053-01-01      | 3.5000%  |  | $389.93            | $362.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0199 | 2041-02-01      | 4.5000%  |  | $144.25            | $142.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $19527443.94       | $18962300.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  |  | $575.01            | $488.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $1407.91           | $1232.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1310 | 2051-08-01      | 2.0000%  |  | $428361.03         | $345284.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  |  | $562.09            | $477.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  |  | $539.97            | $464.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8868 | 2051-02-01      | 3.0000%  |  | $508.79            | $455.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7369 | 2050-10-01      | 2.5000%  |  | $773.08            | $657.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $172739.51         | $140458.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7225 | 2050-10-01      | 2.0000%  |  | $1371028.17        | $1109922.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $551.15            | $445.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $536.92            | $438.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA6872 | 2035-08-01      | 2.5000%  |  | $312.68            | $296.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5476 | 2052-06-01      | 3.0000%  |  | $861.82            | $762.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP9680 | 2050-07-01      | 3.0000%  |  | $283.49            | $252.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $26954976.12       | $21838370.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP4740 | 2050-05-01      | 2.5000%  |  | $32455322.64       | $27518752.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  |  | $100.89            | $100.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $639802.59         | $566982.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRBM7205 | 2043-09-01      | 3.5000%  |  | $3241602.08        | $3036432.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVBM6823 | 2032-05-01      | 3.5000%  |  | $291.16            | $285.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5787 | 2047-08-01      | 4.0000%  |  | $57003.41          | $54366.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5693 | 2049-03-01      | 4.0000%  |  | $6588095.16        | $6283488.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5506 | 2049-02-01      | 5.0000%  |  | $4664502.05        | $4701901.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5019 | 2047-12-01      | 4.0000%  |  | $227333.81         | $215546.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $15445812.05       | $14421742.69       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4951 | 2048-09-01      | 4.5000%  |  | $43142.46          | $42303.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $185.81            | $182.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $5352921.29        | $4982136.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3744 | 2047-03-01      | 4.0000%  |  | $226.53            | $216.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIBM3158 | 2032-10-01      | 2.5000%  |  | $92.91             | $88.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5418 | 2052-05-01      | 4.0000%  |  | $862.33            | $821.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5187 | 2052-06-01      | 3.0000%  |  | $15854354.75       | $14174194.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA5156 | 2056-03-01      | 4.5000%  |  | $36229619.14       | $34867566.61       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA5113 | 2055-09-01      | 6.5000%  |  | $830.28            | $869.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9385 | 2053-07-01      | 6.0000%  |  | $617.53            | $639.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $3699952.85        | $3755403.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $22103222.86       | $22664838.75       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8567 | 2052-10-01      | 4.5000%  |  | $8940331.73        | $8659399.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  |  | $59567952.71       | $59312101.74       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7396 | 2052-05-01      | 4.5000%  |  | $1184.91           | $1149.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5731 | 2051-08-01      | 2.0000%  |  | $604.88            | $488.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  |  | $2137576.24        | $1744844.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3042 | 2050-07-01      | 2.0000%  |  | $22448670.37       | $18405430.38       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9928 | 2054-12-01      | 5.0000%  |  | $9397.83           | $9323.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ0977 | 2054-07-01      | 6.5000%  |  | $87801.05          | $92149.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH6850 | 2053-12-01      | 6.5000%  |  | $548.83            | $576.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0396 | 2053-09-01      | 6.0000%  |  | $616.76            | $636.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG2998 | 2056-03-01      | 4.5000%  |  | $846.24            | $814.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2879 | 2056-02-01      | 5.0000%  |  | $6713606.02        | $6651101.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3591 | 2056-03-01      | 5.5000%  |  | $853.79            | $861.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2040 | 2056-02-01      | 5.5000%  |  | $844.22            | $854.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2583 | 2056-02-01      | 6.0000%  |  | $852.74            | $880.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2579 | 2056-02-01      | 6.0000%  |  | $853.49            | $881.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG1775 | 2056-02-01      | 5.5000%  |  | $846.58            | $870.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6438 | 2046-10-01      | 3.0000%  |  | $3348237.83        | $3018614.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  |  | $95.90             | $85.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0167 | 2046-01-01      | 3.5000%  |  | $163.79            | $152.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDF7928 | 2041-04-01      | 6.5000%  |  | $804.85            | $840.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  |  | $82.86             | $83.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  |  | $16356144.38       | $15545061.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0528 | 2047-10-01      | 3.5000%  |  | $229.66            | $213.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  |  | $200.87            | $191.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY8449 | 2053-07-01      | 6.0000%  |  | $362.60            | $374.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY6779 | 2053-08-01      | 6.5000%  |  | $390.29            | $407.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8320 | 2054-06-01      | 5.5000%  |  | $7457059.43        | $7646519.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8200 | 2054-06-01      | 6.0000%  |  | $638.13            | $654.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7889 | 2052-06-01      | 3.0000%  |  | $14685448.40       | $13016672.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  |  | $63.09             | $61.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV7054 | 2045-02-01      | 4.5000%  |  | $372737.87         | $366449.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU4232 | 2043-09-01      | 3.0000%  |  | $221.55            | $201.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT9577 | 2043-06-01      | 3.5000%  |  | $245.44            | $229.98            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-083 NF     | 2056-05-20      | 4.3500%  |  | $65337270.75       | $65293070.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 LP     | 2055-10-20      | 4.5000%  |  | $3493003.30        | $3417337.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP     | 2055-06-20      | 4.5000%  |  | $6416515.13        | $6288390.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-105 FK     | 2054-06-20      | 4.7751%  |  | $67741303.84       | $68020654.28       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05511A 06/25/51 | 2051-06-25      | 5.0000%  |  | $16614065.69       | $16681865.84       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517HF 03/25/55 | 2055-03-25      | 4.9621%  |  | $5563534.47        | $5622242.80        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5516FC 03/25/55 | 2055-03-25      | 5.0121%  |  | $11077619.87       | $11209309.50       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL005KA R25F005 | 2049-12-25      | 5.5000%  |  | $10832550.27       | $10956797.20       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.1121%  |  | $30508839.89       | $30984900.16       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 4.4121%  |  | $13551390.28       | $13558020.07       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $1509913.97        | $1443189.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC033FA R26F033 | 2055-07-25      | 4.6121%  |  | $247155852.76      | $247607271.80      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FM 05/25/55 | 2055-05-25      | 5.0121%  |  | $25914988.23       | $26225058.48       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05569A 08/25/52 | 2052-08-25      | 5.0000%  |  | $12770216.14       | $12822215.04       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.0621%  |  | $3826541.42        | $3865830.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 4.6751%  |  | $25827235.34       | $26040175.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-061 KA     | 2051-01-20      | 5.0000%  |  | $25062415.60       | $25216521.61       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5664DF 11/25/55 | 2055-11-25      | 4.6445%  |  | $31944574.96       | $32418474.61       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLQG9620 | 2053-09-01      | 5.5000%  |  | $6074840.23        | $6157973.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  |  | $1801547.84        | $1840704.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1781 | 2053-05-01      | 6.0000%  |  | $592.34            | $621.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7680 | 2053-02-01      | 6.0000%  |  | $724.43            | $759.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $705.56            | $715.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7187 | 2053-02-01      | 6.0000%  |  | $570.78            | $588.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF9716 | 2056-01-01      | 4.5000%  |  | $1690.94           | $1630.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $220409.63         | $223847.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9380 | 2056-01-01      | 5.5000%  |  | $844.63            | $854.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  |  | $5066.86           | $5273.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF8700 | 2055-12-01      | 4.5000%  |  | $2530.51           | $2437.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8473 | 2056-01-01      | 5.0000%  |  | $845.37            | $838.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8205 | 2056-01-01      | 5.5000%  |  | $842.88            | $857.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  |  | $44750757.08       | $46224787.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9486 | 2054-11-01      | 5.5000%  |  | $8988.98           | $9158.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2278 | 2032-09-01      | 3.5000%  |  | $55.20             | $53.92             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC T65458 G | 2048-02-01      | 3.5000%  |  | $22195.37          | $20447.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  |  | $4856689.42        | $4549708.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  |  | $36.94             | $36.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $8.67              | $8.57              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3635 | 2047-07-01      | 3.5000%  |  | $73.70             | $68.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2392 | 2041-11-01      | 4.0000%  |  | $80.28             | $77.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3775 | 2026-12-01      | 3.0000%  |  | $2.78              | $2.77              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7375 | 2055-12-01      | 5.0000%  |  | $774.46            | $768.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7231 | 2055-12-01      | 5.0000%  |  | $1559157.50        | $1545050.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5470 | 2055-12-01      | 5.5000%  |  | $1114053.61        | $1131425.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6233 | 2055-12-01      | 5.5000%  |  | $842.97            | $860.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF5232 | 2056-01-01      | 4.5000%  |  | $1691.39           | $1631.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF4767 | 2055-11-01      | 4.5000%  |  | $844.62            | $812.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  |  | $811.05            | $825.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4112 | 2055-11-01      | 5.5000%  |  | $843.28            | $854.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4139 | 2055-11-01      | 5.0000%  |  | $344817.79         | $341565.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF3808 | 2055-12-01      | 4.5000%  |  | $844.28            | $814.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2379 | 2055-11-01      | 5.5000%  |  | $359481.44         | $369716.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF2290 | 2055-09-01      | 4.5000%  |  | $1681.30           | $1624.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1644 | 2055-10-01      | 6.5000%  |  | $807.09            | $841.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $1486055.95        | $1581158.07        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $2867417.87        | $3096073.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $1253651.50        | $1117233.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $2951692.51        | $2791657.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $14272.46          | $12232.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTB2126 | 2056-05-01      | 5.5000%  |  | $1363797.69        | $1385068.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ6410 | 2056-04-01      | 5.0000%  |  | $19969189.76       | $19765541.75       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5843 | 2056-01-01      | 5.5000%  |  | $114394738.52      | $116178813.47      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7454 | 2055-07-01      | 5.5000%  |  | $3136282.24        | $3186110.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  |  | $45287.60          | $42519.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  |  | $397170.46         | $373507.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8863 | 2050-02-01      | 3.0000%  |  | $4177221.41        | $3704177.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8488 | 2052-03-01      | 3.0000%  |  | $719.65            | $636.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  |  | $235272.17         | $241740.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8508 | 2040-09-01      | 6.5000%  |  | $601.67            | $640.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5046 | 2036-07-01      | 6.0000%  |  | $3.53              | $3.69              | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC J24649 G | 2028-07-01      | 2.5000%  |  | $73.89             | $72.90             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC H02425 G | 2038-02-01      | 5.5000%  |  | $3.94              | $3.93              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08680 G | 2045-12-01      | 3.0000%  |  | $75174.17          | $67854.57          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $191.28            | $183.40            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08852 G | 2048-12-01      | 4.0000%  |  | $83045.39          | $79164.77          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $60.40             | $60.68             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50529 G | 2036-11-01      | 6.0000%  |  | $1691.49           | $1745.63           | Agency Mortgage-Backed Securities         |
| FMAC 05.700 FGPC T30075 G | 2037-03-01      | 5.7000%  |  | $116.41            | $119.54            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $395.50            | $402.62            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $135.37            | $134.84            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $187.58            | $192.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $118823071.37      | $100674801.15      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA6381 | 2050-07-01      | 4.5000%  |  | $514809.85         | $496478.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  |  | $5420.04           | $4591.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6141 | 2050-06-01      | 2.0000%  |  | $1027.56           | $837.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6051 | 2050-06-01      | 3.0000%  |  | $417.85            | $373.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA5947 | 2035-05-01      | 2.5000%  |  | $3057934.17        | $2900870.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  |  | $372.20            | $317.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4801 | 2049-12-01      | 3.5000%  |  | $330.42            | $307.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICA5291 | 2035-02-01      | 3.5000%  |  | $348.08            | $338.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3838 | 2049-07-01      | 4.5000%  |  | $41567.69          | $40661.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  |  | $249.94            | $231.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4583 | 2050-10-01      | 2.0000%  |  | $502.89            | $412.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5295 | 2048-04-01      | 3.5000%  |  | $1338.77           | $1249.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4222 | 2050-09-01      | 2.5000%  |  | $460.35            | $394.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  |  | $244.48            | $234.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM3571 | 2035-06-01      | 3.0000%  |  | $187.08            | $180.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1011 | 2047-02-01      | 4.0000%  |  | $193.01            | $186.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  |  | $79.10             | $78.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5563 | 2053-07-01      | 4.0000%  |  | $2097831.22        | $1978857.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5481 | 2055-12-01      | 5.5000%  |  | $868.76            | $881.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL812248 | 2035-03-01      | 6.0000%  |  | $24.97             | $25.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL763699 | 2034-04-01      | 5.5000%  |  | $7.87              | $8.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759432 | 2034-02-01      | 5.5000%  |  | $85615.37          | $86341.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  |  | $26205.91          | $27119.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $11.01             | $11.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ5897 | 2045-10-01      | 3.5000%  |  | $114.33            | $106.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1068 | 2045-07-01      | 3.5000%  |  | $6220492.07        | $5803844.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $4323516.60        | $3919351.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $40.99             | $38.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX3324 | 2045-10-01      | 4.0000%  |  | $79.19             | $75.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX3315 | 2045-09-01      | 3.5000%  |  | $77.70             | $72.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8662 | 2051-08-01      | 3.0000%  |  | $1269548.26        | $1112279.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8577 | 2051-08-01      | 3.0000%  |  | $491.68            | $440.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  |  | $1143934.64        | $1149069.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.750 CLFM7015 | 2036-03-01      | 4.7500%  |  | $217.24            | $215.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  |  | $8055872.61        | $7230414.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7908 | 2046-09-01      | 3.0000%  |  | $6832674.07        | $6139631.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7497 | 2046-07-01      | 3.5000%  |  | $5515172.44        | $5136435.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5067 | 2056-04-01      | 5.5000%  |  | $1718.40           | $1744.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5054 | 2056-03-01      | 5.0000%  |  | $37157388.51       | $36761063.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4939 | 2056-03-01      | 5.5000%  |  | $881.21            | $892.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4797 | 2051-08-01      | 3.0000%  |  | $857.88            | $762.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4796 | 2052-06-01      | 3.0000%  |  | $834.32            | $738.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4790 | 2052-05-01      | 3.5000%  |  | $5714921.48        | $5294681.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4767 | 2055-05-01      | 5.5000%  |  | $31903078.00       | $32691587.39       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8611 | 2043-07-01      | 3.5000%  |  | $104.38            | $97.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8379 | 2043-06-01      | 3.5000%  |  | $7054700.59        | $6614545.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY2978 | 2053-05-01      | 5.0000%  |  | $1163.22           | $1158.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY0205 | 2053-05-01      | 5.5000%  |  | $229811.54         | $232944.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9844 | 2053-04-01      | 5.5000%  |  | $810.03            | $818.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT7607 | 2043-06-01      | 3.5000%  |  | $3134610.40        | $2940979.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2939 | 2043-05-01      | 3.0000%  |  | $5165893.06        | $4715676.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8803 | 2047-02-01      | 3.5000%  |  | $4615540.79        | $4288239.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $6829015.87        | $6106562.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  |  | $190.94            | $179.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  |  | $667.03            | $536.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD4841 | 2052-01-01      | 3.0000%  |  | $610.13            | $542.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD2068 | 2051-12-01      | 2.0000%  |  | $639.98            | $519.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB9057 | 2051-02-01      | 2.0000%  |  | $143308.14         | $115920.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1300 | 2050-07-01      | 2.5000%  |  | $111379.71         | $95247.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8341 | 2050-03-01      | 2.5000%  |  | $1933911.61        | $1643466.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8966 | 2050-04-01      | 2.5000%  |  | $646.55            | $548.51            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60961 G | 2047-04-01      | 4.5000%  |  | $168.38            | $165.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  |  | $769.32            | $767.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  |  | $754.86            | $769.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9437 | 2054-11-01      | 5.5000%  |  | $7604.57           | $7762.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9316 | 2054-10-01      | 5.0000%  |  | $38918.63          | $38707.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6784 | 2052-07-01      | 5.0000%  |  | $2381127.87        | $2363604.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE3023 | 2052-06-01      | 4.0000%  |  | $1570387.47        | $1481100.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE2010 | 2052-05-01      | 3.5000%  |  | $9742404.20        | $8949754.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE2631 | 2052-05-01      | 3.0000%  |  | $1223193.48        | $1080071.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0536 | 2052-04-01      | 3.0000%  |  | $671.94            | $595.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  |  | $365770.88         | $372911.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4163 | 2052-12-01      | 5.5000%  |  | $1039.87           | $1057.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $6999005.12        | $6517566.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $2796568.33        | $2602380.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $7631051.14        | $6853029.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS6633 | 2046-02-01      | 3.0000%  |  | $7024089.90        | $6331959.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  |  | $25098006.67       | $23536790.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $7919382.38        | $7426766.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4748 | 2055-10-01      | 5.0000%  |  | $866.60            | $855.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  |  | $1665.30           | $1529.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4505 | 2056-02-01      | 6.0000%  |  | $28359751.25       | $29173439.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFA5303 | 2041-05-01      | 4.0000%  |  | $25620487.86       | $24927610.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4272 | 2056-01-01      | 5.0000%  |  | $861.60            | $856.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4228 | 2054-05-01      | 5.5000%  |  | $804.37            | $813.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4200 | 2056-01-01      | 5.0000%  |  | $851.66            | $843.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4169 | 2051-04-01      | 3.0000%  |  | $832.93            | $729.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4131 | 2048-11-01      | 3.5000%  |  | $1671.09           | $1558.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4936 | 2052-12-01      | 5.5000%  |  | $99169.83          | $100511.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF4922 | 2052-12-01      | 6.5000%  |  | $71475.53          | $75263.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF3608 | 2052-11-01      | 5.5000%  |  | $1315.27           | $1339.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  |  | $720.83            | $718.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0540 | 2052-09-01      | 4.5000%  |  | $661.17            | $636.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE9288 | 2052-09-01      | 4.5000%  |  | $1222.85           | $1185.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9085 | 2052-08-01      | 5.0000%  |  | $1126.88           | $1121.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9878 | 2052-09-01      | 5.0000%  |  | $570.66            | $571.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9469 | 2054-11-01      | 5.0000%  |  | $375479.34         | $371938.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  |  | $917.48            | $927.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $14012629.44       | $13900975.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  |  | $5281.98           | $5386.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  |  | $3921547.93        | $4109286.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9831 | 2055-01-01      | 6.5000%  |  | $40168043.29       | $42592729.22       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9783 | 2055-01-01      | 5.0000%  |  | $782.38            | $774.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  |  | $11221556.58       | $11755811.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8862 | 2054-07-01      | 6.0000%  |  | $728.30            | $767.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  |  | $5878.15           | $6025.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8758 | 2054-06-01      | 6.5000%  |  | $542.15            | $565.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $756.45            | $728.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $227613.96         | $230721.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  |  | $437.78            | $458.33            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $1867.20           | $1803.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4447 | 2052-06-01      | 4.0000%  |  | $670.38            | $632.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $1045339.50        | $1059717.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0984 | 2052-04-01      | 3.0000%  |  | $603.21            | $535.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  |  | $271247.59         | $247299.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  |  | $754.39            | $766.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7077 | 2052-05-01      | 3.5000%  |  | $690.78            | $631.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  |  | $660.97            | $638.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  |  | $12820286.74       | $11559633.75       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C91832 G | 2035-06-01      | 3.5000%  |  | $767.19            | $742.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $37628544.10       | $33802034.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $13320259.22       | $12916788.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY7466 | 2045-04-01      | 3.0000%  |  | $123.65            | $112.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $749.03            | $682.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7484 | 2054-07-01      | 6.5000%  |  | $540.54            | $573.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ0851 | 2045-07-01      | 3.5000%  |  | $165.95            | $155.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT7933 | 2043-07-01      | 3.0000%  |  | $5539121.68        | $5056405.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAL3066 | 2043-01-01      | 3.0000%  |  | $4928671.06        | $4499163.66        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30932 G | 2034-03-01      | 4.5000%  |  | $71.77             | $71.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  |  | $1165.32           | $1190.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  |  | $447.20            | $448.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  |  | $57589658.70       | $51814126.19       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD1919 | 2051-11-01      | 2.5000%  |  | $669.59            | $572.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3911 | 2052-11-01      | 5.5000%  |  | $562.36            | $569.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE1289 | 2046-12-01      | 3.0000%  |  | $83041.81          | $74721.30          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $204.43            | $195.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3853 | 2052-05-01      | 3.5000%  |  | $564.19            | $515.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6740 | 2050-08-01      | 3.0000%  |  | $347462.31         | $305860.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  |  | $3618831.54        | $3250844.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3808 | 2054-05-01      | 6.0000%  |  | $435140.05         | $447009.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $434.31            | $370.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ0857 | 2045-07-01      | 3.0000%  |  | $170.17            | $154.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8440 | 2054-06-01      | 6.5000%  |  | $402.02            | $419.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3789 | 2052-06-01      | 4.5000%  |  | $1085.94           | $1050.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  |  | $7017957.01        | $7355019.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8013 | 2049-09-01      | 4.5000%  |  | $97.09             | $94.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV8017 | 2052-08-01      | 4.5000%  |  | $2853220.52        | $2757751.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFM8555 | 2036-08-01      | 1.5000%  |  | $465.37            | $419.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5893 | 2053-02-01      | 6.0000%  |  | $621.69            | $646.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0506 | 2051-05-01      | 2.5000%  |  | $552.44            | $474.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4428 | 2055-11-01      | 5.0000%  |  | $848.74            | $842.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4144 | 2055-01-01      | 5.5000%  |  | $1608.64           | $1622.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1247 | 2056-02-01      | 6.0000%  |  | $1041309.13        | $1067730.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4750 | 2050-11-01      | 3.0000%  |  | $10717391.58       | $9457201.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5145 | 2056-03-01      | 5.5000%  |  | $861.31            | $872.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $35957054.84       | $34256685.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA5934 | 2035-06-01      | 2.0000%  |  | $6918761.86        | $6393770.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $18462580.26       | $17226034.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQA1980 | 2049-08-01      | 4.5000%  |  | $430.17            | $420.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  |  | $22328982.30       | $21238280.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $3345237.80        | $3373618.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4672 | 2051-10-01      | 2.5000%  |  | $721.52            | $608.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $4926220.12        | $4592661.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7097 | 2053-07-01      | 6.0000%  |  | $281470.58         | $291572.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3KZA2903 | 2032-08-01      | 2.5000%  |  | $281.08            | $269.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6735 | 2053-02-01      | 5.5000%  |  | $665.67            | $677.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $3713007.46        | $3756515.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  |  | $447.25            | $362.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6339 | 2049-03-01      | 4.5000%  |  | $14925138.19       | $14627471.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6334 | 2050-11-01      | 2.0000%  |  | $177019.49         | $143139.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6002 | 2045-10-01      | 3.5000%  |  | $7762886.57        | $7234810.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2297 | 2033-04-01      | 3.0000%  |  | $93.35             | $89.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0207 | 2052-09-01      | 4.5000%  |  | $609.12            | $590.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7487 | 2053-11-01      | 6.5000%  |  | $494.13            | $522.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $136464.40         | $127893.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2248 | 2055-06-01      | 5.5000%  |  | $836.71            | $843.81            | Agency Mortgage-Backed Securities         |

### Security 204: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.670%, 7/1/2026
- **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: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $849000000.00
- **C.18.a - Value (excl. sponsor support):** $849000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $13359864.00       | $8949268.99        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $31277839.20       | $25387532.95       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $99394807.20       | $75134442.71       | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $15383031.00       | $15352080.34       | U.S. Treasuries (including strips)        |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  |  | $4883957.40        | $4881027.03        | U.S. Treasuries (including strips)        |
| GNMA GNRA 2025-156 CF     | 2055-09-20      | 4.7751%  |  | $5865480.76        | $5902954.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 4.9451%  |  | $73779325.11       | $74662632.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM     | 2055-12-20      | 4.4251%  |  | $74169848.63       | $74436065.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.1251%  |  | $8870289.29        | $9010309.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-049 MF     | 2056-03-20      | 4.4751%  |  | $1052708.04        | $1044520.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 FA     | 2055-10-20      | 4.6251%  |  | $17129624.43       | $17269766.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 4.6751%  |  | $10017673.09       | $10100266.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF     | 2053-06-20      | 4.6251%  |  | $74813925.05       | $75401684.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA     | 2055-03-20      | 4.8251%  |  | $27862537.13       | $28094389.16       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $7043178.83        | $7249013.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2113 | 2048-10-01      | 4.0000%  |  | $958193.92         | $912326.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  |  | $2520421.99        | $2596452.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8178 | 2056-03-01      | 5.5000%  |  | $678661.98         | $684688.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $18526.32          | $18378.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0309 | 2047-09-01      | 3.5000%  |  | $929550.82         | $866890.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5636 | 2055-09-01      | 6.0000%  |  | $866879.59         | $909830.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4244 | 2055-11-01      | 5.5000%  |  | $3550795.02        | $3606172.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQCA4631 | 2042-11-01      | 3.0000%  |  | $470970.72         | $421293.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8777 | 2052-09-01      | 5.0000%  |  | $644465.42         | $639910.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1183 | 2055-09-01      | 6.0000%  |  | $1087384.68        | $1114945.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  |  | $195784.63         | $194063.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  |  | $3974347.01        | $4051229.87        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $812740.70         | $763806.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY6771 | 2053-07-01      | 5.0000%  |  | $21916.16          | $21725.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $2521470.41        | $2584869.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTB3447 | 2056-05-01      | 6.5000%  |  | $197497.78         | $211856.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4680 | 2056-01-01      | 5.5000%  |  | $4113981.47        | $4148883.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $7664.08           | $7781.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0333 | 2048-12-01      | 4.0000%  |  | $436.43            | $416.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 U4BF0243 | 2051-06-01      | 4.0000%  |  | $281058.39         | $267658.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  |  | $1026499.25        | $1055010.95        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $25.39             | $25.84             | Agency Mortgage-Backed Securities         |
| FMAC 06.050 FGPC T30454 G | 2038-02-01      | 6.0500%  |  | $47.00             | $49.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  |  | $409476.50         | $419791.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2999 | 2055-10-01      | 6.5000%  |  | $1000070.88        | $1060141.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2998 | 2055-10-01      | 6.5000%  |  | $1958017.61        | $2060258.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1458 | 2055-10-01      | 6.0000%  |  | $1239210.48        | $1289149.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTB3480 | 2056-05-01      | 6.0000%  |  | $29535.86          | $30944.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8217 | 2056-03-01      | 5.5000%  |  | $698311.87         | $708881.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA6768 | 2056-02-01      | 5.0000%  |  | $2457.26           | $2425.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3635 | 2056-01-01      | 5.5000%  |  | $2105806.14        | $2128897.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0101 | 2056-03-01      | 4.5000%  |  | $4993690.05        | $4805927.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4405 | 2053-06-01      | 5.0000%  |  | $28192.27          | $27975.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  |  | $377523.88         | $389184.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0059 | 2053-04-01      | 5.0000%  |  | $23341.52          | $23156.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9114 | 2053-04-01      | 5.0000%  |  | $26893.12          | $26660.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9041 | 2053-04-01      | 5.0000%  |  | $33847.58          | $33575.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6777 | 2053-03-01      | 5.0000%  |  | $115567.82         | $114691.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6747 | 2053-03-01      | 5.0000%  |  | $338139.36         | $335592.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6195 | 2052-08-01      | 5.0000%  |  | $680895.84         | $689435.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4933 | 2053-05-01      | 5.0000%  |  | $52246.81          | $51850.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4896 | 2053-04-01      | 5.0000%  |  | $55903.31          | $55502.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW3693 | 2052-07-01      | 5.0000%  |  | $621073.21         | $622204.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  |  | $764096.09         | $756820.27         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9426 | 2033-09-01      | 4.3400%  |  | $30377607.14       | $30065797.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6770 | 2050-04-01      | 3.0000%  |  | $767472.25         | $684300.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO5794 | 2049-09-01      | 3.5000%  |  | $453156.14         | $417530.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN3349 | 2049-01-01      | 4.5000%  |  | $438893.04         | $428728.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3641 | 2048-04-01      | 4.0000%  |  | $438722.91         | $417794.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  |  | $21167.35          | $20922.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  |  | $107636.76         | $106741.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 DLDF1153 | 2055-09-01      | 6.5000%  |  | $605121.15         | $613582.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  |  | $3955745.58        | $4170623.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $4144593.61        | $4292376.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  |  | $10265096.35       | $10593586.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9660 | 2055-09-01      | 6.5000%  |  | $2576869.58        | $2752773.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9658 | 2055-09-01      | 6.0000%  |  | $1053516.53        | $1108197.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8415 | 2055-06-01      | 6.5000%  |  | $4021605.63        | $4194211.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  |  | $1687.40           | $1773.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  |  | $416240.74         | $442185.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  |  | $295729.14         | $277654.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  |  | $2920396.77        | $2741905.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $1269932.36        | $1280706.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $238454.73         | $241003.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $673.15            | $667.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $566300.92         | $572798.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $650.67            | $645.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $610740.16         | $568695.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA1444 | 2033-05-01      | 2.5000%  |  | $204320.17         | $192643.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  |  | $758814.72         | $729948.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  |  | $791094.56         | $742886.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  |  | $728326.85         | $765884.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0700 | 2055-07-01      | 5.5000%  |  | $12146114.29       | $12432261.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7305 | 2053-12-01      | 5.0000%  |  | $683.92            | $678.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6047 | 2053-10-01      | 5.0000%  |  | $51532.23          | $51144.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5809 | 2053-05-01      | 6.0000%  |  | $18447055.15       | $19014037.70       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  |  | $601.14            | $535.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8506 | 2036-02-01      | 2.0000%  |  | $789.85            | $730.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 ZLZT1230 | 2034-05-01      | 5.5000%  |  | $502953.37         | $512254.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  |  | $801.85            | $728.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $432017.36         | $437252.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $631139.19         | $601293.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZA3679 | 2028-12-01      | 3.0000%  |  | $52.92             | $52.32             | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC J24649 G | 2028-07-01      | 2.5000%  |  | $25.84             | $25.49             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $448468.32         | $445363.13         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A52621 G | 2036-10-01      | 6.0000%  |  | $18.12             | $18.80             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50529 G | 2036-11-01      | 6.0000%  |  | $42.68             | $44.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2281 | 2054-09-01      | 6.0000%  |  | $159910.41         | $164789.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $6241065.28        | $6365098.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4136 | 2056-02-01      | 5.0000%  |  | $818.98            | $813.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0567 | 2053-07-01      | 5.0000%  |  | $715208.58         | $711424.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6424 | 2055-09-01      | 6.0000%  |  | $1593787.18        | $1643146.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $4863096.01        | $4986631.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $1143886.67        | $1209995.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5267 | 2055-10-01      | 5.5000%  |  | $12625178.34       | $12796537.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $1202699.21        | $1248544.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4520 | 2055-09-01      | 6.0000%  |  | $1435368.59        | $1471459.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $1059829.59        | $1111272.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4405 | 2055-10-01      | 6.0000%  |  | $6195084.17        | $6424529.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3414 | 2055-09-01      | 6.0000%  |  | $2475044.37        | $2537276.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1811 | 2055-09-01      | 6.0000%  |  | $1138801.44        | $1167663.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5681 | 2053-09-01      | 6.0000%  |  | $12327503.29       | $12734454.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $3369094.43        | $3166649.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  |  | $904670.17         | $939027.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  |  | $891578.02         | $912041.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $417268.96         | $441022.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW5569 | 2044-07-01      | 4.0000%  |  | $81999.51          | $79217.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7530 | 2043-09-01      | 4.5000%  |  | $79007.68          | $77682.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAU7169 | 2043-09-01      | 4.0000%  |  | $437307.31         | $421621.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $548350.91         | $520638.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  |  | $721217.30         | $659505.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9993 | 2037-02-01      | 3.0000%  |  | $555875.75         | $518238.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $51.72             | $51.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  |  | $53235.77          | $51423.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2066 | 2041-04-01      | 4.5000%  |  | $546989.31         | $543521.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI8818 | 2041-08-01      | 5.0000%  |  | $302145.41         | $305811.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $736257.56         | $750671.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8329 | 2052-12-01      | 5.5000%  |  | $4863452.73        | $4925528.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $9247027.54        | $9255302.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6766 | 2052-02-01      | 2.5000%  |  | $1052515.22        | $900710.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $723207.24         | $745950.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH7924 | 2054-01-01      | 7.0000%  |  | $761391.88         | $819414.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA5164 | 2052-04-01      | 2.5000%  |  | $2511.04           | $2129.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3353 | 2053-11-01      | 5.5000%  |  | $15312973.81       | $15487155.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  |  | $872.37            | $888.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0910 | 2053-08-01      | 5.0000%  |  | $361500.47         | $359457.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $605237.46         | $617265.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1098 | 2055-08-01      | 6.0000%  |  | $3418058.92        | $3504001.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6656 | 2055-06-01      | 6.0000%  |  | $9733364.86        | $10076628.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2139 | 2054-12-01      | 6.0000%  |  | $651265.07         | $674402.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  |  | $664390.54         | $683762.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBK1872 | 2038-04-01      | 4.0000%  |  | $671947.03         | $649269.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $465724.05         | $449785.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6369 | 2046-09-01      | 3.0000%  |  | $908245.15         | $822291.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD5037 | 2047-02-01      | 4.0000%  |  | $510637.59         | $487653.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB0714 | 2041-12-01      | 2.0000%  |  | $524945.21         | $457386.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1533 | 2052-04-01      | 3.0000%  |  | $759482.67         | $672433.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $675711.74         | $661258.26         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $443986.24         | $451714.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $399586.75         | $397042.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  |  | $945141.59         | $863659.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  |  | $469069.19         | $462469.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  |  | $1765718.80        | $1725297.96        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q56806 G | 2048-06-01      | 4.0000%  |  | $933631.51         | $887903.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV2629 | 2052-07-01      | 5.0000%  |  | $715011.20         | $718992.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3501 | 2053-05-01      | 6.5000%  |  | $2548425.63        | $2732109.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $972292.89         | $1027053.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $1096185.83        | $1154519.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $478148.97         | $507129.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG7165 | 2053-07-01      | 5.0000%  |  | $34888.71          | $34608.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5282 | 2053-05-01      | 5.0000%  |  | $23241.58          | $23004.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  |  | $345706.79         | $343753.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6281 | 2053-05-01      | 7.0000%  |  | $628579.75         | $680628.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  |  | $661875.28         | $719266.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  |  | $19289997.19       | $19647108.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  |  | $927014.56         | $845447.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8260 | 2050-12-01      | 3.5000%  |  | $552837.47         | $508610.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7049 | 2050-09-01      | 3.0000%  |  | $4206338.56        | $3778273.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5816 | 2048-04-01      | 3.5000%  |  | $3452232.91        | $3225456.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $8420936.50        | $7793342.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3088 | 2049-02-01      | 4.5000%  |  | $826340.39         | $809348.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  |  | $796.69            | $759.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY5875 | 2053-06-01      | 5.0000%  |  | $51944.28          | $51545.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  |  | $565527.64         | $596955.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  |  | $23903.45          | $23693.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG7548 | 2053-08-01      | 6.5000%  |  | $629928.55         | $672118.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  |  | $600343.47         | $642023.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2794 | 2053-05-01      | 5.0000%  |  | $38627.30          | $38342.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  |  | $457504.12         | $487628.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF6931 | 2053-02-01      | 5.0000%  |  | $434196.58         | $430948.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0375 | 2052-09-01      | 5.0000%  |  | $23843.29          | $23667.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  |  | $13854933.57       | $13428478.71       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE5382 | 2052-07-01      | 4.5000%  |  | $673455.16         | $650992.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE3633 | 2052-06-01      | 5.0000%  |  | $6935205.75        | $6868529.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $410115.27         | $366089.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $704830.93         | $631678.87         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $581965.74         | $556945.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520 | 2042-01-01      | 2.0000%  |  | $8220371.51        | $7112722.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG5959 | 2053-07-01      | 5.0000%  |  | $46803.38          | $46398.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF4135 | 2052-12-01      | 5.0000%  |  | $29328.37          | $29095.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $14340620.65       | $14809267.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA0873 | 2047-12-01      | 4.5000%  |  | $265912.00         | $260826.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  |  | $738072.50         | $747360.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY6162 | 2053-07-01      | 5.0000%  |  | $38496.75          | $38149.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5562 | 2050-04-01      | 3.0000%  |  | $727156.09         | $652377.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6102 | 2053-10-01      | 5.0000%  |  | $22275.65          | $22087.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1547 | 2056-02-01      | 5.0000%  |  | $28904.69          | $28634.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1203 | 2055-09-01      | 6.0000%  |  | $1212356.80        | $1243031.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8788 | 2055-09-01      | 6.0000%  |  | $4137939.80        | $4241982.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  |  | $844463.52         | $881715.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1171 | 2055-09-01      | 6.0000%  |  | $1319420.42        | $1373470.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1403 | 2055-09-01      | 6.0000%  |  | $4516524.79        | $4696859.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8209 | 2053-08-01      | 5.0000%  |  | $47735.60          | $47304.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY0297 | 2053-05-01      | 6.5000%  |  | $708074.71         | $755633.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  |  | $3648988.36        | $3717639.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  |  | $1406.64           | $1340.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1457 | 2055-10-01      | 6.0000%  |  | $900347.39         | $938405.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3000 | 2055-10-01      | 6.5000%  |  | $905823.17         | $952729.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9111 | 2055-03-01      | 5.5000%  |  | $196264.71         | $200919.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $453207.14         | $433121.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $393474.00         | $390325.77         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $522476.21         | $492489.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  |  | $13125157.20       | $13749962.81       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $19334047.95       | $19081697.81       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8366 | 2053-10-01      | 5.0000%  |  | $693.52            | $687.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $269431.01         | $266929.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $53378.80          | $52979.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  |  | $31495.38          | $31266.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2488 | 2053-05-01      | 6.5000%  |  | $674691.73         | $721672.24         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q45109 G | 2046-12-01      | 4.0000%  |  | $234.64            | $224.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $641.33            | $665.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0465 | 2054-08-01      | 6.5000%  |  | $12601092.12       | $13193237.04       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $9448501.51        | $9635986.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3669 | 2055-07-01      | 6.0000%  |  | $7195286.28        | $7479785.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY2022 | 2053-05-01      | 5.0000%  |  | $23638.81          | $23458.39          | Agency Mortgage-Backed Securities         |

### Security 205: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.650%, 7/28/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 1/8 TRIB 52   | 2052-02-15      | 0.1250%  |  | $3755158.64        | $1963180.65        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28 | 2028-05-31      | 1.2500%  |  | $74986400.00       | $71457713.89       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34 | 2034-05-15      | 4.3750%  |  | $183084600.00      | $183603535.39      | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28   | 2028-01-15      | 1.7500%  |  | $94446.60          | $95683.84          | U.S. Treasuries (including strips) |

### Security 206: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.640%, 7/29/2026
- **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: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $286470.00         | $252239.18         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $8756910.00        | $7031695.64        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $3053790.00        | $2564108.36        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $44203500.00       | $31428375.17       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $118736730.00      | $97362149.12       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $131666670.00      | $90408491.04       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $14464890.00       | $10580410.28       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $22554900.00       | $13584070.47       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $20065320.00       | $13809652.89       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $103613040.00      | $58989867.80       | U.S. Treasuries (including strips) |
| USTR BILL 07/28/26        | 2026-07-28      | 0.0000%  |  | $87660.00          | $87131.41          | U.S. Treasuries (including strips) |
| USTR BILL 07/21/26        | 2026-07-21      | 0.0000%  |  | $3253140.00        | $3235833.30        | U.S. Treasuries (including strips) |
| USTR BILL 07/14/26        | 2026-07-14      | 0.0000%  |  | $582750.00         | $580057.70         | U.S. Treasuries (including strips) |
| USTR BILL 10/22/26        | 2026-10-22      | 0.0000%  |  | $183600.00         | $180891.90         | U.S. Treasuries (including strips) |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  |  | $58082940.00       | $57269198.01       | U.S. Treasuries (including strips) |
| USTR BILL 09/17/26        | 2026-09-17      | 0.0000%  |  | $83880.00          | $82943.81          | U.S. Treasuries (including strips) |
| USTR BILL 06/30/26        | 2026-06-30      | 0.0000%  |  | $333900.00         | $332825.84         | U.S. Treasuries (including strips) |
| USTR BILL 06/23/26        | 2026-06-23      | 0.0000%  |  | $630270.00         | $628688.03         | U.S. Treasuries (including strips) |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  |  | $1238490.00        | $1237115.28        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $80314830.00       | $58248087.77       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $202630320.00      | $125672242.91      | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $21566430.00       | $14962119.38       | U.S. Treasuries (including strips) |
| USTR BILL 08/11/26        | 2026-08-11      | 0.0000%  |  | $985770.00         | $978504.88         | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $8927640.00        | $7843537.74        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $8820.00           | $6485.66           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $43765830.00       | $32683396.58       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $7649280.00        | $5653781.06        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $70087230.00       | $49079788.00       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $1834380.00        | $1300814.96        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $6420870.00        | $4798206.43        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $2079450.00        | $1357909.82        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $9108720.00        | $6292397.23        | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $551160.00         | $419344.19         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $41470020.00       | $32604500.02       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $69143220.00       | $56122028.27       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $3505410.00        | $2989824.58        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $5348160.00        | $4605357.43        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $3223440.00        | $2460467.06        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $133378290.00      | $107152460.24      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $81251730.00       | $61419742.39       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $8410860.00        | $6659494.42        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $2676780.00        | $2175849.69        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $1993050.00        | $1782685.34        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  |  | $54900.00          | $52452.64          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $679140.00         | $685576.34         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2508930.00        | $2374272.84        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $24203430.00       | $17001124.80       | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $1408140.00        | $1197338.26        | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $17384760.00       | $17472747.29       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $628650.00         | $397378.17         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $115007220.00      | $102626986.32      | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $2492550.00        | $2574405.75        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $13921470.00       | $13364901.70       | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  |  | $6018570.00        | $6425927.93        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $11888820.00       | $11358085.60       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $181210950.00      | $134901630.73      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $3937590.00        | $3766121.78        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $8008560.00        | $6541508.53        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $110855970.00      | $112367167.77      | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $414360.00         | $305792.00         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  |  | $1226250.00        | $1273801.76        | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $3380220.00        | $3373419.00        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $12131460.00       | $11674838.04       | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $18000000.00       | $13604963.48       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $15098130.00       | $9684062.85        | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $7146630.00        | $6430171.33        | U.S. Treasuries (including strips) |
| USTR BILL 10/08/26        | 2026-10-08      | 0.0000%  |  | $610920.00         | $602831.42         | U.S. Treasuries (including strips) |
| USTR BILL 08/04/26        | 2026-08-04      | 0.0000%  |  | $3167100.00        | $3145848.76        | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  |  | $16560.00          | $17352.03          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $3410190.00        | $3286355.99        | U.S. Treasuries (including strips) |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $358650.00         | $352054.43         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $14750730.00       | $14192150.32       | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $2969370.00        | $2685366.28        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $8533710.00        | $6771542.20        | U.S. Treasuries (including strips) |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $1719090.00        | $1803685.00        | U.S. Treasuries (including strips) |
| USTR BILL 08/25/26        | 2026-08-25      | 0.0000%  |  | $42750.00          | $42374.66          | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $39690180.00       | $39713750.26       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $42629670.00       | $36549580.35       | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  |  | $2637000.00        | $2633563.99        | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $5171850.00        | $3012347.18        | U.S. Treasuries (including strips) |
| USTR BILL 09/10/26        | 2026-09-10      | 0.0000%  |  | $603540.00         | $597293.36         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $8204850.00        | $8195290.99        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $1819710.00        | $1365731.13        | U.S. Treasuries (including strips) |
| USTR BILL 09/01/26        | 2026-09-01      | 0.0000%  |  | $129680190.00      | $128446931.39      | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $1230300.00        | $839304.61         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $4019400.00        | $3692974.69        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $8167410.00        | $7711174.49        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $991114110.00      | $990739544.69      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $21938580.00       | $21853384.39       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $328392000.00      | $326458975.82      | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27     | 2027-04-30      | 3.7880%  |  | $19710.00          | $19790.80          | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $460980.00         | $287030.09         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $695880.00         | $386264.16         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $126693900.00      | $65551069.94       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $252090.00         | $158236.39         | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $145196280.00      | $90572127.89       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $268057080.00      | $131000645.72      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $17966880.00       | $12675862.92       | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $43788060.00       | $32039807.21       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $15093540.00       | $11736298.50       | U.S. Treasuries (including strips) |
| USTR BILL 08/27/26        | 2026-08-27      | 0.0000%  |  | $19710.00          | $19532.81          | U.S. Treasuries (including strips) |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  |  | $1063710.00        | $1054891.85        | U.S. Treasuries (including strips) |
| USTR BILL 06/02/26        | 2026-06-02      | 0.0000%  |  | $876780.00         | $876429.29         | U.S. Treasuries (including strips) |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  |  | $501660.00         | $498534.66         | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27        | 2027-01-21      | 0.0000%  |  | $604350.00         | $590038.99         | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26        | 2026-12-24      | 0.0000%  |  | $1983510.00        | $1942133.99        | U.S. Treasuries (including strips) |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  |  | $178110.00         | $178003.13         | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $734850.00         | $725612.94         | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $940590.00         | $931466.28         | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $692190.00         | $687413.89         | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $5333220.00        | $5311193.81        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $103431150.00      | $95649192.64       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $271951830.00      | $277649425.18      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $147756600.00      | $151916535.26      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $319566600.00      | $324002691.13      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  |  | $736200.00         | $712094.99         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  |  | $503010.00         | $491184.33         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $1852290.00        | $1750931.78        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $9911790.00        | $9671777.92        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $9687870.00        | $9557715.34        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $65323260.00       | $62725779.26       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $2685510.00        | $2409854.60        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40        | 2040-05-15      | 4.3750%  |  | $6381000.00        | $6152218.19        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $22504410.00       | $22569684.72       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $2628630.00        | $2544612.16        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $540.00            | $536.87            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $990.00            | $953.09            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $1828170.00        | $1829782.82        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $5698170.00        | $5823591.66        | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $16830.00          | $18158.20          | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  |  | $1384740.00        | $1492505.30        | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  |  | $2167650.00        | $2232430.83        | U.S. Treasuries (including strips) |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $2078280.00        | $2174271.96        | U.S. Treasuries (including strips) |
| USTR 6 3/8 BOND 27        | 2027-08-15      | 6.3750%  |  | $6163470.00        | $6452714.32        | U.S. Treasuries (including strips) |
| USTR 6 5/8 BOND 27        | 2027-02-15      | 6.6250%  |  | $542520.00         | $563363.69         | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $971460.00         | $985723.78         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $44417340.00       | $39845842.58       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $899460.00         | $881695.73         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $9329130.00        | $8845024.69        | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  |  | $1683000.00        | $1725539.18        | U.S. Treasuries (including strips) |
| USTR BILL 09/22/26        | 2026-09-22      | 0.0000%  |  | $1376820.00        | $1360752.51        | U.S. Treasuries (including strips) |
| USTR BILL 09/15/26        | 2026-09-15      | 0.0000%  |  | $3512430.00        | $3473933.77        | U.S. Treasuries (including strips) |
| USTR BILL 11/12/26        | 2026-11-12      | 0.0000%  |  | $672840.00         | $661482.46         | U.S. Treasuries (including strips) |
| USTR BILL 05/13/27        | 2027-05-13      | 0.0000%  |  | $2323350.00        | $2241451.92        | U.S. Treasuries (including strips) |
| USTR BILL 08/18/26        | 2026-08-18      | 0.0000%  |  | $1144620.00        | $1135371.47        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $119664810.00      | $108976813.28      | U.S. Treasuries (including strips) |
| GNMA GNII SF MB0557 M     | 2055-08-20      | 6.0000%  |  | $39450421.64       | $40391577.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7968 | 2056-04-01      | 5.0000%  |  | $899.11            | $895.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1950 | 2056-04-01      | 5.0000%  |  | $898.58            | $898.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4279 | 2056-04-01      | 5.5000%  |  | $899.03            | $918.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2869 | 2055-08-01      | 6.5000%  |  | $2794033.38        | $2966044.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2865 | 2055-07-01      | 6.5000%  |  | $2279.30           | $2431.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8341 | 2056-04-01      | 5.5000%  |  | $899.20            | $914.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG7778 | 2056-05-01      | 6.0000%  |  | $900.00            | $934.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6664 | 2056-04-01      | 5.5000%  |  | $899.03            | $910.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4337 | 2056-04-01      | 5.0000%  |  | $899.09            | $892.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4273 | 2056-04-01      | 5.0000%  |  | $1822070.18        | $1809656.21        | Agency Mortgage-Backed Securities  |

### Security 207: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  3.630%, 6/1/2026
- **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: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $327810000.00
- **C.18.a - Value (excl. sponsor support):** $327810000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $278.64            | $277.14            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $32.78             | $33.25             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $2036339.33        | $2090826.88        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $1411566.25        | $1393343.04        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $803.13            | $810.07            | U.S. Treasuries (including strips) |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $10026210.63       | $9196263.19        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $10752274.72       | $9926093.82        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $2509554.44        | $2388042.09        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $10466945.29       | $9343458.27        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $5414495.64        | $5145780.24        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $4376165.39        | $4051660.57        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $9048431.00        | $8364932.63        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $8141440.47        | $7347595.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $93302347.32       | $78805909.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $23449312.22       | $18959368.20       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $1596034.99        | $1644501.25        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $15314354.35       | $13126001.17       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $56361339.70       | $46296644.80       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $5729152.44        | $5619009.48        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $5061159.15        | $4959870.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $10954235.59       | $9842417.19        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $7857617.41        | $7471502.82        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $8523782.95        | $8104933.73        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $2927864.15        | $2509397.54        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $9798656.06        | $9598567.51        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $16307975.03       | $14546865.93       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $11586436.91       | $10726053.85       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $4313432.24        | $3853505.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $35895111.42       | $30307119.99       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785597 M     | 2049-09-20      | 3.5000%  |  | $3254650.44        | $3001309.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $6279056.76        | $5778498.03        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $66868.43          | $66755.21          | Agency Mortgage-Backed Securities  |

### Security 208: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935TKW005, C.3 - LEI: 549300H7EXFMRS487544
- **C.18 - Value (incl. sponsor support):** $450002812.00
- **C.18.a - Value (excl. sponsor support):** $450002812.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 0.0000 - 10/01/2026 | 2026-10-01      | 0.0000%  |  | $50000000.00       | $49370660.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 10/01/2026 | 2026-10-01      | 0.0000%  |  | $50000000.00       | $49370660.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 10/01/2026 | 2026-10-01      | 0.0000%  |  | $50000000.00       | $49370660.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 10/01/2026 | 2026-10-01      | 0.0000%  |  | $50000000.00       | $49370660.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 10/01/2026 | 2026-10-01      | 0.0000%  |  | $40000000.00       | $39496528.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 08/25/2026 | 2026-08-25      | 0.0000%  |  | $50000000.00       | $49561220.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 08/25/2026 | 2026-08-25      | 0.0000%  |  | $50000000.00       | $49561220.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 08/25/2026 | 2026-08-25      | 0.0000%  |  | $50000000.00       | $49561220.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 08/25/2026 | 2026-08-25      | 0.0000%  |  | $50000000.00       | $49561220.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 08/25/2026 | 2026-08-25      | 0.0000%  |  | $24250000.00       | $24037191.70       | U.S. Treasuries (including strips) |

### Security 209: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  3.630%, 6/1/2026
- **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: 937LKK006, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 01.500 CLSD8112 | 2050-12-01      | 1.5000%  |  | $664653880.63      | $510000000.39      | Agency Mortgage-Backed Securities |

### Security 210: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  3.640%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942MLS009, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $10000000.00       | $9405252.69        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  |  | $35700000.00       | $34404845.60       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $18889860.11       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $40446000.00       | $39786246.81       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $50000000.00       | $44868297.07       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $50000000.00       | $44868297.07       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 08/15/2054 | 2054-08-15      | 4.2500%  |  | $20000000.00       | $17947318.83       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $50053120.97       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $50053120.97       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $20021248.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $49592562.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $49592562.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $8000000.00        | $8024252.82        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50393024.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50393024.51       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $50393024.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $47271570.54       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $47271570.54       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $47271570.54       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $47271570.54       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $50000000.00       | $47271570.54       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  |  | $10000000.00       | $9454314.11        | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $50265028.70       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $50265028.70       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $48000000.00       | $48254427.55       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51335924.83       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51335924.83       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51335924.83       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $25000000.00       | $25667962.42       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49010952.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49010952.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49010952.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $427000.00         | $418553.54         | U.S. Treasuries (including strips) |
| UST - 0.7500 - 08/31/2026 | 2026-08-31      | 0.7500%  |  | $15000000.00       | $14912670.59       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51445010.77       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $30000000.00       | $30867006.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 02/15/2036 | 2036-02-15      | 4.5000%  |  | $50000000.00       | $51118708.37       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 02/15/2036 | 2036-02-15      | 4.5000%  |  | $2000000.00        | $2044748.33        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  |  | $50000000.00       | $48820289.67       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  |  | $50000000.00       | $48820289.67       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 02/29/2028 | 2028-02-29      | 1.1250%  |  | $50000000.00       | $47705927.93       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 02/29/2028 | 2028-02-29      | 1.1250%  |  | $50000000.00       | $47705927.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $7830000.00        | $7766195.27        | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41685784.12       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $50000000.00       | $50206298.73       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $50000000.00       | $50206298.73       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $50000000.00       | $50206298.73       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $50000000.00       | $50206298.73       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $50000000.00       | $50206298.73       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 12/31/2027 | 2027-12-31      | 3.3750%  |  | $45000000.00       | $45185668.86       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $43081096.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $43081096.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $43081096.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $6250000.00        | $5385137.07        | U.S. Treasuries (including strips) |
| UST - 2.3750 - 02/15/2042 | 2042-02-15      | 2.3750%  |  | $50000000.00       | $36585924.83       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 02/15/2042 | 2042-02-15      | 2.3750%  |  | $18000000.00       | $13170932.94       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $43000000.00       | $42175710.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $50541446.63       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $30000000.00       | $30324867.98       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2039 | 2039-02-15      | 3.5000%  |  | $31962000.00       | $28916793.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43940358.92       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43940358.92       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43940358.92       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43940358.92       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43940358.92       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43940358.92       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $43940358.92       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $40000000.00       | $35152287.14       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $50151580.11       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 02/29/2028 | 2028-02-29      | 1.1250%  |  | $50000000.00       | $47705927.93       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51407623.63       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51407623.63       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51407623.63       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $50517168.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $20000000.00       | $20206867.48       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 11/15/2030 | 2030-11-15      | 0.8750%  |  | $50000000.00       | $44516644.02       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 11/15/2030 | 2030-11-15      | 0.8750%  |  | $50000000.00       | $44516644.02       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48122410.22       | U.S. Treasuries (including strips) |
| UST - 2.5000 - 02/15/2046 | 2046-02-15      | 2.5000%  |  | $25000000.00       | $17277441.49       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 08/15/2044 | 2044-08-15      | 3.1250%  |  | $50000000.00       | $39321533.73       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $50000000.00       | $50605975.76       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $50000000.00       | $51504415.76       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $10000000.00       | $10300883.15       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/15/2029 | 2029-04-15      | 3.8750%  |  | $50000000.00       | $49967298.50       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/15/2029 | 2029-04-15      | 3.8750%  |  | $50000000.00       | $49967298.50       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/15/2029 | 2029-04-15      | 3.8750%  |  | $45000000.00       | $44970568.65       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $16446000.00       | $16655960.43       | U.S. Treasuries (including strips) |

### Security 211: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.650%, 6/3/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $102328200.00      | $99786179.54       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $203526600.00      | $206306952.14      | U.S. Treasuries (including strips) |

### Security 212: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.630%, 6/5/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 3/8 BOND 50 | 2050-08-15      | 1.3750%  |  | $534771200.00      | $261649800.70      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47 | 2047-08-15      | 2.7500%  |  | $277920500.00      | $197442389.81      | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45 | 2045-08-15      | 4.8750%  |  | $21090800.00       | $21136479.64       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55 | 2055-02-15      | 4.6250%  |  | $173308100.00      | $165787313.61      | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41 | 2041-08-15      | 1.7500%  |  | $490927900.00      | $329566910.59      | U.S. Treasuries (including strips) |
| USTR 3 BOND 49     | 2049-02-15      | 3.0000%  |  | $307951800.00      | $225649190.61      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48 | 2048-11-15      | 3.3750%  |  | $447700000.00      | $348592188.70      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44 | 2044-08-15      | 3.1250%  |  | $294320000.00      | $231729194.95      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41 | 2041-05-15      | 4.3750%  |  | $324010800.00      | $310079113.93      | U.S. Treasuries (including strips) |

### Security 213: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3200000000.00
- **C.18.a - Value (excl. sponsor support):** $3200000000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 WELLS FARGO BANK

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 BOND 48     | 2048-08-15      | 3.0000%  |  | $776193200.00      | $571608784.89      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55 | 2055-08-15      | 4.7500%  |  | $637774000.00      | $622880187.10      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53 | 2053-05-15      | 3.6250%  |  | $662527000.00      | $526366488.95      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42 | 2042-02-15      | 2.3750%  |  | $211093100.00      | $154649675.23      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43 | 2043-08-15      | 3.6250%  |  | $592886500.00      | $509011574.03      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54 | 2054-02-15      | 4.2500%  |  | $389195900.00      | $349591535.94      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44 | 2044-02-15      | 4.5000%  |  | $552055600.00      | $530876465.76      | U.S. Treasuries (including strips) |

### Security 214: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.710%, 9/28/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $823700000.00
- **C.18.a - Value (excl. sponsor support):** $823700000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE C 34 | 2034-05-15      | 4.3750%  |  | $237062535.32      | $237734465.89      | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27 | 2027-07-31      | 0.3750%  |  | $111.69            | $107.29            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35 | 2035-01-15      | 2.1250%  |  | $101069775.83      | $103169098.37      | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34 | 2034-07-15      | 1.8750%  |  | $105649995.72      | $106470643.44      | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34     | 2034-02-15      | 4.0000%  |  | $115064132.87      | $113796956.37      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33 | 2033-11-15      | 4.5000%  |  | $83768279.61       | $84810102.06       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33 | 2033-08-15      | 3.8750%  |  | $142865878.64      | $140557530.71      | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30     | 2030-02-28      | 4.0000%  |  | $7979893.91        | $8025511.84        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52       | 2052-11-15      | 4.0000%  |  | $30825031.92       | $26210454.95       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31 | 2031-08-31      | 3.7500%  |  | $468978.48         | $463534.67         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32 | 2032-01-15      | 0.1250%  |  | $38059367.91       | $34953750.41       | U.S. Treasuries (including strips) |

### Security 215: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $499500000.00
- **C.18.a - Value (excl. sponsor support):** $499500000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $3381246.95        | $3462306.07        | U.S. Treasuries (including strips) |
| USTR BILL 04/15/27    | 2027-04-15      | 0.0000%  |  | $546347.84         | $528628.14         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $97913751.32       | $98957605.54       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $114555487.74      | $116659837.81      | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $289424527.86      | $287547969.58      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $1315998.47        | $1336253.07        | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $3982855.26        | $4026976.04        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $52.58             | $50.10             | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $1723590.47        | $1696926.53        | U.S. Treasuries (including strips) |

### Security 216: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.650%, 8/4/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $90488790.00       | $88375926.75       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $25381800.00       | $25884273.40       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $56322630.00       | $55710225.47       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $47445723.97       | $46841531.26       | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $355774668.02      | $355514812.95      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $322358040.00      | $331771065.74      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $20615670.00       | $20674103.10       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $1810575.00        | $1790635.53        | U.S. Treasuries (including strips) |
| USTR BILL 03/18/27    | 2027-03-18      | 0.0000%  |  | $45.00             | $43.68             | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27    | 2027-01-21      | 0.0000%  |  | $315.00            | $307.54            | U.S. Treasuries (including strips) |

### Security 217: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.620%, 6/1/2026
- **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: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $630000000.00
- **C.18.a - Value (excl. sponsor support):** $630000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 BOND 43         | 2043-02-15      | 3.8750%  |  | $11964600.00       | $10676641.35       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34       | 2034-08-15      | 3.8750%  |  | $207540.00         | $202694.05         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30       | 2030-05-31      | 3.7500%  |  | $2879964.00        | $2893223.23        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27      | 2027-02-28      | 4.1250%  |  | $1762560.00        | $1783954.51        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33       | 2033-08-15      | 3.8750%  |  | $468.00            | $460.44            | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/36         | 2036-05-15      | 0.0000%  |  | $7.41              | $4.71              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN A 36       | 2036-01-15      | 1.8750%  |  | $18978057.08       | $18825447.08       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35           | 2035-11-15      | 4.0000%  |  | $2620404.00        | $2535041.03        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28      | 2028-03-15      | 3.8750%  |  | $280440.00         | $281942.43         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31       | 2031-12-31      | 4.5000%  |  | $162864.00         | $168207.91         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28           | 2028-02-29      | 4.0000%  |  | $108.00            | $109.03            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29       | 2029-05-31      | 2.7500%  |  | $12780.00          | $12475.73          | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32       | 2032-01-15      | 0.1250%  |  | $704504.81         | $647017.71         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIB 28         | 2028-01-15      | 1.7500%  |  | $2797357.18        | $2834002.28        | U.S. Treasuries (including strips)        |
| USTR BILL 09/01/26         | 2026-09-01      | 0.0000%  |  | $6084.00           | $6026.14           | U.S. Treasuries (including strips)        |
| USTR BILL 10/15/26         | 2026-10-15      | 0.0000%  |  | $432000.00         | $425947.68         | U.S. Treasuries (including strips)        |
| USTR BILL 06/09/26         | 2026-06-09      | 0.0000%  |  | $11617056.00       | $11604161.07       | U.S. Treasuries (including strips)        |
| USTR BILL 07/23/26         | 2026-07-23      | 0.0000%  |  | $36.00             | $35.80             | U.S. Treasuries (including strips)        |
| USTR BILL 08/06/26         | 2026-08-06      | 0.0000%  |  | $2183724.00        | $2168656.30        | U.S. Treasuries (including strips)        |
| FMAC FHLMC REMIC SERIES K- | 2055-06-25      | 3.0000%  |  | $179640.00         | $165752.63         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.2820%  |  | $175.57            | $175.34            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-03-25      | 3.5420%  |  | $360.00            | $335.21            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-08-25      | 2.7240%  |  | $143978.04         | $143618.77         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-05-25      | 0.8630%  |  | $255.71            | $238.65            | Agency Mortgage-Backed Securities         |
| FMAC FERA 5597FB 11/25/55  | 2055-11-25      | 4.9121%  |  | $8123470.66        | $8152997.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5555FB 07/25/55  | 2055-07-25      | 5.1121%  |  | $147202.65         | $148231.59         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5543DC 11/25/52  | 2052-11-25      | 5.0000%  |  | $246.88            | $248.00            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54  | 2054-11-25      | 4.5521%  |  | $175826.28         | $177080.06         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4551PB 02/15/46  | 2046-02-15      | 3.5000%  |  | $359278.92         | $293047.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 4.5251%  |  | $2920102.98        | $2904490.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-120 FB      | 2053-08-20      | 4.7351%  |  | $2975448.78        | $3003726.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FG      | 2055-02-20      | 5.2751%  |  | $2776098.12        | $2807075.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 FA      | 2054-09-20      | 4.7351%  |  | $190535.57         | $191781.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FW      | 2056-02-20      | 4.7251%  |  | $7100397.53        | $7040848.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 4.9251%  |  | $1650505.79        | $1656784.78        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4253PB 08/15/41  | 2041-08-15      | 3.5000%  |  | $167.13            | $158.10            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 4.6251%  |  | $1515852.04        | $1517622.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.0251%  |  | $3987872.11        | $4044911.77        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL046FA R23F046  | 2053-10-25      | 4.9121%  |  | $143639.05         | $144951.02         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R14F047  | 2054-08-25      | 4.1184%  |  | $535188.79         | $525221.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-089 BT      | 2056-05-20      | 4.5000%  |  | $1765800.00        | $1681121.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-077 FA      | 2051-05-20      | 3.0000%  |  | $5401.43           | $4626.67           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-050 FG      | 2056-03-20      | 4.8251%  |  | $13210161.29       | $13149543.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-038 FJ      | 2056-02-20      | 4.4251%  |  | $506740.89         | $506026.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF      | 2051-11-20      | 2.5000%  |  | $14178069.39       | $11783889.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-103 FA      | 2055-06-20      | 5.4251%  |  | $21343985.18       | $21709208.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 AF      | 2054-10-20      | 4.6751%  |  | $3636253.41        | $3648470.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 FE      | 2055-06-20      | 4.7251%  |  | $5444123.49        | $5526407.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-208 FE      | 2055-12-20      | 5.1251%  |  | $12588213.12       | $12590344.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 4.9251%  |  | $401015.32         | $405456.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 5.3751%  |  | $113878.20         | $115636.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.7751%  |  | $2923243.28        | $2962528.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 4.6251%  |  | $221052.40         | $222478.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 NF      | 2053-09-20      | 4.9251%  |  | $2857293.19        | $2893861.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 4.6251%  |  | $2269006.50        | $2287687.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF      | 2053-07-20      | 4.6751%  |  | $3053120.86        | $3057626.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 4.7751%  |  | $19590551.46       | $19699921.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 4.6251%  |  | $816443.87         | $818191.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 4.5251%  |  | $9329.61           | $9325.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.6251%  |  | $145894.50         | $146231.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 4.5251%  |  | $7362384.14        | $7343104.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-003 FD      | 2053-01-20      | 4.5351%  |  | $9027025.50        | $9020433.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 4.7251%  |  | $6279124.19        | $6273305.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FB      | 2054-04-20      | 4.6551%  |  | $2098971.59        | $2111724.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-010 FB      | 2052-01-20      | 3.0000%  |  | $36084405.75       | $30784472.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-89 FH       | 2049-07-20      | 4.1171%  |  | $1290059.64        | $1272406.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF      | 2055-08-20      | 4.7251%  |  | $16826204.19       | $17026306.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG      | 2055-07-20      | 4.9451%  |  | $4190073.47        | $4236077.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 4.9751%  |  | $4435578.50        | $4482408.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-010 A       | 2053-04-20      | 4.5000%  |  | $423226.41         | $415559.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-007 FD      | 2056-01-20      | 4.6251%  |  | $118907.61         | $117563.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-218 FA      | 2055-12-20      | 4.6251%  |  | $14908797.81       | $14746102.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-203 FA      | 2055-11-20      | 5.0251%  |  | $4143122.98        | $4137829.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-103 FC      | 2055-06-20      | 5.1751%  |  | $306958.63         | $309911.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 5.3751%  |  | $8418679.15        | $8548686.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 HF      | 2055-04-20      | 4.9451%  |  | $361709.77         | $365587.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 4.6451%  |  | $19160622.84       | $19225352.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 4.7251%  |  | $4567124.44        | $4567084.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FB      | 2054-10-20      | 4.6251%  |  | $3828293.22        | $3833094.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF      | 2054-11-20      | 4.7251%  |  | $3687920.58        | $3702514.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.6851%  |  | $26013836.78       | $26182413.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 4.7251%  |  | $698103.24         | $703874.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 4.8751%  |  | $13055398.42       | $13165295.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 4.9251%  |  | $12028685.02       | $12144272.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-021 FA      | 2054-02-20      | 4.8251%  |  | $15232.73          | $15323.11          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-013 FD      | 2054-01-20      | 4.6851%  |  | $395575.79         | $397516.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 KF      | 2053-12-20      | 4.9251%  |  | $3801036.26        | $3844163.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 4.8751%  |  | $8877110.72        | $8940810.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-046 FL      | 2056-03-20      | 5.0151%  |  | $15906977.46       | $15881204.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 KF      | 2056-03-20      | 4.8751%  |  | $43104133.21       | $42933517.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-052 FB      | 2056-03-20      | 4.6251%  |  | $12535930.40       | $12141716.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-032 DF      | 2056-02-20      | 4.7251%  |  | $2498864.01        | $2477924.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0621 M      | 2055-09-20      | 4.5000%  |  | $8855304.17        | $8542348.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M      | 2055-08-20      | 5.5000%  |  | $7835695.92        | $7914623.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0480 M      | 2055-07-20      | 3.0000%  |  | $11670.45          | $10399.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  |  | $8955.15           | $9054.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $5974115.79        | $4817052.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4371  | 2053-04-01      | 6.5000%  |  | $2565.80           | $2752.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW3383  | 2052-07-01      | 4.5000%  |  | $150325.42         | $145187.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4627  | 2050-11-01      | 2.0000%  |  | $93112.39          | $75418.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP3659  | 2050-08-01      | 2.5000%  |  | $173470.32         | $147030.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF5224  | 2056-01-01      | 4.5000%  |  | $6024.16           | $5797.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9733  | 2042-10-01      | 3.5000%  |  | $370380.67         | $348120.50         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL7034  | 2043-11-01      | 5.9100%  |  | $61.23             | $62.80             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840283 G         | 2046-04-01      | 6.0430%  |  | $55.46             | $57.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  |  | $7278707.47        | $6618100.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8134  | 2051-03-01      | 2.0000%  |  | $2352607.53        | $1900470.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3672 C      | 2050-04-20      | 4.0000%  |  | $4773.83           | $4473.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7126 M      | 2051-01-20      | 2.0000%  |  | $46741709.30       | $37515155.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7085  | 2053-02-01      | 5.5000%  |  | $121473.66         | $123337.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M      | 2050-08-20      | 3.0000%  |  | $5333175.51        | $4762436.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M      | 2055-09-20      | 5.0000%  |  | $19302777.79       | $19157695.97       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ6158 C      | 2065-04-20      | 7.0000%  |  | $3178.93           | $3342.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M      | 2056-04-20      | 4.5000%  |  | $3828047.81        | $3692841.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5179  | 2044-12-01      | 5.0000%  |  | $4667.30           | $4735.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M      | 2052-03-20      | 2.5000%  |  | $48578.42          | $41630.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9693 C      | 2056-04-20      | 6.5000%  |  | $1227576.07        | $1306640.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6363  | 2055-12-01      | 6.5000%  |  | $1704.81           | $1817.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC2232  | 2056-03-01      | 5.5000%  |  | $342965.05         | $348472.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M      | 2052-06-20      | 4.5000%  |  | $83228.66          | $80968.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M      | 2053-09-20      | 6.0000%  |  | $44110.28          | $45449.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  |  | $70.09             | $63.27             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M      | 2055-07-20      | 5.5000%  |  | $301.42            | $304.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5611  | 2055-02-01      | 4.0000%  |  | $5065.33           | $4755.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8154 C      | 2056-03-20      | 6.5000%  |  | $39263.34          | $41815.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5894 C      | 2056-03-20      | 6.5000%  |  | $358.86            | $378.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTB3885  | 2056-05-01      | 6.0000%  |  | $44731.80          | $45869.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0574  | 2051-04-01      | 2.5000%  |  | $826.96            | $698.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI1842 C      | 2065-03-20      | 7.0000%  |  | $46238.84          | $48448.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3099  | 2052-02-01      | 3.0000%  |  | $841068.79         | $745423.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M      | 2051-11-20      | 2.5000%  |  | $242.91            | $208.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204  | 2040-12-01      | 2.0000%  |  | $4019099.60        | $3513667.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M      | 2054-12-20      | 5.0000%  |  | $141300.88         | $140242.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7858 C      | 2056-05-20      | 6.0000%  |  | $359582.40         | $371867.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DS4068 C      | 2066-05-20      | 6.0000%  |  | $380.88            | $391.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8136 C      | 2055-08-20      | 7.0000%  |  | $141593.32         | $149262.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3541  | 2055-09-01      | 6.0000%  |  | $5281.87           | $5449.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL5325  | 2055-10-01      | 6.0000%  |  | $7938.00           | $8249.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0125  | 2041-10-01      | 2.0000%  |  | $5955315.08        | $5187571.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1143 M      | 2056-05-20      | 5.5000%  |  | $360.00            | $363.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE3675 C      | 2049-07-20      | 5.0000%  |  | $8017.15           | $7967.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0872 M      | 2056-01-20      | 5.5000%  |  | $359.41            | $363.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8878 M      | 2053-05-20      | 5.0000%  |  | $274.66            | $273.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3229  | 2054-09-01      | 5.0000%  |  | $2283927.11        | $2271536.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7771 C      | 2065-04-20      | 7.0000%  |  | $455306.98         | $478696.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8205  | 2052-04-01      | 2.5000%  |  | $4678.18           | $3946.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2494 C      | 2065-05-20      | 6.5000%  |  | $7556055.16        | $7910695.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $60095.29          | $60755.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0109  | 2056-04-01      | 4.5000%  |  | $6088.54           | $5859.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0307 M      | 2055-04-20      | 5.0000%  |  | $1652436.35        | $1639256.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $5294177.88        | $5352762.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M      | 2055-02-20      | 5.0000%  |  | $328.25            | $325.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ5826  | 2054-10-01      | 5.0000%  |  | $306.72            | $303.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  |  | $1886.52           | $2052.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7879  | 2053-02-01      | 5.5000%  |  | $98643.24          | $101478.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004834 M      | 2040-10-20      | 4.5000%  |  | $16.17             | $16.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5321  | 2052-01-01      | 2.0000%  |  | $4597.75           | $3736.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212  | 2052-05-01      | 2.5000%  |  | $4828.06           | $4068.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8224  | 2052-07-01      | 2.5000%  |  | $131648.99         | $110787.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8122  | 2051-01-01      | 2.5000%  |  | $32200.38          | $27252.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD5993  | 2050-04-01      | 3.0000%  |  | $1375829.17        | $1229305.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2913  | 2053-05-01      | 5.5000%  |  | $347.35            | $352.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1087  | 2052-06-01      | 3.5000%  |  | $1499605.71        | $1369533.24        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847039 G         | 2029-12-01      | 5.6490%  |  | $0.01              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783236 X      | 2033-12-15      | 6.5000%  |  | $21817.42          | $22427.12          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726316 X      | 2039-09-15      | 5.0000%  |  | $4215.28           | $4228.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $277436.69         | $275224.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $1784205.44        | $1769965.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9694 C      | 2056-04-20      | 6.5000%  |  | $1974347.51        | $2101508.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4518 C      | 2065-12-20      | 6.0000%  |  | $7613.35           | $7868.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8123 C      | 2056-03-20      | 6.5000%  |  | $298954.35         | $319832.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7747 C      | 2056-01-20      | 6.0000%  |  | $24956.62          | $26096.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5024 C      | 2065-10-20      | 5.0000%  |  | $18323.67          | $18237.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5913 C      | 2065-04-20      | 6.5000%  |  | $226476.62         | $237106.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4778 C      | 2055-04-20      | 7.0000%  |  | $8573.77           | $9157.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3118 C      | 2053-12-20      | 7.5000%  |  | $30755.84          | $34463.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV0800 C      | 2053-10-20      | 7.5000%  |  | $131504.73         | $141733.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT6580 C      | 2054-09-20      | 7.5000%  |  | $2325.30           | $2550.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU8834 C      | 2050-05-20      | 4.0000%  |  | $1050236.72        | $995399.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3675 C      | 2050-04-20      | 4.0000%  |  | $11353.69          | $10625.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9490 M      | 2054-02-20      | 6.5000%  |  | $518783.57         | $544014.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9423 M      | 2054-01-20      | 5.5000%  |  | $16806.53          | $17056.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9362 M      | 2053-12-20      | 5.5000%  |  | $9699056.57        | $9853637.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3332 C      | 2056-03-20      | 6.5000%  |  | $392.41            | $414.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB0418  | 2056-04-01      | 5.0000%  |  | $5030.78           | $4994.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2653  | 2056-01-01      | 5.5000%  |  | $359.19            | $362.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6554  | 2056-05-01      | 6.0000%  |  | $6120.00           | $6474.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL5526  | 2056-06-01      | 4.5000%  |  | $3195825.48        | $3075675.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL5396  | 2056-05-01      | 5.5000%  |  | $6490.80           | $6602.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2475  | 2055-05-01      | 5.5000%  |  | $4063237.42        | $4097709.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1884  | 2055-04-01      | 6.5000%  |  | $2121033.19        | $2214877.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1586  | 2053-05-01      | 6.0000%  |  | $997348.11         | $1028167.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1283  | 2055-05-01      | 5.5000%  |  | $313.87            | $316.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ4715  | 2055-10-01      | 5.0000%  |  | $5777.67           | $5718.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3231  | 2055-09-01      | 6.5000%  |  | $69046.90          | $72224.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5921  | 2045-12-01      | 5.5000%  |  | $136618.43         | $138692.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4326  | 2051-05-01      | 2.5000%  |  | $20283.53          | $17156.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438  | 2051-10-01      | 2.5000%  |  | $42195.21          | $35582.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6778  | 2054-01-01      | 6.5000%  |  | $103138.70         | $108573.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5304  | 2053-07-01      | 5.5000%  |  | $208247.34         | $212517.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5384  | 2056-04-01      | 5.0000%  |  | $10104.96          | $10092.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1323  | 2056-03-01      | 5.0000%  |  | $361.48            | $358.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8508  | 2054-05-01      | 6.5000%  |  | $436685.90         | $456850.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  |  | $242805.12         | $243029.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  |  | $49235.71          | $50778.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9779 M      | 2054-07-20      | 5.5000%  |  | $4402991.70        | $4461541.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M      | 2053-04-20      | 5.5000%  |  | $35923.50          | $36545.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8727 M      | 2053-03-20      | 6.0000%  |  | $341.19            | $351.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M      | 2053-01-20      | 6.0000%  |  | $5164.30           | $5326.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8428 M      | 2052-11-20      | 5.0000%  |  | $13958.59          | $13918.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8423 M      | 2052-11-20      | 2.5000%  |  | $389.68            | $334.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  |  | $238.31            | $242.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7871 M      | 2052-02-20      | 2.5000%  |  | $78425.43          | $65658.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M      | 2052-05-20      | 4.0000%  |  | $7277315.30        | $6860624.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8044 M      | 2052-05-20      | 3.5000%  |  | $268.06            | $243.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6864 M      | 2050-09-20      | 2.0000%  |  | $322.04            | $264.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6599 M      | 2050-04-20      | 3.0000%  |  | $15756.82          | $14050.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4840 M      | 2047-11-20      | 5.0000%  |  | $15219.87          | $15444.95          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA6408 X      | 2043-05-15      | 3.0000%  |  | $303576.70         | $278553.58         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 794652 X      | 2042-07-15      | 3.5000%  |  | $354066.28         | $327458.28         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 770443 X      | 2041-06-15      | 4.7500%  |  | $11.36             | $11.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3859  | 2056-05-01      | 5.0000%  |  | $35688.24          | $35483.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLTB2826  | 2056-05-01      | 4.5000%  |  | $5760.00           | $5561.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004519 M      | 2039-08-20      | 4.5000%  |  | $2138.30           | $2127.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS5917 C      | 2056-05-20      | 6.0000%  |  | $360.00            | $371.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS4417 C      | 2056-05-20      | 5.5000%  |  | $1965769.20        | $1999992.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9310 C      | 2056-05-20      | 5.5000%  |  | $360.36            | $367.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1663 C      | 2056-04-20      | 7.0000%  |  | $359.73            | $384.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6775 C      | 2056-01-20      | 7.0000%  |  | $2555.01           | $2681.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI9273 C      | 2065-02-20      | 7.0000%  |  | $357.25            | $375.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8541 C      | 2065-03-20      | 7.0000%  |  | $118922.74         | $125031.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI1844 C      | 2065-03-20      | 6.5000%  |  | $14413.87          | $15090.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0745 M      | 2055-11-20      | 5.0000%  |  | $3337357.04        | $3310721.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  |  | $66054.09          | $66719.44          | Agency Mortgage-Backed Securities         |

### Security 218: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $230.30            | $214.07            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $166932190.38      | $167626891.14      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $142176253.84      | $146972960.36      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $25.59             | $24.41             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $84351074.72       | $84023508.32       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $204.71            | $205.81            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $108406345.96      | $110018675.90      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $1485388.95        | $1511118.98        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $255.89            | $252.40            | U.S. Treasuries (including strips) |

### Security 219: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.630%, 6/1/2026
- **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: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DN5621 C     | 2055-10-20      | 7.0000%  |  | $995.82            | $1052.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0811 C     | 2055-09-20      | 7.5000%  |  | $1440.33           | $1553.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8942 C     | 2055-03-20      | 7.5000%  |  | $989.80            | $1067.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8936 C     | 2055-03-20      | 7.0000%  |  | $896.19            | $957.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX6094 C     | 2053-11-20      | 7.5000%  |  | $646.95            | $699.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV6243 C     | 2053-08-20      | 7.0000%  |  | $554.72            | $590.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT5725 C     | 2053-09-20      | 7.5000%  |  | $788.97            | $824.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  |  | $5867643.50        | $5847323.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  |  | $716.80            | $651.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5528 M     | 2048-10-20      | 4.0000%  |  | $91.31             | $86.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  |  | $31830.63          | $33191.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4181 | 2055-05-01      | 6.5000%  |  | $303286.36         | $320681.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ4051 | 2055-04-01      | 7.0000%  |  | $4953070.43        | $5336519.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  |  | $44093701.57       | $45978290.89       | Agency Mortgage-Backed Securities         |
| FCSB 5.11 FCOR 26-32 ES   | 2032-07-30      | 5.1100%  |  | $6000.00           | $6086.01           | Agency Debentures and Agency Strips       |
| FMAC FEPC 02.500 CLRA2480 | 2050-07-01      | 2.5000%  |  | $434.98            | $369.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1508 | 2052-07-01      | 4.5000%  |  | $786.50            | $763.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH4054 | 2053-11-01      | 7.5000%  |  | $766.83            | $834.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8227 C     | 2055-09-20      | 6.5000%  |  | $1027.73           | $1097.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8947 C     | 2055-03-20      | 7.5000%  |  | $898.12            | $968.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX8471 C     | 2053-10-20      | 6.5000%  |  | $644.30            | $677.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0201 | 2051-04-01      | 3.0000%  |  | $854.30            | $748.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8933 C     | 2054-01-20      | 8.0000%  |  | $459.77            | $481.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0446 | 2055-05-01      | 6.5000%  |  | $784.08            | $821.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  |  | $1904241.88        | $1672644.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9652 | 2054-12-01      | 5.0000%  |  | $884.63            | $878.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3455 | 2052-11-01      | 5.0000%  |  | $741.87            | $741.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX0467 | 2052-12-01      | 4.5000%  |  | $810.01            | $782.33            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS313769 | 2036-05-01      | 4.4660%  |  | $324.43            | $319.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLRA4524 | 2051-02-01      | 1.5000%  |  | $1348.86           | $1034.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  |  | $728.96            | $736.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $788.90            | $664.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  |  | $137761.74         | $112016.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M     | 2054-11-20      | 4.5000%  |  | $1162924.73        | $1121826.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0337 C     | 2056-03-20      | 5.5000%  |  | $997.58            | $1034.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  |  | $915.99            | $914.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM5591 C     | 2065-09-20      | 7.0000%  |  | $991.31            | $1042.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $250.56            | $229.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4218 C     | 2055-07-20      | 6.5000%  |  | $1983.87           | $2135.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  |  | $5928172.24        | $5585637.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQZ0608 | 2055-07-01      | 7.0000%  |  | $928.21            | $1004.92           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-047 FV     | 2056-03-20      | 4.5251%  |  | $6942860.32        | $6933024.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-001 AF     | 2056-01-20      | 4.7251%  |  | $35368042.34       | $35331517.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-100 FJ     | 2055-06-20      | 4.8251%  |  | $5910877.49        | $6006398.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-167 F      | 2054-10-20      | 4.7251%  |  | $21283668.41       | $21280269.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-148 FC     | 2053-10-20      | 5.1251%  |  | $606.32            | $615.56            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-006 FE     | 2052-01-20      | 3.5000%  |  | $40968607.01       | $36372338.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-221 FA     | 2051-12-20      | 3.5000%  |  | $13244587.18       | $11691434.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 F      | 2051-11-20      | 3.9251%  |  | $33070895.76       | $30015485.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 DF     | 2051-09-20      | 3.5000%  |  | $57830435.03       | $51352848.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-191 FA     | 2048-10-20      | 4.0171%  |  | $9347230.52        | $9134723.85        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5605GF 12/25/55 | 2055-12-25      | 4.8121%  |  | $1799.57           | $1800.71           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL018FC R26F018 | 2056-04-25      | 4.9121%  |  | $17746548.05       | $17631422.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FN     | 2055-08-20      | 4.7051%  |  | $928.10            | $938.37            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5606FG 11/25/55 | 2055-12-25      | 4.8121%  |  | $939083.19         | $940011.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-215 FA     | 2055-12-20      | 4.6251%  |  | $8959947.13        | $8862169.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FM     | 2055-07-20      | 4.9751%  |  | $42085213.00       | $42630165.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-170 FB     | 2053-11-20      | 5.0751%  |  | $837490.52         | $849179.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 KF     | 2053-01-20      | 4.3751%  |  | $14884958.34       | $14887277.16       | Agency Collateralized Mortgage Obligation |

### Security 220: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  3.630%, 6/1/2026
- **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: 963FWZ000, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 05.000 FGPC Q02132 G | 2041-07-01      | 5.0000%  |  | $420442.18         | $425751.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8878 | 2055-07-01      | 7.0000%  |  | $990.88            | $1059.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1693 | 2055-12-01      | 5.5000%  |  | $995.24            | $1018.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9011 | 2056-05-01      | 5.5000%  |  | $999.49            | $1014.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX6427 | 2053-02-01      | 5.0000%  |  | $2017691.47        | $2000920.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW4765 | 2052-08-01      | 4.0000%  |  | $7340167.32        | $6908647.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN8089 | 2049-03-01      | 4.0000%  |  | $489093.25         | $466248.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  |  | $819599.31         | $803666.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT9531 | 2043-06-01      | 3.5000%  |  | $773966.63         | $726157.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4511 | 2053-12-01      | 6.0000%  |  | $112407542.96      | $117758779.02      | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  |  | $2256.83           | $2244.50           | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A89952 G | 2039-11-01      | 5.5000%  |  | $801488.22         | $825866.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG2086 | 2053-05-01      | 6.0000%  |  | $6138465.71        | $6453360.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6528 | 2053-06-01      | 5.5000%  |  | $54214355.72       | $55231296.57       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U69910 G | 2042-10-01      | 4.0000%  |  | $16531221.62       | $15987990.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8113 | 2046-10-01      | 3.0000%  |  | $4592107.77        | $4169763.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9730 | 2055-01-01      | 5.5000%  |  | $989.51            | $1004.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1724 | 2055-12-01      | 6.0000%  |  | $977.29            | $1014.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2708 | 2048-05-01      | 4.0000%  |  | $3119.40           | $2969.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY8782 | 2055-07-01      | 5.5000%  |  | $9331239.10        | $9454017.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0266 | 2058-05-01      | 4.0000%  |  | $36404046.00       | $33854347.06       | Agency Mortgage-Backed Securities |

### Security 221: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  3.620%, 6/1/2026
- **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: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 JPM

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNPL PN DJ4698   | 2060-07-15      | 5.8500%  |  | $1583806.59        | $1669248.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6478 C | 2055-04-20      | 6.5000%  |  | $1262245.95        | $1329837.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6363 C | 2055-03-20      | 7.0000%  |  | $601827.58         | $630737.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4859 C | 2055-06-20      | 6.5000%  |  | $1263231.81        | $1333161.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4857 C | 2055-06-20      | 6.5000%  |  | $1099387.95        | $1162901.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7398 M | 2036-11-20      | 5.5000%  |  | $378530.36         | $382606.29         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF5680 C | 2054-04-20      | 2.0000%  |  | $189704.34         | $146828.99         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF3879   | 2059-11-15      | 4.9800%  |  | $40531.77          | $40730.35          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DD4695   | 2055-10-15      | 5.5400%  |  | $26141216.00       | $26089218.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C | 2054-09-20      | 5.5000%  |  | $1190020.31        | $1207462.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9996 C | 2054-06-20      | 7.0000%  |  | $1073647.23        | $1146720.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0521 C | 2054-06-20      | 6.5000%  |  | $781941.50         | $828526.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5833 C | 2054-03-20      | 7.5000%  |  | $3027423.45        | $3273124.09        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8449   | 2060-01-15      | 5.3600%  |  | $85759.17          | $87828.36          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6702 M | 2050-06-20      | 4.0000%  |  | $1016863.93        | $935999.98         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ9537 C | 2064-01-20      | 7.5000%  |  | $283650.12         | $295669.89         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CR4180   | 2067-05-15      | 5.1800%  |  | $670891.00         | $672451.42         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ7060   | 2058-05-15      | 4.9400%  |  | $24180.28          | $24328.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AM4931 C | 2045-04-20      | 3.5000%  |  | $1693163.02        | $1536474.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL5850 C | 2045-02-20      | 3.5000%  |  | $1938842.36        | $1759426.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AJ4134 C | 2044-08-20      | 3.5000%  |  | $627291.90         | $569218.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786238 C | 2052-03-20      | 3.0000%  |  | $1099926.99        | $973435.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785622 C | 2051-09-20      | 2.5000%  |  | $280114.64         | $239386.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785218 C | 2050-12-20      | 2.0000%  |  | $226206.62         | $183798.21         | Agency Mortgage-Backed Securities |
| GNMA GNAR AF 082137 M | 2038-08-20      | 5.3750%  |  | $73105.83          | $72975.01          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736575 X | 2040-03-15      | 5.0000%  |  | $85768.40          | $86412.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004976 M | 2041-03-20      | 3.5000%  |  | $32594.27          | $30725.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9905 M | 2054-09-20      | 5.0000%  |  | $555993.67         | $551720.80         | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MA1109 M | 2043-06-20      | 5.6250%  |  | $79832.10          | $81434.73          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM1591 C | 2043-02-20      | 2.5000%  |  | $1309068.60        | $1109296.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM0319 C | 2052-06-20      | 4.0000%  |  | $859622.20         | $808544.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM0894 C | 2052-02-20      | 2.5000%  |  | $528344.18         | $444939.47         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL7406 X | 2052-04-15      | 5.0000%  |  | $126065.01         | $125250.37         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI6769 C | 2039-10-20      | 5.5000%  |  | $774528.56         | $797397.12         | Agency Mortgage-Backed Securities |
| GNMA GNPL LM CD9017   | 2060-04-15      | 3.3000%  |  | $93554.50          | $87943.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB9182 C | 2051-04-20      | 2.0000%  |  | $1426980.49        | $1171801.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA7248 C | 2051-03-20      | 2.0000%  |  | $2946908.86        | $2394391.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $30186.65          | $24546.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $639601.85         | $646147.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 711788 C | 2033-07-20      | 3.5000%  |  | $309459.28         | $299356.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8508 C | 2050-12-20      | 3.0000%  |  | $47301.37          | $42229.87          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN BY2815   | 2063-06-15      | 2.7800%  |  | $702758.82         | $611462.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004832 M | 2040-10-20      | 3.5000%  |  | $27956.15          | $26353.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004679 M | 2040-04-20      | 5.0000%  |  | $24056.00          | $24485.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004637 M | 2040-02-20      | 5.0000%  |  | $138103.61         | $140146.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9577 M | 2039-07-20      | 6.5000%  |  | $23730.79          | $24810.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004658 M | 2040-03-20      | 5.0000%  |  | $130953.42         | $133290.40         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX5857 X | 2047-01-15      | 4.0000%  |  | $28163.95          | $26599.13          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX5831 X | 2047-01-15      | 4.0000%  |  | $29177.37          | $27556.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AU6347 C | 2046-09-20      | 3.0000%  |  | $477163.25         | $425793.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AT4159 C | 2046-07-20      | 3.0000%  |  | $266985.02         | $238263.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DS2638 C | 2056-05-20      | 5.0000%  |  | $1666448.00        | $1643334.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR7479 C | 2056-05-20      | 5.5000%  |  | $22464159.00       | $22827781.35       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2377 C | 2056-04-20      | 6.0000%  |  | $1399022.74        | $1455464.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9363 M | 2053-12-20      | 6.0000%  |  | $5926346.58        | $6101835.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9331 M | 2038-12-20      | 7.0000%  |  | $38015.72          | $40205.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9245 M | 2053-10-20      | 7.5000%  |  | $188495.33         | $196748.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9240 M | 2053-10-20      | 5.0000%  |  | $1196723.88        | $1191047.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9878 M | 2039-11-20      | 5.0000%  |  | $63119.55          | $63624.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8800 M | 2053-04-20      | 5.0000%  |  | $39278745.25       | $39140047.64       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8698 M | 2038-07-20      | 6.5000%  |  | $64273.56          | $68716.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $397606.03         | $395139.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8609 M | 2035-03-20      | 1.5000%  |  | $30701.05          | $27604.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8569 M | 2053-01-20      | 5.0000%  |  | $959207.10         | $956451.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9487 M | 2054-02-20      | 5.0000%  |  | $38347738.44       | $38132181.55       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8568 M | 2053-01-20      | 4.5000%  |  | $771637.21         | $749730.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8270 M | 2052-09-20      | 5.5000%  |  | $58041457.46       | $59153809.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8101 M | 2052-06-20      | 4.5000%  |  | $7937744.77        | $7722227.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY0805 C | 2050-09-20      | 2.5000%  |  | $23730.81          | $20339.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $887012.20         | $777922.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1204 M | 2028-08-20      | 3.5000%  |  | $94296.10          | $93864.24          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 649473 X | 2035-10-15      | 5.0000%  |  | $55823.07          | $56457.44          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 635067 X | 2046-04-15      | 2.5000%  |  | $322506.70         | $279395.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786726 C | 2051-03-20      | 2.0000%  |  | $467687.17         | $377977.54         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT9206 X | 2050-04-15      | 3.5000%  |  | $153726.55         | $139278.13         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7388 X | 2049-11-15      | 3.5000%  |  | $151694.21         | $137378.86         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BJ5779 X | 2048-09-15      | 5.5000%  |  | $181981.80         | $185458.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ4176 C | 2048-10-20      | 4.5000%  |  | $148105.00         | $144139.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI9617 C | 2048-10-20      | 4.5000%  |  | $869161.19         | $838389.41         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP8492   | 2065-04-15      | 4.7600%  |  | $61409.74          | $59945.93          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE2169 X | 2048-03-15      | 3.5000%  |  | $18753.59          | $17041.71          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE1031 X | 2047-10-15      | 4.0000%  |  | $36242.60          | $34228.64          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0204 X | 2048-01-15      | 4.0000%  |  | $33790.61          | $31862.83          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD3187 X | 2047-10-15      | 4.0000%  |  | $31515.12          | $29763.77          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA7886 X | 2047-05-15      | 4.0000%  |  | $24408.79          | $23052.42          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AO8679 X | 2045-09-15      | 4.0000%  |  | $154845.37         | $147654.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO1154 C | 2045-07-20      | 3.0000%  |  | $1493613.45        | $1331170.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9640 M | 2039-05-20      | 6.5000%  |  | $465894.03         | $487094.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5398 M | 2048-08-20      | 4.0000%  |  | $46302.48          | $44003.15          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7304 M | 2051-04-20      | 2.5000%  |  | $64327.53          | $54021.58          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU0790 X | 2046-08-15      | 3.0000%  |  | $16809.08          | $15060.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $483618.63         | $495437.14         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CF0263 C | 2038-12-20      | 6.0000%  |  | $347867.36         | $360126.79         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $396535.96         | $384933.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8948 M | 2053-06-20      | 5.5000%  |  | $99954089.51       | $101654786.15      | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8936 M | 2053-06-20      | 5.5000%  |  | $237357.09         | $238151.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8877 M | 2053-05-20      | 4.5000%  |  | $5970165.34        | $5796648.45        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CR2376 X | 2053-02-15      | 6.0000%  |  | $2259845.19        | $2440044.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5852 C | 2055-11-20      | 5.5000%  |  | $5488766.18        | $5582721.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5279 C | 2055-12-20      | 5.0000%  |  | $1479973.82        | $1473849.53        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO0199 C | 2065-10-20      | 4.0000%  |  | $283875.83         | $266204.87         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI9902   | 2060-06-15      | 6.1000%  |  | $2170706.41        | $2317800.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8428 M | 2052-11-20      | 5.0000%  |  | $1720100.50        | $1715158.46        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN5913 C | 2050-01-20      | 3.5000%  |  | $300198.13         | $270376.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4720 M | 2047-09-20      | 4.0000%  |  | $114437.46         | $108860.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8797 M | 2053-04-20      | 3.5000%  |  | $62534.63          | $57573.27          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8511   | 2060-06-15      | 5.8400%  |  | $1033728.72        | $1087948.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9213 C | 2055-02-20      | 7.0000%  |  | $926203.95         | $974308.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4797 C | 2055-07-20      | 7.0000%  |  | $675756.29         | $707876.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8770 M | 2038-04-20      | 5.0000%  |  | $84632.78          | $85309.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4583 C | 2034-02-20      | 6.5000%  |  | $395703.84         | $406767.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9883 M | 2039-11-20      | 7.5000%  |  | $18199.96          | $18632.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8403 M | 2031-01-20      | 7.5000%  |  | $5298.53           | $5408.63           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7951 C | 2055-07-20      | 6.5000%  |  | $1971139.08        | $2070730.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6836 C | 2055-02-20      | 7.0000%  |  | $585848.40         | $612261.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4712 C | 2055-04-20      | 7.0000%  |  | $20780668.40       | $22195093.04       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG0410   | 2060-11-15      | 5.2400%  |  | $370782.85         | $375863.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $415418.14         | $370757.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $268220.50         | $242551.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5171 C | 2054-10-20      | 5.5000%  |  | $6414431.64        | $6541775.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV5049 C | 2046-10-20      | 3.5000%  |  | $817549.60         | $747422.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0238 M | 2029-10-20      | 7.5000%  |  | $22640.97          | $23095.59          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM6732 C | 2065-09-20      | 4.5000%  |  | $189829.79         | $182415.42         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ8013 C | 2064-06-20      | 7.5000%  |  | $76301.98          | $79056.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9596 C | 2055-10-20      | 6.5000%  |  | $1955538.57        | $2053169.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8025 M | 2037-11-20      | 6.5000%  |  | $262309.12         | $282896.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH0583 C | 2051-09-20      | 2.5000%  |  | $1277932.88        | $1092906.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM7538 C | 2050-02-20      | 3.0000%  |  | $74599.59          | $67450.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0557 M | 2055-08-20      | 6.0000%  |  | $83246790.62       | $85232781.58       | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MB0951 M | 2056-02-20      | 5.5000%  |  | $278442.98         | $281981.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8768 C | 2055-12-20      | 5.0000%  |  | $2219957.23        | $2210770.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0573 C | 2056-02-20      | 5.0000%  |  | $2694960.30        | $2683398.62        | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MB1164 M | 2056-05-20      | 3.5000%  |  | $18912768.00       | $18439896.26       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL4148 C | 2065-07-20      | 3.5000%  |  | $363653.00         | $326412.10         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3065 C | 2065-10-20      | 4.5000%  |  | $241613.41         | $232176.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788382 C | 2055-11-20      | 6.5000%  |  | $414151067.47      | $431151784.90      | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR7729 C | 2056-04-20      | 5.5000%  |  | $8338808.93        | $8466124.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9241 C | 2055-05-20      | 6.5000%  |  | $4660885.30        | $4896374.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3648 C | 2055-11-20      | 6.5000%  |  | $1149502.11        | $1224439.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP1123 C | 2056-01-20      | 4.5000%  |  | $1244121.97        | $1187173.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6713 C | 2055-06-20      | 6.5000%  |  | $1215631.31        | $1281092.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5762 C | 2055-07-20      | 6.5000%  |  | $3650713.24        | $3835167.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0823 C | 2055-08-20      | 6.5000%  |  | $775954.67         | $816808.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0462 M | 2040-06-20      | 7.0000%  |  | $131002.54         | $137171.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  |  | $317946704.98      | $321303515.71      | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO2061 C | 2062-09-20      | 4.5000%  |  | $316333.72         | $304174.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $878737.83         | $740103.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0745 M | 2055-11-20      | 5.0000%  |  | $154672661.81      | $153438202.12      | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3441 C | 2065-10-20      | 4.0000%  |  | $1281854.59        | $1190985.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8699 M | 2037-06-20      | 7.0000%  |  | $5233.11           | $5414.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9864 C | 2055-07-20      | 6.5000%  |  | $1336039.81        | $1403546.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9631 C | 2054-12-20      | 5.5000%  |  | $3623473.65        | $3682122.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9959 C | 2055-09-20      | 6.5000%  |  | $1130394.63        | $1187509.58        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP4432 C | 2062-05-20      | 4.0000%  |  | $167197.10         | $156378.80         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9373 C | 2065-11-20      | 4.0000%  |  | $684098.14         | $635601.82         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN0929 C | 2034-09-20      | 6.0000%  |  | $663949.83         | $690380.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8151 M | 2052-07-20      | 4.5000%  |  | $46618.52          | $45309.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1467505.02        | $1472199.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9054 C | 2055-09-20      | 6.5000%  |  | $1234892.95        | $1303256.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1963 C | 2055-05-20      | 7.0000%  |  | $445152.00         | $468661.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8712 C | 2055-07-20      | 6.5000%  |  | $3062087.34        | $3231597.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  |  | $6888341.89        | $6481902.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC0192 C | 2036-03-20      | 2.0000%  |  | $2730686.60        | $2490202.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9123 C | 2055-05-20      | 6.5000%  |  | $2790563.60        | $2931552.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5984 C | 2055-10-20      | 6.5000%  |  | $2994054.66        | $3145336.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $26138489.01       | $27917590.73       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5393 C | 2059-09-20      | 2.5000%  |  | $137715.55         | $113916.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6088 C | 2056-02-20      | 6.0000%  |  | $129484.83         | $134002.12         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7409 M | 2051-06-20      | 2.0000%  |  | $64920429.66       | $52104199.13       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2915 C | 2055-07-20      | 6.5000%  |  | $1914467.07        | $2009238.08        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG7055 C | 2064-10-20      | 2.0000%  |  | $58620.93          | $45363.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8529 C | 2046-01-20      | 2.5000%  |  | $56763.94          | $48520.25          | Agency Mortgage-Backed Securities |
| GNMA GNII AP 787200 M | 2052-09-20      | 3.0000%  |  | $4719433.44        | $4171055.72        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BG5655 X | 2048-05-15      | 3.0000%  |  | $100779.15         | $90808.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8947 C | 2055-08-20      | 6.5000%  |  | $1072879.12        | $1127090.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8922 C | 2055-08-20      | 6.0000%  |  | $400678.20         | $406983.94         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI7401   | 2060-05-15      | 5.7800%  |  | $248011.65         | $259927.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9168 C | 2055-12-20      | 5.0000%  |  | $1871814.64        | $1872978.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $22988780.16       | $19702636.20       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M | 2052-03-20      | 4.0000%  |  | $735507.52         | $692790.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4899 M | 2047-12-20      | 3.0000%  |  | $7269.64           | $6543.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0931 C | 2055-02-20      | 7.0000%  |  | $1850039.37        | $1975963.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1070 M | 2056-04-20      | 5.0000%  |  | $111109951.98      | $110223948.89      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1066 M | 2056-04-20      | 3.0000%  |  | $31885923.90       | $28413971.93       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M | 2056-02-20      | 5.0000%  |  | $30780116.69       | $30534672.62       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7707 M | 2051-11-20      | 3.5000%  |  | $831309.31         | $759286.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7650 M | 2051-10-20      | 3.0000%  |  | $2660693.97        | $2371155.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7629 M | 2036-10-20      | 6.5000%  |  | $13392.58          | $14002.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7533 M | 2051-08-20      | 2.0000%  |  | $749141699.48      | $615266748.60      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M | 2051-07-20      | 3.5000%  |  | $194252.04         | $177976.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7995 M | 2040-01-20      | 6.5000%  |  | $151449.36         | $163902.36         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6700 M | 2050-06-20      | 3.0000%  |  | $8688917.26        | $7558683.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6713 M | 2050-06-20      | 4.5000%  |  | $3031492.98        | $2991568.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6413 M | 2050-01-20      | 5.0000%  |  | $132835.35         | $134226.79         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6144 M | 2049-09-20      | 3.0000%  |  | $78337.69          | $68149.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6093 M | 2049-08-20      | 5.0000%  |  | $4429788.46        | $4476238.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $292106.31         | $291818.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5690 M | 2032-02-20      | 7.0000%  |  | $10895.26          | $11271.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5506 M | 2030-10-20      | 8.5000%  |  | $33149.97          | $34170.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8309 C | 2055-04-20      | 7.0000%  |  | $390690.99         | $415042.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785283 C | 2051-01-20      | 2.5000%  |  | $90703.98          | $77768.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0684 M | 2055-10-20      | 4.5000%  |  | $232599561.63      | $224379027.92      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0661 M | 2033-10-20      | 7.0000%  |  | $26728.79          | $27652.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0620 M | 2055-09-20      | 4.0000%  |  | $89833974.75       | $83801723.15       | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MB0638 M | 2055-09-20      | 4.0000%  |  | $424902.66         | $419261.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0482 M | 2055-07-20      | 4.0000%  |  | $99473748.35       | $92794694.03       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0258 M | 2055-03-20      | 5.0000%  |  | $86971425.11       | $86319912.51       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0076 M | 2054-12-20      | 4.0000%  |  | $1117592.83        | $1031524.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0063 M | 2039-12-20      | 3.5000%  |  | $93815.80          | $89372.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0784 M | 2040-12-20      | 4.5000%  |  | $357445.46         | $355111.34         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0778 M | 2040-11-20      | 5.5000%  |  | $1468663.33        | $1471782.44        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DQ7871 C | 2066-03-20      | 6.0000%  |  | $400379.99         | $411879.17         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DQ6707 C | 2065-12-20      | 5.5000%  |  | $309352.24         | $312280.19         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DQ1946   | 2061-05-15      | 5.1300%  |  | $5600000.00        | $5635285.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5466 M | 2048-09-20      | 4.0000%  |  | $64758.18          | $61607.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5023 M | 2048-02-20      | 5.5000%  |  | $447161.40         | $462015.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4904 M | 2047-12-20      | 5.5000%  |  | $516362.49         | $533492.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5499 M | 2033-10-20      | 4.5000%  |  | $52540.86          | $52184.32          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP3240 C | 2065-11-20      | 4.0000%  |  | $231603.55         | $217191.35         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS3806   | 2058-07-15      | 5.0000%  |  | $67190.20          | $67827.36          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP1587 C | 2066-02-20      | 5.0000%  |  | $111987.46         | $111459.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0816 C | 2056-01-20      | 6.5000%  |  | $1697382.72        | $1771895.37        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9372 C | 2065-11-20      | 4.5000%  |  | $2360962.79        | $2268748.31        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9891 C | 2065-03-20      | 3.5000%  |  | $133239.57         | $119595.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8010 C | 2055-11-20      | 6.5000%  |  | $1338444.91        | $1406077.28        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL4396 X | 2052-03-15      | 4.0000%  |  | $50506.72          | $47465.56          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN4810 C | 2065-09-20      | 2.0000%  |  | $729850.18         | $564760.66         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN4301 C | 2065-10-20      | 2.0000%  |  | $666992.61         | $516121.25         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3614 C | 2065-09-20      | 4.5000%  |  | $141149.88         | $135636.85         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1566   | 2060-11-15      | 5.3700%  |  | $323113.06         | $331830.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1522 C | 2055-10-20      | 5.5000%  |  | $4025791.75        | $4094032.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0006 C | 2055-09-20      | 6.5000%  |  | $673939.79         | $709421.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7882 C | 2055-10-20      | 6.5000%  |  | $2943008.63        | $3076652.28        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM7300 C | 2065-08-20      | 4.5000%  |  | $569695.38         | $547443.65         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM5644 C | 2065-08-20      | 4.5000%  |  | $401309.53         | $385635.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4288 C | 2055-09-20      | 6.5000%  |  | $943351.00         | $994435.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3388 C | 2055-09-20      | 6.5000%  |  | $3762063.25        | $3952154.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3346 C | 2055-08-20      | 6.5000%  |  | $2371022.72        | $2490827.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4722 M | 2047-09-20      | 5.0000%  |  | $60077.52          | $60966.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4690 M | 2032-09-20      | 3.0000%  |  | $10483.95          | $10110.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4654 M | 2047-08-20      | 4.5000%  |  | $16558.57          | $16300.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE6237 C | 2051-08-20      | 2.5000%  |  | $3721083.31        | $3184646.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3071 C | 2055-07-20      | 6.5000%  |  | $1722439.09        | $1802387.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9035 C | 2055-09-20      | 6.5000%  |  | $1085935.82        | $1146051.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0305 M | 2055-04-20      | 4.0000%  |  | $83613121.89       | $77999095.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6601 M | 2050-04-20      | 4.0000%  |  | $244706.83         | $231434.20         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN2042 C | 2047-12-20      | 3.5000%  |  | $86880.56          | $78681.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3377 M | 2046-01-20      | 4.0000%  |  | $174581.12         | $167596.32         | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MB0760 M | 2055-11-20      | 3.5000%  |  | $2897105.37        | $2832593.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2963 M | 2045-07-20      | 4.5000%  |  | $1081831.12        | $1066187.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5505 M | 2031-05-20      | 8.0000%  |  | $6321.13           | $6472.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR5654 C | 2056-05-20      | 5.0000%  |  | $3538292.00        | $3525284.85        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3710 C | 2065-11-20      | 6.5000%  |  | $12271802.05       | $12847773.63       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M | 2047-06-20      | 4.0000%  |  | $40262.84          | $38313.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M | 2046-06-20      | 3.5000%  |  | $1335783.64        | $1228747.59        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA2882 M | 2045-06-20      | 3.0000%  |  | $617219.88         | $536962.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2372 M | 2044-11-20      | 4.0000%  |  | $2666325.17        | $2566228.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2222 M | 2044-09-20      | 3.0000%  |  | $716853.13         | $649801.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AN7494 C | 2045-06-20      | 3.0000%  |  | $1177660.76        | $1046662.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ3701 C | 2048-10-20      | 4.5000%  |  | $746828.17         | $726831.10         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM1301 C | 2066-03-20      | 5.5000%  |  | $424408.27         | $428425.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1225 M | 2043-08-20      | 4.0000%  |  | $51420.79          | $49498.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1094 M | 2043-06-20      | 5.5000%  |  | $87779.50          | $90684.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0941 M | 2039-02-20      | 7.0000%  |  | $41727.15          | $43199.64          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA0619 M | 2042-12-20      | 3.5000%  |  | $115922.52         | $103837.39         | Agency Mortgage-Backed Securities |
| GNMA GNAR AS MA0338 M | 2042-08-20      | 5.3750%  |  | $68713.03          | $69217.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AC0071 C | 2042-10-20      | 3.5000%  |  | $415456.34         | $383420.59         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA5619 X | 2027-09-15      | 3.0000%  |  | $42801.56          | $42564.45          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 774031 X | 2047-08-15      | 3.0000%  |  | $627002.04         | $564883.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5595 M | 2048-11-20      | 4.0000%  |  | $99932.86          | $94965.30          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL7413 C | 2065-07-20      | 4.0000%  |  | $110468.89         | $103592.32         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL6727 C | 2065-07-20      | 2.0000%  |  | $270044.14         | $208961.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5985 C | 2055-08-20      | 6.5000%  |  | $825149.60         | $870821.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5979 C | 2055-09-20      | 7.0000%  |  | $1899971.27        | $1985636.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5948 C | 2055-08-20      | 7.0000%  |  | $1387505.06        | $1455109.08        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL4694 C | 2065-07-20      | 3.5000%  |  | $300801.07         | $269998.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3812 C | 2055-10-20      | 6.5000%  |  | $1285249.70        | $1350192.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2623 C | 2055-09-20      | 6.5000%  |  | $980821.89         | $1036892.10        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3864 M | 2046-08-20      | 3.0000%  |  | $1169659.20        | $1017548.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6656 C | 2055-06-20      | 7.0000%  |  | $1871433.99        | $1977474.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6016 C | 2055-07-20      | 6.5000%  |  | $856067.24         | $903455.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5761 C | 2055-07-20      | 6.5000%  |  | $5542334.43        | $5849133.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5711 C | 2055-07-20      | 7.0000%  |  | $2271525.52        | $2373935.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $939326.50         | $990193.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3038 C | 2055-07-20      | 6.5000%  |  | $2335744.18        | $2453754.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0295 C | 2055-05-20      | 6.5000%  |  | $2124014.44        | $2239680.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9247 C | 2055-05-20      | 7.0000%  |  | $812748.32         | $853021.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9133 C | 2055-05-20      | 7.0000%  |  | $1289677.46        | $1362056.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8294 C | 2055-08-20      | 7.0000%  |  | $1990113.93        | $2125571.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6297 C | 2055-08-20      | 6.5000%  |  | $1588905.69        | $1676866.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5237 C | 2055-05-20      | 7.0000%  |  | $1108933.22        | $1168525.56        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ5170 C | 2065-06-20      | 7.0000%  |  | $1138777.29        | $1193196.55        | Agency Mortgage-Backed Securities |

### Security 222: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  3.630%, 6/1/2026
- **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: 966RQU009, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $31189000.00
- **C.18.a - Value (excl. sponsor support):** $31189000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 GNMI SP 782534 X | 2039-01-15      | 6.5000%  |  | $1.04              | $1.13              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 766751 X | 2042-05-15      | 3.5000%  |  | $29.43             | $27.31             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8647 M | 2053-02-20      | 5.0000%  |  | $45656.05          | $45497.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M | 2051-05-20      | 3.0000%  |  | $229243.40         | $204297.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M | 2052-04-20      | 4.0000%  |  | $144440.85         | $135992.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6998 M | 2050-11-20      | 4.0000%  |  | $7.95              | $7.51              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6571 M | 2035-04-20      | 2.5000%  |  | $1410.93           | $1327.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6477 M | 2050-02-20      | 4.5000%  |  | $3.03              | $2.98              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6341 M | 2049-12-20      | 4.5000%  |  | $697.30            | $683.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M | 2047-08-20      | 3.5000%  |  | $163.38            | $150.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4069 M | 2046-11-20      | 3.5000%  |  | $7424.43           | $6875.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4383 M | 2047-04-20      | 4.0000%  |  | $2.25              | $2.14              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5990 X | 2043-01-15      | 3.0000%  |  | $7275.74           | $6673.57           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 762838 X | 2041-03-15      | 4.0000%  |  | $1.47              | $1.41              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7074 C | 2056-01-20      | 6.5000%  |  | $24.81             | $26.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6185 C | 2056-03-20      | 5.5000%  |  | $25.10             | $25.51             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3834 C | 2056-01-20      | 5.5000%  |  | $24.82             | $25.25             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3793 C | 2056-01-20      | 5.5000%  |  | $106486.05         | $108291.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3319 C | 2056-02-20      | 6.5000%  |  | $24.89             | $26.26             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP3519   | 2061-05-15      | 5.1700%  |  | $25.15             | $26.08             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0221 C | 2056-03-20      | 5.0000%  |  | $24.90             | $25.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9056 C | 2056-03-20      | 5.5000%  |  | $24.90             | $26.06             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8195 C | 2055-11-20      | 5.5000%  |  | $198.39            | $201.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7650 C | 2055-12-20      | 6.5000%  |  | $24.78             | $26.17             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1970 C | 2056-01-20      | 7.5000%  |  | $24.88             | $25.89             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0835 C | 2055-10-20      | 6.5000%  |  | $148.93            | $161.89            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM9067   | 2061-04-15      | 5.0500%  |  | $482231.30         | $479241.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5452 C | 2055-12-20      | 5.5000%  |  | $128817.50         | $132906.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1883 C | 2055-05-20      | 6.5000%  |  | $45473.09          | $47990.41          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5993   | 2068-03-15      | 5.6500%  |  | $24.95             | $26.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4735 C | 2055-05-20      | 6.5000%  |  | $35482.35          | $37446.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE9929 C | 2054-10-20      | 6.5000%  |  | $4.05              | $4.18              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS1752 C | 2056-05-20      | 5.5000%  |  | $24.95             | $25.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9371 C | 2056-04-20      | 5.5000%  |  | $9013.02           | $9166.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR7392 C | 2056-05-20      | 5.0000%  |  | $90938.42          | $91106.64          | Agency Mortgage-Backed Securities         |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $93826.49          | $96088.38          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $4.99              | $4.94              | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $2.50              | $2.35              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE B 36  | 2036-02-15      | 4.1250%  |  | $27.45             | $27.11             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $4.99              | $5.07              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $4.99              | $3.96              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $24833.93          | $24909.66          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $2.50              | $2.46              | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $24.03             | $24.21             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  |  | $213469.99         | $209052.49         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $9.98              | $10.28             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  |  | $4.99              | $4.95              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $2.50              | $2.47              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $2507595.60        | $2542538.84        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $2.50              | $1.75              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $7.49              | $4.37              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $4.99              | $4.91              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $4.99              | $4.99              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $2.50              | $2.53              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $4.99              | $4.87              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $3669530.57        | $3515250.70        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $29.94             | $29.24             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $27.45             | $25.41             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $2.50              | $2.05              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $22.46             | $16.31             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $396.72            | $194.11            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $52.40             | $24.70             | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $4.99              | $3.45              | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $4.99              | $3.51              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $2174442.19        | $1767858.39        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $461.60            | $371.34            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $2.50              | $2.48              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $45583.35          | $45583.72          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  |  | $17.47             | $17.23             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $7.49              | $7.59              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $153749.29         | $156215.77         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $22.46             | $22.38             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $2.50              | $2.50              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $2.50              | $2.50              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $2.50              | $2.51              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $2.50              | $2.46              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $24.95             | $24.84             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $81325.94          | $81674.13          | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $820.89            | $828.10            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $2.50              | $2.31              | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $2.50              | $2.41              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $284.44            | $269.84            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $2.50              | $2.16              | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  |  | $2.50              | $2.48              | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $2.50              | $2.17              | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $12.48             | $11.43             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  |  | $2.50              | $2.48              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 36  | 2036-05-15      | 4.3750%  |  | $2.50              | $2.49              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE K 33  | 2033-04-30      | 4.1250%  |  | $1027.99           | $1022.03           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  |  | $4.99              | $4.95              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  |  | $2.50              | $2.51              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  |  | $15791.61          | $15857.41          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  |  | $5935.89           | $5906.48           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  |  | $194280.02         | $195400.65         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  |  | $2.50              | $2.48              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  |  | $2.50              | $2.48              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $4.99              | $5.01              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $1412.24           | $1398.67           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $2.54              | $2.51              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $2.50              | $2.43              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $13301.48          | $13254.87          | U.S. Treasuries (including strips)        |
| GNMA GNII SF DR6024 C | 2056-04-20      | 5.5000%  |  | $76973.08          | $78228.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR5645 C | 2056-05-20      | 5.5000%  |  | $314360.17         | $316652.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR2278 C | 2056-03-20      | 5.5000%  |  | $25.09             | $25.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1413 C | 2056-04-20      | 5.5000%  |  | $42600.23          | $43546.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3415 C | 2055-04-20      | 6.5000%  |  | $13.30             | $14.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1143 M | 2056-05-20      | 5.5000%  |  | $14723.00          | $14871.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0745 M | 2055-11-20      | 5.0000%  |  | $2234220.68        | $2216389.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M | 2055-09-20      | 5.0000%  |  | $142919.05         | $141844.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0482 M | 2055-07-20      | 4.0000%  |  | $463497.29         | $432376.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M | 2054-11-20      | 5.5000%  |  | $20.51             | $20.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9494 C | 2056-04-20      | 5.5000%  |  | $27279.59          | $27929.60          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ7031   | 2061-05-15      | 5.0300%  |  | $24.95             | $24.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3354 C | 2056-02-20      | 5.5000%  |  | $142.20            | $144.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2311 C | 2056-04-20      | 6.5000%  |  | $43348.39          | $46265.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1963 C | 2056-02-20      | 5.5000%  |  | $20879.21          | $21188.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8760 C | 2056-01-20      | 5.5000%  |  | $67318.79          | $68414.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788624 C | 2055-12-20      | 6.5000%  |  | $362540.54         | $375766.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788408 C | 2056-01-20      | 5.0000%  |  | $25.29             | $25.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786843 C | 2052-03-20      | 3.0000%  |  | $2581.14           | $2296.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786266 C | 2052-03-20      | 2.5000%  |  | $5462.67           | $4685.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785731 C | 2051-10-20      | 3.0000%  |  | $16.76             | $14.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785579 C | 2051-07-20      | 3.0000%  |  | $572970.19         | $502485.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785561 C | 2051-07-20      | 3.0000%  |  | $15.03             | $13.51             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785559 C | 2051-07-20      | 3.0000%  |  | $6987.05           | $6218.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785256 C | 2051-01-20      | 3.0000%  |  | $18.90             | $17.36             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785135 M | 2049-12-20      | 4.5000%  |  | $5.65              | $5.57              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785055 C | 2050-06-20      | 3.0000%  |  | $181304.97         | $159007.96         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784121 X | 2029-08-15      | 7.0000%  |  | $3387.48           | $3489.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738108 X | 2041-03-15      | 4.5000%  |  | $1.64              | $1.61              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 716514 X | 2039-07-15      | 5.0000%  |  | $0.54              | $0.55              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004833 M | 2040-10-20      | 4.0000%  |  | $4327.66           | $4169.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004801 M | 2040-09-20      | 4.5000%  |  | $0.96              | $0.96              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004635 M | 2040-02-20      | 4.0000%  |  | $1043.25           | $1005.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS3955 C | 2056-05-20      | 5.0000%  |  | $24.95             | $24.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS2171 C | 2053-04-20      | 5.5000%  |  | $30556.19          | $30799.23          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784284 X | 2039-01-15      | 6.0000%  |  | $5.27              | $5.66              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786105 M | 2049-02-20      | 4.0000%  |  | $15.29             | $14.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785560 C | 2051-07-20      | 3.0000%  |  | $16.44             | $14.65             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6938 M | 2050-10-20      | 6.0000%  |  | $752.53            | $792.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785195 C | 2050-11-20      | 3.5000%  |  | $11.26             | $10.15             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3563 C | 2056-02-20      | 5.5000%  |  | $24.90             | $25.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1962 C | 2056-02-20      | 5.5000%  |  | $24.85             | $25.26             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4003 M | 2046-10-20      | 3.0000%  |  | $3.36              | $3.04              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784736 C | 2049-05-20      | 4.5000%  |  | $0.50              | $0.48              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR8371 C | 2056-05-20      | 6.0000%  |  | $90783.69          | $95381.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6179 C | 2056-03-20      | 6.0000%  |  | $25.10             | $26.27             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4426 C | 2055-12-20      | 6.5000%  |  | $24.84             | $27.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3769 C | 2056-04-20      | 6.0000%  |  | $76324.73          | $79771.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787873 C | 2055-03-20      | 7.0000%  |  | $1433.66           | $1490.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3612 C | 2056-04-20      | 5.5000%  |  | $35333.70          | $35553.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8103 C | 2056-03-20      | 5.5000%  |  | $48005.71          | $49057.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7420 M | 2051-06-20      | 3.5000%  |  | $12.66             | $11.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784905 C | 2050-01-20      | 3.0000%  |  | $12.76             | $11.26             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2544 C | 2056-05-20      | 5.0000%  |  | $24.95             | $25.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6653 C | 2056-03-20      | 5.5000%  |  | $414445.02         | $420646.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ8950 C | 2056-03-20      | 5.0000%  |  | $35736.10          | $35582.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7833 M | 2052-01-20      | 5.5000%  |  | $21580.38          | $22245.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785106 C | 2050-08-20      | 3.5000%  |  | $333061.51         | $305179.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M | 2052-06-20      | 3.0000%  |  | $285.43            | $254.36            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ1140 X | 2049-11-15      | 3.0000%  |  | $1036.34           | $918.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5065 C | 2056-05-20      | 5.5000%  |  | $5801.45           | $5891.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788516 C | 2056-03-20      | 5.0000%  |  | $640987.89         | $635876.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3816 C | 2056-04-20      | 5.5000%  |  | $272447.35         | $276440.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2864 C | 2055-03-20      | 6.5000%  |  | $2698.00           | $2847.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6349 C | 2056-01-20      | 5.5000%  |  | $256.65            | $264.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6507 C | 2056-02-20      | 6.5000%  |  | $12478.01          | $13563.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5303 C | 2055-11-20      | 6.5000%  |  | $118.33            | $125.47            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8504   | 2060-05-15      | 5.9500%  |  | $12223.90          | $12957.79          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-028 PF | 2056-02-20      | 4.6251%  |  | $3569611.62        | $3585740.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-010 FE | 2056-01-20      | 4.3251%  |  | $2958035.24        | $2942077.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FC | 2055-01-20      | 4.7251%  |  | $1863702.74        | $1880273.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FG | 2054-10-20      | 4.6751%  |  | $1417578.18        | $1421104.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FD | 2054-08-20      | 4.7251%  |  | $1863521.29        | $1874784.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-069 FA | 2053-05-20      | 4.5751%  |  | $697404.02         | $697244.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-078 F  | 2056-04-20      | 4.5251%  |  | $1893628.46        | $1881487.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-066 FA | 2053-05-20      | 4.6251%  |  | $1201519.67        | $1202802.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-083 FE | 2053-06-20      | 4.7251%  |  | $8.35              | $8.40              | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SP 782495 X | 2038-12-15      | 5.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783348 C | 2034-02-20      | 4.9500%  |  | $1.53              | $1.53              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 630800 X | 2034-08-15      | 6.0000%  |  | $4701.38           | $4798.69           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782832 X | 2039-12-15      | 5.5000%  |  | $6668.52           | $7045.79           | Agency Mortgage-Backed Securities         |

### Security 223: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.630%, 6/1/2026
- **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: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 GNMI SF 582105 X     | 2032-04-15      | 7.0000%  |  | $4884.44           | $4967.84           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 575981 X     | 2032-02-15      | 7.0000%  |  | $2239.53           | $2292.23           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 598724 X     | 2033-07-15      | 4.5000%  |  | $731.99            | $724.59            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ1981 C     | 2048-08-20      | 4.0000%  |  | $182.34            | $169.74            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DS3901 C     | 2056-05-20      | 5.0000%  |  | $2595868.89        | $2586326.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DS3319 C     | 2056-05-20      | 5.0000%  |  | $1351481.93        | $1345683.92        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DS0674       | 2061-05-15      | 5.3700%  |  | $997720.15         | $1025629.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR9346 C     | 2056-05-20      | 5.5000%  |  | $1252117.63        | $1281092.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M     | 2053-11-20      | 4.0000%  |  | $841435.59         | $790021.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9300 M     | 2053-11-20      | 3.0000%  |  | $328097.52         | $293505.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9107 M     | 2053-08-20      | 6.0000%  |  | $20074218.10       | $20714257.79       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9015 M     | 2053-07-20      | 4.5000%  |  | $7272324.13        | $7048045.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9845 M     | 2054-08-20      | 2.5000%  |  | $26887.37          | $23080.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9777 M     | 2054-07-20      | 4.5000%  |  | $361946.02         | $349527.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8799 M     | 2053-04-20      | 4.5000%  |  | $1275285.48        | $1237466.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8343 M     | 2052-10-20      | 2.5000%  |  | $9345028.02        | $8016019.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF2957 | 2052-11-01      | 4.5000%  |  | $503340.41         | $487173.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB1209 | 2050-07-01      | 2.0000%  |  | $1464924.61        | $1198808.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA3323 | 2049-10-01      | 3.5000%  |  | $80461.53          | $74060.11          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G67719 G | 2049-01-01      | 4.5000%  |  | $7057713.87        | $6936081.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $17294.85          | $17441.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8364 | 2053-09-01      | 6.5000%  |  | $207277.00         | $216136.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $17870.46          | $17779.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $9931111.50        | $8695416.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $172923.65         | $151999.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7254 | 2054-11-01      | 5.0000%  |  | $20275503.95       | $20159850.23       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  |  | $311.83            | $303.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD5485 | 2051-09-01      | 2.5000%  |  | $354452.79         | $297348.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  |  | $9080593.33        | $8274147.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $3063.46           | $2976.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0478 | 2045-01-01      | 4.0000%  |  | $390910.46         | $377115.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8355 | 2039-12-01      | 3.5000%  |  | $141170.29         | $135264.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR7393 C     | 2056-05-20      | 5.5000%  |  | $507143.48         | $519320.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR5663 C     | 2056-05-20      | 5.5000%  |  | $6037916.44        | $6141924.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8342 M     | 2052-10-20      | 2.0000%  |  | $134481.81         | $110570.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8199 M     | 2052-08-20      | 3.5000%  |  | $188571.68         | $171630.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M     | 2038-07-20      | 5.0000%  |  | $41176.84          | $41594.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7883 M     | 2052-02-20      | 3.5000%  |  | $2270421.17        | $2068917.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  |  | $341817.74         | $280733.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  |  | $33810.79          | $30131.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7538 M     | 2051-08-20      | 4.5000%  |  | $1410.85           | $1369.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7369 M     | 2051-05-20      | 3.5000%  |  | $1330.07           | $1221.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8049 M     | 2052-05-20      | 6.0000%  |  | $861.84            | $891.02            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  |  | $134978.97         | $127250.22         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7045 M     | 2050-12-20      | 3.5000%  |  | $157710.90         | $140278.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6938 M     | 2050-10-20      | 6.0000%  |  | $189.82            | $199.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS9377 | 2053-06-01      | 4.0000%  |  | $1718340.19        | $1618396.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS9110 | 2052-03-01      | 2.0000%  |  | $18899785.24       | $15447371.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  |  | $23910.57          | $25019.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $256758.49         | $224968.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8215 | 2051-03-01      | 2.5000%  |  | $544650.07         | $466395.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5044 | 2050-12-01      | 2.0000%  |  | $154050.23         | $125317.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM4530 | 2050-10-01      | 2.5000%  |  | $632347.81         | $537160.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1193 | 2049-06-01      | 3.5000%  |  | $8355.84           | $7706.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA5196 | 2055-11-01      | 6.5000%  |  | $5683324.41        | $5993301.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4898 | 2050-07-01      | 3.5000%  |  | $5370504.38        | $5026519.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2456 | 2055-07-01      | 6.5000%  |  | $7714380.36        | $8140581.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0815 | 2055-01-01      | 6.0000%  |  | $8388899.07        | $8599826.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDH1085 | 2056-05-01      | 6.5000%  |  | $2845709.63        | $2983674.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG9998 | 2056-05-01      | 5.0000%  |  | $800625.70         | $802205.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9692 | 2056-05-01      | 5.5000%  |  | $489604.07         | $502555.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT1953 | 2049-05-01      | 4.5000%  |  | $305.04            | $298.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS8069 | 2033-05-01      | 3.0000%  |  | $26798.33          | $25961.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  |  | $5410.88           | $4836.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA5103 | 2047-12-01      | 3.5000%  |  | $1276.24           | $1179.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA4922 | 2047-05-01      | 4.5000%  |  | $40187.81          | $39185.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3PZA3238 | 2047-11-01      | 3.0000%  |  | $2518424.84        | $2216131.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZK4283 | 2027-07-01      | 3.5000%  |  | $7544.27           | $7516.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZK3433 | 2026-08-01      | 3.5000%  |  | $924.98            | $924.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI9218 | 2037-11-01      | 5.5000%  |  | $270684.24         | $279856.85         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08632 G | 2045-03-01      | 3.5000%  |  | $18579.54          | $17356.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG7185 | 2056-05-01      | 6.5000%  |  | $538244.30         | $570098.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5069 | 2056-03-01      | 6.5000%  |  | $201657.78         | $212696.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDG3137 | 2056-03-01      | 4.5000%  |  | $735557.41         | $709673.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG0514 | 2056-02-01      | 5.0000%  |  | $2875002.90        | $2854086.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF8633 | 2056-01-01      | 5.0000%  |  | $20405.13          | $20138.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR4571 C     | 2056-04-20      | 5.5000%  |  | $134941.33         | $137971.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR4086 C     | 2056-05-20      | 5.0000%  |  | $1385176.00        | $1379233.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3819 C     | 2056-04-20      | 5.5000%  |  | $7732458.40        | $7876527.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3661 C     | 2056-03-20      | 5.5000%  |  | $2947263.75        | $3002173.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3469 C     | 2056-05-20      | 5.5000%  |  | $642230.81         | $655766.33         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DO5690       | 2061-05-15      | 5.1900%  |  | $4515992.96        | $4564678.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5510 C     | 2055-11-20      | 6.5000%  |  | $1916.66           | $2022.76           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5346 C     | 2065-12-20      | 6.0000%  |  | $64259.69          | $66105.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1956 C     | 2055-11-20      | 5.5000%  |  | $480153.64         | $487265.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7916 C     | 2055-04-20      | 6.5000%  |  | $575.33            | $607.18            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7850 C     | 2055-04-20      | 6.5000%  |  | $402.01            | $424.27            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1137 M     | 2056-05-20      | 2.5000%  |  | $57964.11          | $49757.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1068 M     | 2056-04-20      | 4.0000%  |  | $481.17            | $448.87            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M     | 2056-02-20      | 5.0000%  |  | $2346602.92        | $2327890.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788661 C     | 2056-05-20      | 5.0000%  |  | $34193042.96       | $33474164.63       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788658 C     | 2056-05-20      | 5.0000%  |  | $48148148.15       | $47135876.13       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0934 M     | 2056-02-20      | 4.0000%  |  | $807678.67         | $753460.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0622 M     | 2055-09-20      | 5.0000%  |  | $146600.81         | $145498.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M     | 2055-06-20      | 4.0000%  |  | $5151042.76        | $4805186.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $1147314.21        | $1138157.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0307 M     | 2055-04-20      | 5.0000%  |  | $924746.07         | $917370.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0234 M     | 2040-03-20      | 5.5000%  |  | $3802.78           | $3885.48           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0206 M     | 2055-02-20      | 6.0000%  |  | $2235.72           | $2295.57           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M     | 2051-01-20      | 2.0000%  |  | $177490.62         | $145772.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5876 M     | 2049-04-20      | 4.0000%  |  | $1467481.22        | $1392287.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5767 M     | 2049-02-20      | 6.0000%  |  | $2129.81           | $2193.41           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5466 M     | 2048-09-20      | 4.0000%  |  | $156066.97         | $148473.71         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6274 M     | 2049-11-20      | 3.0000%  |  | $175.40            | $154.37            | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6210 M     | 2049-10-20      | 3.5000%  |  | $287.69            | $256.50            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4902 M     | 2047-12-20      | 4.5000%  |  | $476.11            | $468.64            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4588 M     | 2047-07-20      | 4.5000%  |  | $19600.43          | $19299.13          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $105972.18         | $100841.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $1791379.72        | $1599098.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1267 M     | 2028-09-20      | 4.0000%  |  | $44050.24          | $43973.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB3946 | 2056-06-01      | 5.5000%  |  | $4689090.37        | $4728871.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB1022 | 2056-04-01      | 5.5000%  |  | $4211530.06        | $4268043.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8244 | 2056-03-01      | 6.5000%  |  | $645065.77         | $685201.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5231 | 2056-01-01      | 6.5000%  |  | $114918.99         | $120417.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA4661 | 2055-01-01      | 6.0000%  |  | $590778.71         | $619519.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0270 | 2055-12-01      | 6.5000%  |  | $869541.13         | $919797.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0104 | 2055-10-01      | 6.5000%  |  | $1386497.95        | $1469780.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0004 | 2055-12-01      | 6.0000%  |  | $5079888.93        | $5211430.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9061 | 2054-08-01      | 6.0000%  |  | $74335.03          | $76263.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7792 | 2054-01-01      | 6.0000%  |  | $185279.27         | $195328.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  |  | $1056.89           | $1015.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2364 | 2051-12-01      | 2.0000%  |  | $1107055.42        | $889536.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7529 | 2050-10-01      | 2.5000%  |  | $9662.05           | $8105.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5701 | 2050-05-01      | 2.5000%  |  | $28744.39          | $24575.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3445 | 2049-04-01      | 3.5000%  |  | $332856.62         | $307361.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6161 | 2053-07-01      | 5.5000%  |  | $1060330.57        | $1071228.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6723 | 2053-02-01      | 5.5000%  |  | $9731.97           | $9845.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX1133 | 2052-11-01      | 4.5000%  |  | $415768.53         | $402077.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV9700 | 2052-06-01      | 2.5000%  |  | $86196.16          | $72588.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6407 | 2055-11-01      | 6.0000%  |  | $1291515.61        | $1347777.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBV6272 | 2040-09-01      | 3.5000%  |  | $37810.30          | $36239.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU5770 | 2055-02-01      | 6.0000%  |  | $847927.70         | $883382.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  |  | $6442.58           | $6322.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM5528 | 2033-01-01      | 3.5000%  |  | $204185.90         | $200859.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM5338 | 2029-03-01      | 2.5000%  |  | $8466.04           | $8358.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I4BF0137 | 2056-08-01      | 3.0000%  |  | $801711.37         | $693969.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0072 | 2053-09-01      | 4.5000%  |  | $236299.28         | $229550.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBC0725 | 2031-02-01      | 3.0000%  |  | $85873.39          | $83425.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $34999558.44       | $35386855.79       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0872 M     | 2056-01-20      | 5.5000%  |  | $3747270.75        | $3785016.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ8469 C     | 2056-05-20      | 5.5000%  |  | $805922.96         | $825865.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7450 C     | 2056-03-20      | 6.0000%  |  | $169102.71         | $176099.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6152 C     | 2056-05-20      | 5.5000%  |  | $534735.26         | $554503.23         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6530 M     | 2050-03-20      | 2.5000%  |  | $23012.38          | $19497.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7885 | 2052-10-01      | 5.0000%  |  | $11535309.06       | $11404624.26       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7471 M     | 2051-07-20      | 2.0000%  |  | $1487280.67        | $1221497.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785944 C     | 2052-02-20      | 3.0000%  |  | $3012.66           | $2664.20           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  |  | $32385.69          | $30586.01          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8433 | 2054-05-01      | 6.5000%  |  | $2521.90           | $2629.68           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784396 X     | 2047-01-15      | 3.0000%  |  | $1169.26           | $1061.25           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7648 M     | 2051-10-20      | 2.0000%  |  | $9834842.63        | $8077312.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $133545.70         | $131083.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC4840 C     | 2047-09-20      | 3.5000%  |  | $3762.60           | $3444.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA2805 | 2046-11-01      | 2.5000%  |  | $765226.12         | $660483.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  |  | $8624.54           | $8453.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  |  | $20690.47          | $19992.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6629 M     | 2035-05-20      | 2.5000%  |  | $153785.18         | $144614.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA6027 | 2056-04-01      | 4.0000%  |  | $601815.39         | $565033.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2471 C     | 2056-03-20      | 5.5000%  |  | $532512.79         | $548391.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5253 | 2055-11-01      | 6.5000%  |  | $462434.70         | $492263.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY8507 | 2053-08-01      | 5.5000%  |  | $153208.66         | $156569.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1645 C     | 2055-04-20      | 6.5000%  |  | $92686.67          | $97817.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6371 | 2055-08-01      | 7.0000%  |  | $1762293.00        | $1883904.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3044 C     | 2056-01-20      | 5.5000%  |  | $479.46            | $497.26            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM0363       | 2061-01-15      | 5.3900%  |  | $34680.71          | $35471.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5273 | 2054-02-01      | 6.5000%  |  | $1593.61           | $1661.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6989 | 2053-06-01      | 5.5000%  |  | $419921.83         | $423989.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3022 | 2055-10-01      | 6.0000%  |  | $40721.41          | $42467.41          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G60563 G | 2046-04-01      | 4.5000%  |  | $6399.11           | $6301.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM5929 | 2051-02-01      | 2.5000%  |  | $10745845.80       | $9269693.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  |  | $227095.39         | $229136.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0150 M     | 2055-01-20      | 7.0000%  |  | $1113.44           | $1157.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5671 | 2055-04-01      | 4.5000%  |  | $815134.21         | $784491.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB2452 | 2056-04-01      | 6.0000%  |  | $2394385.36        | $2494503.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ8960 | 2055-10-01      | 5.0000%  |  | $702628.25         | $699113.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR9228 C     | 2056-04-20      | 5.5000%  |  | $1428440.23        | $1450253.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788634 M     | 2034-02-20      | 5.5000%  |  | $4862231.11        | $4943609.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6102 C     | 2056-04-20      | 5.5000%  |  | $760897.61         | $780075.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7832 M     | 2052-01-20      | 5.0000%  |  | $206.50            | $206.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  |  | $8317882.20        | $7809502.48        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AN6683 X     | 2045-07-15      | 3.0000%  |  | $260.09            | $234.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2248 | 2052-07-01      | 3.0000%  |  | $2710944.37        | $2376192.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR5269 C     | 2056-05-20      | 6.0000%  |  | $286428.52         | $299338.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3660 C     | 2056-03-20      | 5.5000%  |  | $2757484.64        | $2809451.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR5401 C     | 2056-04-20      | 5.5000%  |  | $309073.43         | $316135.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  |  | $22768.88          | $20746.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTZA2052 | 2028-02-01      | 5.0000%  |  | $449.86            | $453.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMB0301 | 2055-02-01      | 5.0000%  |  | $414199.01         | $408919.59         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ2715       | 2060-05-15      | 5.1600%  |  | $476.73            | $481.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1014 | 2055-05-01      | 5.5000%  |  | $18580632.34       | $18822882.50       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB3141 | 2056-05-01      | 5.5000%  |  | $740792.96         | $747077.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 ZLFP0144 | 2055-01-01      | 6.5000%  |  | $159979.37         | $166940.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4469 | 2036-11-01      | 1.5000%  |  | $2516835.70        | $2257417.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M     | 2053-02-20      | 5.5000%  |  | $11906976.45       | $12089221.99       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4069 M     | 2046-11-20      | 3.5000%  |  | $181.76            | $168.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS9771 | 2046-06-01      | 4.0000%  |  | $39643.41          | $37940.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785055 C     | 2050-06-20      | 3.0000%  |  | $767.40            | $673.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0973 | 2055-03-01      | 6.0000%  |  | $18858614.07       | $19332788.79       | Agency Mortgage-Backed Securities |
| GNMA GNII BD DN7727 C     | 2055-10-20      | 6.0000%  |  | $634595.86         | $644561.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  |  | $1576.53           | $1480.18           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN3161       | 2060-12-15      | 5.1000%  |  | $68725.46          | $69512.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR2784 C     | 2056-04-20      | 5.5000%  |  | $690586.17         | $716118.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1047 M     | 2041-07-20      | 4.0000%  |  | $258156.33         | $250602.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO5581 | 2041-05-01      | 5.5000%  |  | $534810.37         | $547959.63         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8309 M     | 2052-09-20      | 5.5000%  |  | $1717.67           | $1723.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG5664 | 2053-07-01      | 5.5000%  |  | $2753128.38        | $2801962.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $546891.52         | $560249.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV6550 | 2056-01-01      | 4.5000%  |  | $1863138.84        | $1806922.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1234 C     | 2056-03-20      | 6.0000%  |  | $170460.82         | $176852.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3774 C     | 2056-04-20      | 6.0000%  |  | $481.04            | $500.82            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0746 M     | 2055-11-20      | 5.5000%  |  | $2336197.23        | $2359729.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2513 | 2052-07-01      | 4.0000%  |  | $403603.99         | $380538.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2464 C     | 2056-03-20      | 5.5000%  |  | $481.90            | $499.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA4919 | 2056-01-01      | 5.0000%  |  | $1605861.89        | $1601975.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDH0002 | 2056-05-01      | 5.0000%  |  | $632512.59         | $632590.95         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8143 M     | 2052-07-20      | 4.5000%  |  | $10735541.88       | $10342674.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1558 | 2053-10-01      | 6.5000%  |  | $231697.62         | $241826.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784673 C     | 2049-01-20      | 5.5000%  |  | $830.66            | $858.93            | Agency Mortgage-Backed Securities |
| GNMA GNHF PF 785139 H     | 2070-08-20      | 4.5100%  |  | $124.35            | $124.12            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN0319 C     | 2049-11-20      | 2.5000%  |  | $336.67            | $285.81            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR7976 C     | 2056-05-20      | 5.5000%  |  | $1434098.37        | $1455993.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA2060 | 2055-12-01      | 4.5000%  |  | $6347.61           | $6128.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLFS8839 | 2054-08-01      | 7.5000%  |  | $8169580.27        | $8945268.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8802 M     | 2053-04-20      | 6.0000%  |  | $170079.27         | $175347.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  |  | $43240.52          | $39399.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL8238 | 2030-08-01      | 3.5000%  |  | $74.50             | $73.84             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT1951 | 2049-05-01      | 3.5000%  |  | $714684.86         | $655545.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  |  | $11040.73          | $9261.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL4481 | 2051-02-01      | 3.0000%  |  | $5879860.92        | $5235924.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW2751 | 2056-02-01      | 5.5000%  |  | $547759.40         | $554992.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ6170 | 2055-11-01      | 6.0000%  |  | $3296450.18        | $3379335.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4252 | 2055-11-01      | 6.5000%  |  | $557433.19         | $589488.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786326 C     | 2052-08-20      | 5.5000%  |  | $860.19            | $877.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBT9029 | 2051-08-01      | 2.0000%  |  | $2070533.59        | $1664140.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  |  | $638813.93         | $667027.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBV6189 | 2040-09-01      | 3.5000%  |  | $363325.90         | $348120.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA4724 | 2056-01-01      | 5.5000%  |  | $5680501.50        | $5826574.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB4076 | 2056-05-01      | 5.0000%  |  | $15959269.93       | $15805947.45       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4656 C     | 2056-03-20      | 5.5000%  |  | $854.72            | $876.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9403 C     | 2056-04-20      | 5.5000%  |  | $484.37            | $488.67            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003162 M     | 2031-11-20      | 7.0000%  |  | $107.61            | $111.33            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 581133 X     | 2032-03-15      | 7.0000%  |  | $785.80            | $804.23            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003336 M     | 2033-01-20      | 7.0000%  |  | $3704.47           | $3832.54           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 606798 X     | 2033-08-15      | 4.5000%  |  | $4096.71           | $4051.10           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 744371 X     | 2041-09-15      | 4.0000%  |  | $408.41            | $387.33            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6104 C     | 2056-04-20      | 5.5000%  |  | $3240168.28        | $3308460.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2449 C     | 2056-03-20      | 6.5000%  |  | $978765.49         | $1032948.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2403 C     | 2056-03-20      | 5.5000%  |  | $1838398.16        | $1888720.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2304 C     | 2056-04-20      | 5.5000%  |  | $1017090.50        | $1039227.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2045 C     | 2056-02-20      | 5.5000%  |  | $479.86            | $497.67            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1464 C     | 2056-03-20      | 5.5000%  |  | $3717981.60        | $3784978.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1463 C     | 2056-03-20      | 5.5000%  |  | $4548518.41        | $4631386.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0641 C     | 2056-04-20      | 5.5000%  |  | $481.44            | $493.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8212 C     | 2056-04-20      | 5.5000%  |  | $14369221.99       | $14603566.44       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DP6830       | 2061-05-15      | 5.7000%  |  | $2181948.89        | $2262537.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4764 C     | 2056-03-20      | 6.5000%  |  | $480.49            | $522.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3319 C     | 2056-02-20      | 6.5000%  |  | $960.41            | $1013.58           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3314 C     | 2056-02-20      | 6.5000%  |  | $960.25            | $1013.40           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2458 C     | 2056-04-20      | 6.5000%  |  | $319653.85         | $337350.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2345 C     | 2056-04-20      | 5.5000%  |  | $1299018.83        | $1318060.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0796 | 2055-11-01      | 6.5000%  |  | $122246.54         | $129131.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0085 | 2041-05-01      | 5.5000%  |  | $269349.82         | $275433.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0005 | 2040-06-01      | 3.5000%  |  | $961499.99         | $921263.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  |  | $636392.47         | $663631.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ6302 | 2055-12-01      | 6.0000%  |  | $4565278.84        | $4680066.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5811 | 2056-01-01      | 6.5000%  |  | $6120693.65        | $6442321.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ1810 | 2054-06-01      | 4.5000%  |  | $1628916.12        | $1579789.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1793 | 2054-06-01      | 6.5000%  |  | $1428296.08        | $1492648.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ0205 | 2053-11-01      | 7.0000%  |  | $4190142.28        | $4514490.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0139 | 2053-12-01      | 6.0000%  |  | $126666.75         | $130233.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4293 | 2056-02-01      | 5.5000%  |  | $530330.10         | $538586.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL0272 | 2052-01-01      | 2.5000%  |  | $9180114.09        | $7908149.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ9243 | 2055-10-01      | 6.5000%  |  | $54887.45          | $57841.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8741 | 2055-11-01      | 5.5000%  |  | $1129042.32        | $1144061.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6303 | 2055-06-01      | 6.0000%  |  | $3663855.13        | $3755977.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY2186 | 2055-04-01      | 6.5000%  |  | $199806.73         | $209084.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX8820 | 2055-03-01      | 6.0000%  |  | $7593199.26        | $7812017.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  |  | $1002.32           | $995.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTMA6075 | 2046-04-01      | 6.0000%  |  | $29492.37          | $30354.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA6055 | 2056-05-01      | 6.0000%  |  | $80341.52          | $82361.60          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688141 X     | 2038-12-15      | 5.0000%  |  | $174764.93         | $174677.36         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 615639 X     | 2033-09-15      | 4.5000%  |  | $3486.88           | $3449.99           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 758668 X     | 2041-03-15      | 4.5000%  |  | $16831.01          | $16546.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787720 C     | 2054-12-20      | 5.0000%  |  | $1369.47           | $1363.59           | Agency Mortgage-Backed Securities |
| GNMA GNHF PF 786143 H     | 2067-10-20      | 4.5230%  |  | $166.99            | $166.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785732 C     | 2051-11-20      | 3.5000%  |  | $785.19            | $712.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785559 C     | 2051-07-20      | 3.0000%  |  | $622.76            | $554.24            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785512 C     | 2051-06-20      | 3.5000%  |  | $1665.51           | $1552.75           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785349 C     | 2051-03-20      | 2.5000%  |  | $940.72            | $821.36            | Agency Mortgage-Backed Securities |
| GNMA GNII AP 785278 M     | 2050-08-20      | 2.5000%  |  | $189487.98         | $159835.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785259 C     | 2050-12-20      | 3.0000%  |  | $1556.11           | $1377.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785120 M     | 2049-02-20      | 4.0000%  |  | $466.84            | $444.59            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785141 C     | 2050-08-20      | 3.0000%  |  | $5348.00           | $4792.57           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785494 C     | 2051-05-20      | 3.5000%  |  | $242.16            | $215.55            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783765 X     | 2039-09-15      | 5.5000%  |  | $482.81            | $499.46            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783609 X     | 2040-10-15      | 4.5000%  |  | $91088.87          | $90275.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2342 C     | 2056-04-20      | 5.5000%  |  | $1140884.93        | $1164303.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2260 C     | 2056-03-20      | 5.5000%  |  | $917948.51         | $938124.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2279 C     | 2056-03-20      | 5.5000%  |  | $713125.09         | $729627.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8859 C     | 2056-01-20      | 6.0000%  |  | $136671.86         | $141572.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2075 C     | 2055-07-20      | 6.5000%  |  | $694840.54         | $733304.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6558 C     | 2055-04-20      | 6.5000%  |  | $946.22            | $998.60            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4514 C     | 2055-03-20      | 6.5000%  |  | $475.96            | $502.31            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH3797 C     | 2065-03-20      | 6.5000%  |  | $429327.63         | $449477.93         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DH1774       | 2051-08-15      | 6.2200%  |  | $948.51            | $1018.98           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR9630       | 2053-01-15      | 5.6700%  |  | $461.40            | $462.94            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AK3825 C     | 2045-01-20      | 4.0000%  |  | $4848.19           | $4579.30           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AF1071 X     | 2043-07-15      | 3.0000%  |  | $21521.66          | $19738.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9907 M     | 2054-09-20      | 6.0000%  |  | $31664980.92       | $32497031.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT1888 C     | 2050-12-20      | 2.5000%  |  | $25470.54          | $21642.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS1728 C     | 2050-01-20      | 4.0000%  |  | $24872.57          | $22955.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF7499 | 2056-01-01      | 4.5000%  |  | $46555.63          | $44805.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4978 | 2055-11-01      | 6.0000%  |  | $516844.66         | $539162.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3636 | 2055-11-01      | 6.5000%  |  | $207155.65         | $217034.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDF1812 | 2040-09-01      | 6.0000%  |  | $473643.95         | $489563.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1697 | 2055-10-01      | 6.0000%  |  | $905328.65         | $928326.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6355 | 2055-08-01      | 6.5000%  |  | $565713.02         | $602753.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE5974 | 2040-07-01      | 6.0000%  |  | $476044.89         | $495466.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB2624 | 2054-04-01      | 4.5000%  |  | $360739.14         | $347178.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 CL667085 | 2032-07-01      | 8.0000%  |  | $193.13            | $198.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV1823 | 2028-12-01      | 3.5000%  |  | $427.41            | $424.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAU6873 | 2043-11-01      | 4.5000%  |  | $1828270.80        | $1789507.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU3741 | 2043-08-01      | 3.5000%  |  | $503.40            | $472.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $1245919.41        | $1116305.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5319 | 2045-07-01      | 3.5000%  |  | $80908.69          | $75489.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL6301 | 2042-06-01      | 4.5000%  |  | $18054.03          | $17911.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI4868 | 2054-04-01      | 5.5000%  |  | $342996.31         | $349347.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3PRE6021 | 2049-11-01      | 3.0000%  |  | $475119.91         | $413696.56         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN2463       | 2058-01-15      | 4.4500%  |  | $465.61            | $457.13            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9668 M     | 2054-05-20      | 5.5000%  |  | $4546583.75        | $4609043.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9604 M     | 2054-04-20      | 5.0000%  |  | $51915.69          | $51612.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  |  | $329338.72         | $332272.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5683 | 2040-04-01      | 5.0000%  |  | $66923.70          | $67519.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5602 | 2055-01-01      | 6.5000%  |  | $6617.70           | $6900.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $214179.68         | $215996.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5520 | 2054-09-01      | 3.5000%  |  | $795683.66         | $725004.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7104 | 2051-02-01      | 4.5000%  |  | $9825.81           | $9526.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH7543 | 2053-12-01      | 6.5000%  |  | $2157250.38        | $2281425.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8183 | 2037-10-01      | 3.5000%  |  | $52460.08          | $50286.25          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  |  | $275.18            | $263.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB1692 | 2038-02-01      | 2.5000%  |  | $12463.63          | $11758.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  |  | $222.93            | $218.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5442 | 2054-08-01      | 4.5000%  |  | $3489.21           | $3358.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA5225 | 2038-11-01      | 3.0000%  |  | $214237.84         | $204051.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $44416.46          | $40485.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $402890.41         | $378552.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $180232.59         | $158048.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  |  | $2655375.59        | $2148240.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $4817.52           | $4082.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA3735 | 2029-08-01      | 3.0000%  |  | $46803.80          | $45893.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $97.19             | $94.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC7895 | 2040-03-01      | 4.5000%  |  | $53381.16          | $52993.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAA4440 | 2039-03-01      | 5.0000%  |  | $10817.66          | $10948.86          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE4664 X     | 2047-12-15      | 4.0000%  |  | $11992.45          | $11321.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CICC1317 | 2040-10-01      | 5.0000%  |  | $118369.08         | $119423.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0854 | 2055-08-01      | 5.5000%  |  | $11082519.18       | $11238525.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9605 | 2054-07-01      | 6.0000%  |  | $2002.12           | $2090.73           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 568626 X     | 2031-08-15      | 7.0000%  |  | $2166.35           | $2218.79           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 565049 X     | 2031-08-15      | 7.0000%  |  | $613.38            | $630.68            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552252 X     | 2031-12-15      | 7.0000%  |  | $3155.90           | $3230.97           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550051 X     | 2031-06-15      | 7.0000%  |  | $921.36            | $944.03            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 473490 X     | 2028-04-15      | 7.5000%  |  | $84.66             | $85.68             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004854 M     | 2040-11-20      | 4.5000%  |  | $177.88            | $176.85            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004713 M     | 2040-06-20      | 4.5000%  |  | $81.48             | $81.06             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002630 M     | 2028-08-20      | 6.5000%  |  | $25608.46          | $26773.79          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 585142 X     | 2033-01-15      | 6.0000%  |  | $19148.94          | $19371.08          | Agency Mortgage-Backed Securities |

### Security 224: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $215000000.00
- **C.18.a - Value (excl. sponsor support):** $215000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $43093802.33       | $41056788.77       | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $15346558.04       | $13215084.27       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 46        | 2046-02-15      | 1.0000%  |  | $45234029.00       | $33785536.18       | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 31  | 2031-04-15      | 1.2500%  |  | $60541547.73       | $59629109.86       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $40675298.19       | $40844571.48       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $30732773.16       | $30835066.28       | U.S. Treasuries (including strips) |

### Security 225: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/4 BOND 41   | 2041-02-15      | 4.7500%  |  | $3259888.89        | $3290783.49        | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35 | 2035-07-15      | 1.8750%  |  | $64666026.99       | $64618795.42       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30     | 2030-05-31      | 4.0000%  |  | $136310962.96      | $138379648.10      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30 | 2030-01-15      | 0.1250%  |  | $37170460.00       | $35413438.64       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54   | 2054-02-15      | 2.1250%  |  | $15063356.71       | $13374291.53       | U.S. Treasuries (including strips) |

### Security 226: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  3.640%, 6/5/2026
- **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: 988FSF000, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 BOND 45 | 2045-11-15      | 4.6250%  |  | $426705280.00      | $408123763.16      | U.S. Treasuries (including strips) |

### Security 227: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  3.630%, 6/1/2026
- **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: 988FSF000, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $13204075.00       | $9066535.19        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $67500.00          | $36752.56          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $350.00            | $171.05            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $88750.00          | $56100.08          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $25.00             | $18.29             | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  |  | $195875.00         | $200825.90         | U.S. Treasuries (including strips)        |
| USTR BILL 07/23/26        | 2026-07-23      | 0.0000%  |  | $190600.00         | $189545.98         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $7275500.00        | $6835845.61        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $25.00             | $24.98             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $263800.00         | $245215.75         | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $49550.00          | $51177.23          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $1730050.00        | $1452632.85        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $25.00             | $24.11             | U.S. Treasuries (including strips)        |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  |  | $179525.00         | $176747.75         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  |  | $2750000.00        | $2736833.11        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $25.00             | $25.77             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $25.00             | $24.79             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $73975.00          | $73116.31          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $74675.00          | $74088.77          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $213525.00         | $210723.04         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AM 29     | 2029-04-15      | 3.8750%  |  | $152150.00         | $152026.53         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  |  | $1500000.00        | $1505439.88        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $299450.00         | $294869.49         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $1250050.00        | $1268028.66        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $75.00             | $74.56             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $25.00             | $25.50             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $25.00             | $25.82             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $250.00            | $255.84            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $104900.00         | $105847.37         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $90900.00          | $93056.39          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $25.00             | $25.27             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $23235750.00       | $23413366.00       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $14750.00          | $14878.12          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $55675.00          | $57132.72          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $145500.00         | $145654.10         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $104900.00         | $105806.50         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $562750.00         | $521115.27         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $104800.00         | $103678.02         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $27675.00          | $27703.99          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $16835475.00       | $16046666.12       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $5050000.00        | $4818809.28        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $22675.00          | $22364.21          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $155475.00         | $136595.34         | U.S. Treasuries (including strips)        |
| GNMA GNHA RM DQ9241 H     | 2076-04-20      | 5.7480%  |  | $250.00            | $273.53            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAD0880 | 2038-10-01      | 6.0590%  |  | $6656.89           | $6936.46           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB973870 | 2038-05-01      | 5.8960%  |  | $42640.93          | $44241.71          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1942969 | 2037-08-01      | 6.7440%  |  | $26541.00          | $27544.12          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB895834 | 2036-04-01      | 5.5640%  |  | $13119.55          | $13465.48          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB888939 | 2037-11-01      | 5.8750%  |  | $2.74              | $2.80              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5659 | 2056-05-01      | 5.5000%  |  | $18641925.75       | $19003407.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5319 | 2055-03-01      | 5.0000%  |  | $43468704.48       | $42925297.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2321 | 2051-12-01      | 2.5000%  |  | $10927231.76       | $9311579.84        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBCA3138 | 2049-02-01      | 5.8550%  |  | $20.33             | $21.12             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HIBZ6757 | 2041-04-01      | 4.9200%  |  | $1610898.96        | $1632598.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1144 M     | 2056-05-20      | 6.0000%  |  | $111250.00         | $114022.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M     | 2055-09-20      | 6.0000%  |  | $18162.58          | $18595.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $46442.05          | $46071.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  |  | $44392.33          | $44038.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0814 M     | 2055-12-20      | 5.5000%  |  | $12309.02          | $12433.01          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ8660       | 2056-05-15      | 5.5400%  |  | $252.00            | $260.44            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849849 G        | 2045-10-01      | 6.3550%  |  | $112153.70         | $116744.46         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A1810 G        | 2037-09-01      | 6.0200%  |  | $57.03             | $59.13             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1870 G        | 2040-03-01      | 5.9700%  |  | $23.77             | $24.72             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841164 G        | 2049-12-01      | 3.3340%  |  | $63.97             | $62.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7624 C     | 2056-03-20      | 6.5000%  |  | $657288.66         | $693673.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5078 C     | 2056-05-20      | 5.0000%  |  | $250.00            | $248.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5077 C     | 2056-05-20      | 5.0000%  |  | $1065466.00        | $1059717.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5064 C     | 2056-05-20      | 5.5000%  |  | $764420.00         | $776793.50         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DQ3825 H     | 2076-02-20      | 5.1290%  |  | $5594005.04        | $6040600.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3595 C     | 2056-04-20      | 6.0000%  |  | $975196.35         | $1010491.31        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ1942       | 2061-04-15      | 4.9000%  |  | $249.79            | $247.63            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6742       | 2060-10-15      | 4.8000%  |  | $42343.33          | $41688.68          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6848       | 2060-08-15      | 5.7300%  |  | $248.38            | $259.81            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0386       | 2061-01-15      | 5.0000%  |  | $160124.02         | $161384.66         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DJ0285 H     | 2075-04-20      | 6.1730%  |  | $233.95            | $246.70            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784844 X     | 2031-07-15      | 6.5000%  |  | $19.63             | $20.15             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784663 X     | 2036-07-15      | 8.0000%  |  | $10020.75          | $10386.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784570 M     | 2033-01-20      | 6.0000%  |  | $37463.24          | $38547.12          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784567 X     | 2039-01-15      | 6.5000%  |  | $25635.94          | $26496.35          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784121 X     | 2029-08-15      | 7.0000%  |  | $11.34             | $11.69             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784119 M     | 2046-02-20      | 3.0000%  |  | $31.73             | $28.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0869 M     | 2056-01-20      | 4.0000%  |  | $12464.77          | $11628.02          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783711X      | 2042-01-15      | 4.5000%  |  | $18134.12          | $17900.13          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781623 X     | 2033-06-15      | 5.0000%  |  | $4097.98           | $4131.74           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781636 X     | 2033-07-15      | 5.5000%  |  | $1.58              | $1.63              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737904 X     | 2041-01-15      | 3.5000%  |  | $18324.31          | $17016.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003692 M     | 2035-03-20      | 6.0000%  |  | $81.63             | $85.17             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR8207 C     | 2066-04-20      | 6.5000%  |  | $250.00            | $261.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR7240 C     | 2056-05-20      | 5.5000%  |  | $250.00            | $259.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6055 C     | 2056-05-20      | 5.5000%  |  | $885274.00         | $918004.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR5625 C     | 2046-04-20      | 6.5000%  |  | $253112.40         | $264517.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3190 C     | 2056-04-20      | 5.5000%  |  | $2503160.43        | $2543678.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1327 C     | 2056-05-20      | 5.0000%  |  | $79360.00          | $78259.43          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DR0442 H     | 2076-03-20      | 4.9010%  |  | $251.02            | $266.65            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAV9481 | 2043-07-01      | 5.6740%  |  | $6.91              | $7.12              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAU1303 | 2043-07-01      | 6.1550%  |  | $57604.89          | $59636.80          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAT2678 | 2043-06-01      | 6.1700%  |  | $2.42              | $2.52              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5478 | 2027-05-01      | 3.1200%  |  | $2098714.77        | $2083114.32        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8515 | 2049-01-01      | 6.5600%  |  | $296202.25         | $308951.46         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL9200 | 2042-09-01      | 6.4200%  |  | $95394.96          | $99479.14          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462406 | 2037-09-01      | 6.2670%  |  | $28.22             | $28.65             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462349 | 2034-10-01      | 6.1350%  |  | $39111.04          | $39181.62          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462327 | 2035-05-01      | 5.9850%  |  | $65442.45          | $65410.19          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462203 | 2033-06-01      | 5.4250%  |  | $7.06              | $7.06              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HA462151 | 2034-11-01      | 6.1500%  |  | $138.15            | $139.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4806 C     | 2055-03-20      | 6.0000%  |  | $246.75            | $256.91            | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CW9880 H     | 2073-09-20      | 6.2500%  |  | $991898.48         | $1051353.86        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS373182 | 2036-05-01      | 4.3930%  |  | $0.48              | $0.48              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5191 | 2053-11-01      | 6.0000%  |  | $2328504.34        | $2390304.40        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB816778 | 2034-07-01      | 5.6050%  |  | $18961.77          | $19237.84          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7650 G        | 2038-02-01      | 4.7250%  |  | $48046.91          | $48310.21          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782259 X     | 2036-02-15      | 5.0000%  |  | $6.17              | $6.24              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 694133 X     | 2038-09-15      | 5.5000%  |  | $161550.36         | $171271.13         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698239 X     | 2039-06-15      | 4.5000%  |  | $8920.41           | $8787.40           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711068 X     | 2040-01-15      | 5.0000%  |  | $23183.71          | $23690.66          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617484 X     | 2042-02-15      | 3.5000%  |  | $17774.60          | $16477.56          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAI3558 | 2041-06-01      | 6.5650%  |  | $3.00              | $3.12              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 778608 X     | 2041-11-15      | 3.5000%  |  | $13311.34          | $12360.68          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS851282 | 2035-11-01      | 5.8620%  |  | $17551.75          | $18084.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6746 | 2054-05-01      | 6.0000%  |  | $4040181.54        | $4193791.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6179 | 2054-04-01      | 5.0000%  |  | $18331109.74       | $18292484.06       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  |  | $14821889.04       | $13789666.34       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B4792 G        | 2045-10-01      | 6.1300%  |  | $29662.30          | $30562.34          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1620 G        | 2043-08-01      | 6.3900%  |  | $23158.96          | $24160.12          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1538 G        | 2043-07-01      | 6.3850%  |  | $23176.76          | $24182.77          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1505 G        | 2043-06-01      | 6.3130%  |  | $36339.77          | $37927.17          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CU9057 H     | 2073-04-20      | 6.2130%  |  | $1218092.76        | $1285398.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7312 C     | 2052-02-20      | 2.5000%  |  | $1460775.10        | $1230183.64        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CU8059 H     | 2073-04-20      | 6.2700%  |  | $696953.14         | $734546.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT3984 C     | 2053-04-20      | 6.0000%  |  | $295950.84         | $319865.94         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CR2641 H     | 2073-03-20      | 6.2810%  |  | $204.01            | $214.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AJ9334 C     | 2044-10-20      | 3.5000%  |  | $96916.16          | $87945.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AJ9005 C     | 2044-10-20      | 4.0000%  |  | $39403.13          | $36678.88          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CL8166 H     | 2072-04-20      | 6.2580%  |  | $141.06            | $148.92            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CG6131       | 2065-12-15      | 5.8500%  |  | $186187.50         | $192391.27         | Agency Mortgage-Backed Securities         |
| FMAC FKAR WV0196          | 2032-12-01      | 4.1680%  |  | $2317000.00        | $2320180.73        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB836132 | 2035-10-01      | 6.0890%  |  | $2.42              | $2.47              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB801941 | 2034-11-01      | 6.0400%  |  | $2.85              | $2.93              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB768196 | 2034-02-01      | 5.6910%  |  | $46381.64          | $47312.16          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB739083 | 2033-09-01      | 6.3630%  |  | $16601.82          | $17074.95          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS732218 | 2043-06-01      | 4.9980%  |  | $11531.67          | $11673.41          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB722547 | 2033-08-01      | 5.5080%  |  | $7.81              | $7.93              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7008 C     | 2051-07-20      | 3.0000%  |  | $219.09            | $195.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG BV7331 C     | 2047-08-20      | 3.0000%  |  | $110.93            | $99.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM7534 C     | 2050-02-20      | 3.5000%  |  | $61.58             | $55.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BJ9832 C     | 2049-01-20      | 4.0000%  |  | $80566.57          | $74999.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF5181 C     | 2048-02-20      | 4.5000%  |  | $25.84             | $24.88             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3622       | 2057-10-15      | 4.1900%  |  | $238.42            | $231.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BA6169 C     | 2047-07-20      | 3.5000%  |  | $65.62             | $59.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9364 M     | 2053-12-20      | 6.5000%  |  | $10173.49          | $10662.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9303 M     | 2053-11-20      | 4.5000%  |  | $169253.65         | $163566.73         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7269 | 2053-08-01      | 5.3060%  |  | $1287809.61        | $1302585.65        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM7183 | 2033-03-01      | 4.7020%  |  | $1051383.73        | $1062501.18        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM5749 | 2049-04-01      | 3.7720%  |  | $6.66              | $6.54              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6251 | 2043-09-01      | 6.1750%  |  | $33.90             | $35.41             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6200 | 2043-07-01      | 6.2920%  |  | $19586.79          | $20464.43          | Agency Mortgage-Backed Securities         |
| FNMA FNAR 00.000 JUBM4538 | 2041-07-01      | 6.1830%  |  | $42.72             | $44.53             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM3426 | 2051-06-01      | 5.8610%  |  | $47.24             | $48.96             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6037 | 2030-05-01      | 2.0200%  |  | $250.00            | $229.40            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBK1278 | 2048-06-01      | 3.9750%  |  | $26529.53          | $26438.58          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBA2481 | 2045-10-01      | 6.0800%  |  | $21.05             | $21.64             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1317 G        | 2043-04-01      | 5.7650%  |  | $103970.11         | $107738.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3715 | 2053-07-01      | 6.0000%  |  | $6162282.14        | $6343186.21        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784741 X     | 2039-07-15      | 6.5000%  |  | $37.12             | $38.88             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBY0346 | 2053-06-01      | 4.4710%  |  | $341848.73         | $338405.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0303 | 2053-11-01      | 6.0000%  |  | $4291190.20        | $4472521.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785130 M     | 2038-12-20      | 7.0000%  |  | $17402.43          | $18398.45          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL7130 | 2044-03-01      | 6.0800%  |  | $37193.94          | $38825.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9013 M     | 2053-07-20      | 3.5000%  |  | $194.40            | $178.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9852 M     | 2054-08-20      | 6.0000%  |  | $131.02            | $134.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA8715 M     | 2053-03-20      | 5.5000%  |  | $171977.21         | $172552.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8616 M     | 2038-02-20      | 5.0000%  |  | $134.39            | $135.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $4553.30           | $3902.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  |  | $16980.71          | $15132.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3712 M     | 2031-06-20      | 3.5000%  |  | $11037.37          | $10787.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7056 M     | 2050-12-20      | 4.5000%  |  | $7359.43           | $7211.41           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841615 G        | 2053-09-01      | 5.0410%  |  | $9582.43           | $9640.51           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL3950 | 2043-08-01      | 6.2190%  |  | $45715.05          | $47248.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1573 M     | 2029-01-20      | 3.0000%  |  | $6.53              | $6.46              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  |  | $70.34             | $64.36             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7031 C     | 2051-09-20      | 3.0000%  |  | $219.62            | $193.57            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0808 | 2034-04-01      | 4.7200%  |  | $1407000.00        | $1421268.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6818 M     | 2050-08-20      | 2.0000%  |  | $124.99            | $102.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7983 | 2050-12-01      | 2.0000%  |  | $21403676.76       | $17511066.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2894 M     | 2045-06-20      | 4.5000%  |  | $83350.69          | $82145.94          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CS6223 H     | 2073-03-20      | 6.2510%  |  | $940081.39         | $995104.88         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B5984 G        | 2046-08-01      | 2.5880%  |  | $17.01             | $17.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1070 M     | 2056-04-20      | 5.0000%  |  | $90905.43          | $90180.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AP1087 C     | 2045-11-20      | 4.0000%  |  | $17514.50          | $16424.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $9348.43           | $9273.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  |  | $8728528.23        | $8614602.51        | Agency Mortgage-Backed Securities         |
| FMAC FKAR WV0294          | 2036-01-01      | 4.2080%  |  | $2920500.00        | $2927021.15        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODA1121 | 2053-10-01      | 3.9070%  |  | $1018383.92        | $986965.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787471 C     | 2054-07-20      | 5.5000%  |  | $197.40            | $200.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4450 M     | 2047-05-20      | 3.0000%  |  | $8382.61           | $7559.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M     | 2054-03-20      | 4.5000%  |  | $191119.22         | $184620.98         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.2020%  |  | $888307.54         | $897426.91         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.300 WDWD0030 | 2035-11-01      | 4.3000%  |  | $2110250.00        | $2040832.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ9920 C     | 2053-02-20      | 5.5000%  |  | $231.69            | $244.78            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAX8472 | 2044-11-01      | 6.0490%  |  | $7.25              | $7.57              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784065 X     | 2039-02-15      | 6.5000%  |  | $14928.70          | $16306.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $1670.00           | $1622.62           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DR0439 H     | 2076-02-20      | 5.3110%  |  | $251.69            | $270.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0257 C     | 2056-05-20      | 5.5000%  |  | $252.00            | $258.55            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MB1165 M     | 2056-05-20      | 4.0000%  |  | $252.00            | $249.26            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8402 | 2033-06-01      | 4.3400%  |  | $250.00            | $247.61            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7839 | 2055-10-01      | 5.4620%  |  | $459160.99         | $466593.99         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM1537 | 2051-04-01      | 6.3320%  |  | $32.37             | $33.61             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B6249 G        | 2047-06-01      | 3.1990%  |  | $64.82             | $65.82             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV9448 C     | 2053-06-20      | 5.5000%  |  | $408605.02         | $431694.79         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ8655       | 2061-04-15      | 4.9200%  |  | $1732280.68        | $1719876.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4819 C     | 2056-05-20      | 6.0000%  |  | $1450856.00        | $1517127.72        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBH5454 | 2047-06-01      | 3.5650%  |  | $206664.67         | $209434.71         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4473 | 2035-07-01      | 4.7600%  |  | $6558900.00        | $6642061.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788645 C     | 2056-05-20      | 5.5000%  |  | $14116736.00       | $14318305.74       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5825 | 2035-12-01      | 4.6000%  |  | $5311400.00        | $5298242.48        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBN0300 | 2048-12-01      | 5.9640%  |  | $39105.31          | $40674.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786335 C     | 2052-09-20      | 4.5000%  |  | $34413.18          | $33487.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5085 | 2055-10-01      | 5.5000%  |  | $39981621.23       | $40733826.58       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9668 M     | 2054-05-20      | 5.5000%  |  | $181.75            | $184.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3223 C     | 2056-03-20      | 5.5000%  |  | $249.45            | $253.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9011 M     | 2053-07-20      | 2.5000%  |  | $28783.36          | $24703.91          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2007-027 FD     | 2037-05-20      | 4.0171%  |  | $15.18             | $15.13             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-006 FA     | 2037-02-20      | 3.8671%  |  | $75520.65          | $74421.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2005-08 F       | 2035-01-20      | 3.9171%  |  | $57611.62          | $57390.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-66 F       | 2034-08-16      | 4.0395%  |  | $12.02             | $12.01             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FP     | 2033-04-16      | 3.9895%  |  | $61450.54          | $61530.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 PF     | 2032-03-16      | 3.9895%  |  | $20705.81          | $20732.62          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-46 FB      | 2033-06-16      | 3.9595%  |  | $46241.25          | $46051.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-14 FB      | 2037-03-20      | 3.9171%  |  | $63173.12          | $62264.39          | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3479BF 08/15/38 | 2038-08-15      | 4.7573%  |  | $43340.07          | $44008.29          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-020 FA     | 2037-04-20      | 4.0171%  |  | $45806.26          | $45233.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FD     | 2027-12-16      | 3.9395%  |  | $2157.95           | $2160.29           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-35 CF      | 2033-03-16      | 4.0395%  |  | $6890.30           | $6898.14           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R09F103 | 2039-11-25      | 4.4266%  |  | $42264.20          | $42327.43          | Agency Collateralized Mortgage Obligation |
| FNMA FNAR XX.XXX LBBK6442 | 2048-06-01      | 3.7250%  |  | $31613.95          | $31361.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC2001 | 2056-02-01      | 5.0000%  |  | $22608800.09       | $22399553.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7623 C     | 2056-03-20      | 6.5000%  |  | $737147.25         | $777953.18         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DQ3823 H     | 2076-01-20      | 5.4010%  |  | $250.70            | $271.25            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841055 G        | 2050-05-01      | 3.5110%  |  | $24117.32          | $24504.55          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4906 | 2030-09-01      | 4.7100%  |  | $872500.00         | $884411.66         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4263 | 2030-07-01      | 4.4500%  |  | $3297756.00        | $3316154.55        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5264 | 2035-10-01      | 4.6800%  |  | $80000.00          | $80247.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $31.63             | $29.20             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8878 M     | 2053-05-20      | 5.0000%  |  | $2133214.30        | $2124356.95        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBJ9881 | 2049-10-01      | 3.2470%  |  | $39.26             | $38.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787460 C     | 2041-12-20      | 5.0000%  |  | $193.87            | $196.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8722 M     | 2053-03-20      | 3.5000%  |  | $243458.73         | $223246.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9016 M     | 2053-07-20      | 5.0000%  |  | $868920.70         | $865444.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM4904 C     | 2056-04-20      | 5.0000%  |  | $14796.50          | $14733.02          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8132       | 2061-03-15      | 5.5000%  |  | $229307.77         | $234929.66         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840943 G        | 2042-11-01      | 6.4480%  |  | $35.49             | $37.06             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $137.24            | $112.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6588 M     | 2050-04-20      | 2.5000%  |  | $72445.08          | $61378.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6532 M     | 2050-03-20      | 3.5000%  |  | $24.38             | $21.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6530 M     | 2050-03-20      | 2.5000%  |  | $24.07             | $20.40             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $32.44             | $31.85             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ6676 | 2036-04-01      | 4.4600%  |  | $249.78            | $245.76            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6572 | 2031-03-01      | 3.9500%  |  | $6477700.00        | $6345569.31        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5361 | 2030-10-01      | 4.2850%  |  | $4559750.00        | $4547341.91        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5325 | 2030-10-01      | 4.2900%  |  | $2087768.00        | $2083420.57        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4292 | 2030-07-01      | 4.5200%  |  | $11249750.00       | $11342926.69       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4140 | 2030-07-01      | 4.7400%  |  | $6210000.00        | $6270030.00        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3262 | 2030-04-01      | 4.7200%  |  | $6061000.00        | $6142466.58        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3527 | 2032-04-01      | 4.3200%  |  | $250.00            | $248.47            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  |  | $1996000.00        | $2033139.57        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0831 | 2034-04-01      | 4.7300%  |  | $3145250.00        | $3179403.92        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBY6088 | 2053-08-01      | 4.7640%  |  | $189.54            | $189.17            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBY0325 | 2053-05-01      | 4.5350%  |  | $1005425.82        | $997409.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M     | 2048-10-20      | 5.0000%  |  | $11871.52          | $12011.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5194 M     | 2048-05-20      | 5.0000%  |  | $17.45             | $17.64             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5135 M     | 2048-04-20      | 3.0000%  |  | $40.55             | $36.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  |  | $34.84             | $31.34             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5331 M     | 2048-07-20      | 4.5000%  |  | $17.34             | $17.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  |  | $35.91             | $32.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA3424 M     | 2031-02-20      | 3.0000%  |  | $11.89             | $11.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3378 M     | 2046-01-20      | 4.5000%  |  | $15216.15          | $14996.39          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBX8871 | 2053-05-01      | 5.7950%  |  | $203.11            | $207.40            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8404 | 2033-06-01      | 4.3400%  |  | $250.00            | $247.61            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7462 | 2033-01-01      | 4.9300%  |  | $87250.00          | $88379.84          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBO8856 | 2049-11-01      | 2.9730%  |  | $157466.87         | $151085.90         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBO3264 | 2049-07-01      | 3.1000%  |  | $62.23             | $59.83             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBN4641 | 2049-04-01      | 3.5920%  |  | $7.19              | $7.01              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2309 M     | 2038-12-20      | 6.5000%  |  | $28871.40          | $30583.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0782 M     | 2043-02-20      | 3.0000%  |  | $28.00             | $25.61             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779214 X     | 2042-05-15      | 3.5000%  |  | $28.46             | $26.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  |  | $55856219.38       | $58243545.25       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 712446 X     | 2039-06-15      | 4.5000%  |  | $4.03              | $3.96              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 655140 X     | 2036-04-15      | 6.5000%  |  | $6257.85           | $6664.83           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 646044 X     | 2037-10-15      | 6.5000%  |  | $1.89              | $1.95              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783420 X     | 2034-12-15      | 5.5000%  |  | $19275.87          | $19822.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782802 X     | 2032-03-15      | 6.5000%  |  | $12538.64          | $12860.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 782767 C     | 2034-12-20      | 6.5000%  |  | $6.99              | $7.19              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 782506 X     | 2038-12-20      | 7.0000%  |  | $3.18              | $3.48              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 782378 M     | 2035-09-20      | 5.0000%  |  | $5.27              | $5.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 782083 M     | 2035-07-20      | 6.5000%  |  | $5.49              | $5.76              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782048 X     | 2034-12-15      | 7.0000%  |  | $2.97              | $3.09              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782044 X     | 2032-12-15      | 6.5000%  |  | $1.88              | $1.93              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6570 | 2056-05-01      | 6.0000%  |  | $14123084.50       | $14550769.17       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WRWR2013 | 2034-11-01      | 4.2500%  |  | $2474875.00        | $2407002.93        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8D0222 G        | 2052-05-01      | 3.4980%  |  | $218.52            | $209.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL5086 | 2054-10-01      | 6.5000%  |  | $31842250.61       | $33203206.11       | Agency Mortgage-Backed Securities         |

### Security 228: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.620%, 6/1/2026
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DB2990 C | 2054-04-20      | 8.0000%  |  | $161467.46         | $173018.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6151 C | 2053-11-20      | 7.0000%  |  | $86394.24          | $91552.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3557 C | 2054-06-20      | 6.0000%  |  | $225683.45         | $234514.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4578 C | 2054-06-20      | 8.0000%  |  | $170391.47         | $187715.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9780 M | 2054-07-20      | 6.0000%  |  | $5850819.35        | $6007420.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0866 C | 2054-01-20      | 6.5000%  |  | $104126.43         | $111860.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3477 C | 2053-12-20      | 7.0000%  |  | $102691.24         | $108391.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1967 C | 2054-02-20      | 7.0000%  |  | $11041.17          | $11593.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC5256 C | 2054-06-20      | 7.0000%  |  | $75351.45          | $79939.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4836 C | 2054-07-20      | 6.5000%  |  | $238068.54         | $249710.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4786 C | 2054-06-20      | 7.5000%  |  | $2858845.83        | $3084046.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4727 C | 2054-05-20      | 7.5000%  |  | $17005.96          | $18345.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4726 C | 2054-06-20      | 7.5000%  |  | $299806.42         | $323423.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4724 C | 2054-06-20      | 7.5000%  |  | $170842.74         | $184300.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4577 C | 2054-06-20      | 8.0000%  |  | $469219.77         | $520193.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC5379 C | 2054-08-20      | 7.0000%  |  | $180575.45         | $191356.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3305 C | 2054-08-20      | 6.5000%  |  | $103693.21         | $110809.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3109 C | 2054-07-20      | 6.0000%  |  | $116039.05         | $121409.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2858 C | 2054-06-20      | 7.0000%  |  | $833718.16         | $894441.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3512 C | 2054-07-20      | 6.0000%  |  | $295358.20         | $306914.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2325 C | 2054-06-20      | 7.0000%  |  | $90724.48          | $95599.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1841 C | 2054-09-20      | 7.0000%  |  | $65998.98          | $69269.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1640 C | 2054-06-20      | 7.0000%  |  | $43242.03          | $45769.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1608 C | 2054-06-20      | 7.0000%  |  | $24892.72          | $26075.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M | 2055-05-20      | 5.0000%  |  | $3024797.01        | $3000655.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0364 M | 2055-05-20      | 4.5000%  |  | $57565.26          | $55530.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0309 M | 2055-04-20      | 6.0000%  |  | $145688.13         | $149387.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0307 M | 2055-04-20      | 5.0000%  |  | $1758131.60        | $1744108.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0262 M | 2055-03-20      | 7.0000%  |  | $5912418.56        | $6145423.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0260 M | 2055-03-20      | 6.0000%  |  | $594604.03         | $610173.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0257 M | 2055-03-20      | 4.5000%  |  | $15223.66          | $14679.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9963 M | 2054-10-20      | 4.5000%  |  | $11086198.58       | $10701263.59       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7937 C | 2053-12-20      | 7.0000%  |  | $170040.12         | $178872.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV2868 C | 2054-03-20      | 6.0000%  |  | $86036.09          | $89327.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2762 C | 2053-12-20      | 7.0000%  |  | $130256.78         | $137027.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD9956 C | 2054-08-20      | 6.5000%  |  | $66321.03          | $69480.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3113 C | 2053-12-20      | 7.5000%  |  | $1265664.43        | $1356296.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9667 M | 2054-05-20      | 5.0000%  |  | $22508.90          | $22354.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5132 C | 2054-02-20      | 6.5000%  |  | $212775.43         | $224334.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787228 C | 2054-01-20      | 6.0000%  |  | $113343.79         | $118382.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0860 C | 2054-01-20      | 7.0000%  |  | $350038.63         | $366672.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0172 C | 2054-10-20      | 6.0000%  |  | $272465.46         | $282433.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7945 C | 2053-12-20      | 7.0000%  |  | $115026.91         | $121206.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9541 M | 2054-03-20      | 5.5000%  |  | $1208070.27        | $1225317.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5139 C | 2054-10-20      | 6.5000%  |  | $744643.50         | $794396.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2169 C | 2054-02-20      | 6.0000%  |  | $261228.50         | $269172.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  |  | $5306186.59        | $5362208.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7446 C | 2054-07-20      | 5.0000%  |  | $314036.46         | $312929.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2905 C | 2054-07-20      | 7.0000%  |  | $91972.22          | $97134.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2115 C | 2054-10-20      | 6.0000%  |  | $699733.40         | $723211.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1743 C | 2053-12-20      | 7.0000%  |  | $88470.28          | $93435.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M | 2054-04-20      | 5.5000%  |  | $3429281.84        | $3476900.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0089 M | 2054-12-20      | 4.0000%  |  | $184090.90         | $171787.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1447 C | 2054-07-20      | 6.5000%  |  | $134348.12         | $141784.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4728 C | 2054-05-20      | 7.5000%  |  | $13297.05          | $14344.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0861 C | 2054-04-20      | 7.0000%  |  | $157100.67         | $166111.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787523 C | 2054-08-20      | 6.5000%  |  | $784017.82         | $828358.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787355 C | 2054-02-20      | 6.0000%  |  | $1397564.07        | $1452074.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787353 C | 2054-02-20      | 6.5000%  |  | $1552567.55        | $1656290.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787352 C | 2053-11-20      | 6.0000%  |  | $2513541.87        | $2629850.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787147 C | 2053-11-20      | 7.0000%  |  | $4107723.04        | $4343146.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787110 C | 2053-11-20      | 6.5000%  |  | $1804962.91        | $1910846.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787107 C | 2053-11-20      | 6.5000%  |  | $2325871.04        | $2454604.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0206 M | 2055-02-20      | 6.0000%  |  | $4809093.35        | $4937816.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0202 M | 2055-02-20      | 4.0000%  |  | $8545813.53        | $7972040.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0148 M | 2055-01-20      | 6.0000%  |  | $2714000.06        | $2786959.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0145 M | 2055-01-20      | 4.5000%  |  | $216312.17         | $208667.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0144 M | 2055-01-20      | 4.0000%  |  | $861692.88         | $803838.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0087 M | 2054-12-20      | 3.0000%  |  | $40399.33          | $36034.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0095 M | 2054-12-20      | 7.0000%  |  | $3074428.40        | $3195589.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0093 M | 2054-12-20      | 6.0000%  |  | $3020827.02        | $3100808.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0091 M | 2054-12-20      | 5.0000%  |  | $2167909.36        | $2151669.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0088 M | 2054-12-20      | 3.5000%  |  | $485242.25         | $437992.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1581 C | 2054-05-20      | 7.0000%  |  | $14288.58          | $14933.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1255 C | 2054-06-20      | 7.0000%  |  | $56005.31          | $59148.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1677 C | 2054-05-20      | 7.0000%  |  | $66826.04          | $70599.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3977 C | 2054-01-20      | 7.0000%  |  | $76041.35          | $79654.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4380 C | 2054-02-20      | 7.0000%  |  | $12897.76          | $13342.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ2454 C | 2054-03-20      | 6.0000%  |  | $82979.57          | $85606.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1932 C | 2054-01-20      | 7.0000%  |  | $7568.69           | $7943.77           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1510 C | 2054-02-20      | 7.5000%  |  | $121982.35         | $132392.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1492 C | 2054-04-20      | 7.0000%  |  | $157646.03         | $167998.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1479 C | 2054-06-20      | 7.5000%  |  | $882380.69         | $957678.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1477 C | 2054-06-20      | 7.5000%  |  | $682063.19         | $743526.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1469 C | 2054-08-20      | 7.0000%  |  | $110182.13         | $117418.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1439 C | 2054-05-20      | 7.0000%  |  | $18332.78          | $19213.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1338 C | 2054-04-20      | 6.5000%  |  | $12951.83          | $13967.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1261 C | 2054-03-20      | 7.5000%  |  | $537146.50         | $566714.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4524 C | 2053-12-20      | 7.0000%  |  | $38880.85          | $40935.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8795 C | 2054-07-20      | 6.0000%  |  | $248624.84         | $257622.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1878 C | 2054-08-20      | 8.0000%  |  | $13066.59          | $13798.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9849 M | 2054-08-20      | 4.5000%  |  | $375130.44         | $361948.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7450 C | 2054-01-20      | 8.0000%  |  | $90569.63          | $100406.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0363 M | 2055-05-20      | 4.0000%  |  | $2437672.86        | $2274000.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0203 M | 2055-02-20      | 4.5000%  |  | $8495777.95        | $8194687.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0092 M | 2054-12-20      | 5.5000%  |  | $5863996.87        | $5927649.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2053 C | 2054-03-20      | 8.0000%  |  | $133445.88         | $147805.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9362 M | 2053-12-20      | 5.5000%  |  | $844042.28         | $857494.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA6075 C | 2054-03-20      | 6.0000%  |  | $153939.23         | $160381.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0205 M | 2055-02-20      | 5.5000%  |  | $170159.87         | $172042.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7412 C | 2054-07-20      | 6.5000%  |  | $251808.34         | $270607.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8320 C | 2054-06-20      | 7.0000%  |  | $122475.27         | $130810.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2063 C | 2054-04-20      | 5.5000%  |  | $393791.82         | $403714.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787276 C | 2054-02-20      | 6.0000%  |  | $60244.84          | $62740.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9965 M | 2054-10-20      | 5.5000%  |  | $13978924.52       | $14135737.00       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9103 C | 2054-03-20      | 5.0000%  |  | $121827.49         | $122684.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2764 C | 2053-12-20      | 7.0000%  |  | $330442.40         | $349499.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1245 C | 2054-06-20      | 6.0000%  |  | $98408.63          | $102151.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9484 M | 2054-02-20      | 3.5000%  |  | $1324957.22        | $1207860.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0367 M | 2055-05-20      | 6.0000%  |  | $2218473.72        | $2274449.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8107 C | 2054-02-20      | 7.0000%  |  | $23421.31          | $24595.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ2453 C | 2054-03-20      | 6.0000%  |  | $95994.93          | $99922.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2231 C | 2054-10-20      | 6.0000%  |  | $425430.10         | $438673.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0925 C | 2054-01-20      | 7.0000%  |  | $14769.34          | $15536.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787913 C | 2055-04-20      | 5.5000%  |  | $4649013.97        | $4717153.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2051 C | 2054-03-20      | 8.0000%  |  | $83953.32          | $92484.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1995 C | 2054-02-20      | 8.0000%  |  | $146579.06         | $162358.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1994 C | 2054-02-20      | 8.0000%  |  | $365623.48         | $405288.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1207 C | 2054-02-20      | 6.0000%  |  | $6569.28           | $6817.07           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1719 C | 2054-03-20      | 6.0000%  |  | $187079.93         | $195737.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA0802 C | 2054-05-20      | 6.5000%  |  | $188292.71         | $197523.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ9508 C | 2054-02-20      | 7.0000%  |  | $52195.32          | $54808.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ8576 C | 2054-02-20      | 7.0000%  |  | $94609.10          | $101023.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ8986 C | 2054-03-20      | 6.0000%  |  | $84289.91          | $88379.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7388 C | 2054-01-20      | 8.0000%  |  | $313305.63         | $339354.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7222 C | 2054-08-20      | 6.5000%  |  | $92597.47          | $97164.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ6681 C | 2054-01-20      | 7.0000%  |  | $24827.52          | $25814.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5658 C | 2054-02-20      | 7.5000%  |  | $53648.86          | $55869.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4781 C | 2054-01-20      | 7.5000%  |  | $18012.49          | $18850.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3991 C | 2054-01-20      | 6.5000%  |  | $65310.07          | $68790.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4012 C | 2054-01-20      | 7.0000%  |  | $114530.58         | $120089.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3984 C | 2054-01-20      | 6.5000%  |  | $77139.98          | $81251.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1820 C | 2054-06-20      | 7.0000%  |  | $83972.49          | $88133.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1190 C | 2053-11-20      | 7.0000%  |  | $70281.50          | $74225.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0055 C | 2054-03-20      | 7.0000%  |  | $18506.70          | $19423.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0854 C | 2054-01-20      | 7.0000%  |  | $74161.97          | $77856.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0798 C | 2054-01-20      | 7.0000%  |  | $47878.07          | $50254.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0941 C | 2053-12-20      | 7.0000%  |  | $7295.19           | $7645.61           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2959 C | 2054-04-20      | 6.0000%  |  | $205796.50         | $213399.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2946 C | 2054-07-20      | 7.0000%  |  | $86407.01          | $90895.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5211 C | 2054-10-20      | 8.0000%  |  | $223783.78         | $248138.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9543 M | 2054-03-20      | 6.5000%  |  | $121744.13         | $127665.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1259 C | 2054-06-20      | 7.0000%  |  | $66979.28          | $71218.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9600 M | 2054-04-20      | 3.0000%  |  | $528619.23         | $471691.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2107 C | 2054-03-20      | 6.0000%  |  | $136870.08         | $140955.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787154 C | 2053-11-20      | 6.5000%  |  | $217496.88         | $229273.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0330 C | 2054-07-20      | 6.0000%  |  | $158984.50         | $164684.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1649 C | 2054-06-20      | 7.0000%  |  | $86952.84          | $91468.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW2319 C | 2054-01-20      | 6.0000%  |  | $881193.67         | $919479.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2318 C | 2054-07-20      | 7.0000%  |  | $46413.73          | $48592.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1481 C | 2054-07-20      | 6.0000%  |  | $104704.72         | $107717.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2707 C | 2054-02-20      | 7.0000%  |  | $107379.38         | $114687.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6848 C | 2054-10-20      | 6.0000%  |  | $564913.66         | $584089.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0306 M | 2055-04-20      | 4.5000%  |  | $469448.36         | $452858.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ6851 C | 2054-02-20      | 7.0000%  |  | $50736.14          | $53250.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2478 C | 2054-02-20      | 7.0000%  |  | $50473.30          | $53077.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7798 C | 2054-01-20      | 7.5000%  |  | $38750.57          | $40322.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ2479 C | 2054-01-20      | 7.5000%  |  | $56237.53          | $61372.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1993 C | 2054-02-20      | 8.0000%  |  | $140591.13         | $155720.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6453 C | 2054-07-20      | 6.5000%  |  | $242337.74         | $258529.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9601 M | 2054-04-20      | 3.5000%  |  | $2410851.83        | $2187925.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1294 C | 2054-04-20      | 7.5000%  |  | $192360.28         | $204412.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0346 C | 2054-04-20      | 6.0000%  |  | $94949.09          | $98560.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0797 C | 2054-01-20      | 7.0000%  |  | $124551.81         | $131541.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX9653 C | 2054-02-20      | 6.0000%  |  | $191195.83         | $200760.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX9295 C | 2053-12-20      | 7.0000%  |  | $96426.06          | $101253.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX9197 C | 2053-12-20      | 8.0000%  |  | $63286.18          | $68549.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX8990 C | 2053-11-20      | 7.0000%  |  | $216893.08         | $229622.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX7904 C | 2053-12-20      | 7.0000%  |  | $21761.75          | $22891.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX7260 C | 2054-01-20      | 7.0000%  |  | $35380.15          | $37133.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4553 C | 2053-12-20      | 7.0000%  |  | $40247.93          | $42242.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4523 C | 2053-12-20      | 7.0000%  |  | $92390.64          | $96968.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX2744 C | 2053-12-20      | 7.0000%  |  | $91681.70          | $96443.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX2743 C | 2053-11-20      | 7.0000%  |  | $86225.87          | $90936.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX1645 C | 2053-11-20      | 7.0000%  |  | $29120.33          | $30359.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW8236 C | 2053-12-20      | 7.0000%  |  | $24074.42          | $25367.97          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW8255 C | 2053-12-20      | 7.0000%  |  | $87953.59          | $93204.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW8217 C | 2054-01-20      | 7.0000%  |  | $49321.12          | $52088.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW5607 C | 2054-01-20      | 7.0000%  |  | $97925.51          | $104122.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW1877 C | 2054-02-20      | 7.0000%  |  | $11083.31          | $11615.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW1105 C | 2054-03-20      | 7.0000%  |  | $19974.26          | $21004.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW1733 C | 2054-01-20      | 7.0000%  |  | $145853.52         | $154213.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8255 C | 2053-11-20      | 7.0000%  |  | $3743.77           | $3940.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV2336 C | 2054-01-20      | 7.0000%  |  | $55409.54          | $58155.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV2335 C | 2054-01-20      | 7.0000%  |  | $138885.49         | $146099.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR9746 C | 2054-08-20      | 7.5000%  |  | $98523.95          | $107667.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR9741 C | 2054-06-20      | 7.0000%  |  | $100789.12         | $106445.76         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CQ8785   | 2054-11-15      | 6.3800%  |  | $870615.35         | $925439.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ3294 C | 2054-05-20      | 6.5000%  |  | $13661.11          | $14417.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5258 C | 2054-06-20      | 7.5000%  |  | $158619.87         | $165054.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX9208 C | 2053-11-20      | 7.0000%  |  | $127862.23         | $135106.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2139 C | 2054-03-20      | 6.0000%  |  | $364507.45         | $374895.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2929 C | 2054-11-20      | 6.5000%  |  | $36391.03          | $38350.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M | 2055-04-20      | 5.5000%  |  | $4190887.54        | $4236894.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9364 M | 2053-12-20      | 6.5000%  |  | $112001.89         | $117386.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9968 M | 2054-10-20      | 7.0000%  |  | $8768594.76        | $9114116.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9966 M | 2054-10-20      | 6.0000%  |  | $6719455.80        | $6902538.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9907 M | 2054-09-20      | 6.0000%  |  | $692407.10         | $710601.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9902 M | 2054-09-20      | 3.5000%  |  | $7776.08           | $7081.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9724 M | 2054-06-20      | 5.0000%  |  | $362000.71         | $359482.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9723 M | 2054-06-20      | 4.5000%  |  | $17071.00          | $16487.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9721 M | 2054-06-20      | 3.5000%  |  | $705960.10         | $644534.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9664 M | 2054-05-20      | 3.5000%  |  | $15512.77          | $14147.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9669 M | 2054-05-20      | 6.0000%  |  | $2747136.29        | $2821986.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9668 M | 2054-05-20      | 5.5000%  |  | $49827.32          | $50511.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M | 2054-05-20      | 4.5000%  |  | $33144.72          | $32010.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9606 M | 2054-04-20      | 6.0000%  |  | $93031440.27       | $96128146.84       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M | 2054-04-20      | 4.5000%  |  | $110980.37         | $107113.59         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9530 M | 2054-03-20      | 6.5000%  |  | $45265.43          | $46114.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9544 M | 2054-03-20      | 7.0000%  |  | $31186.33          | $32418.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9542 M | 2054-03-20      | 6.0000%  |  | $1901594.94        | $1954333.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9539 M | 2054-03-20      | 4.5000%  |  | $2049992.24        | $1980290.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9492 M | 2054-02-20      | 7.5000%  |  | $10729.79          | $11191.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9491 M | 2054-02-20      | 7.0000%  |  | $886600.67         | $923123.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9490 M | 2054-02-20      | 6.5000%  |  | $1453388.87        | $1524075.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9488 M | 2054-02-20      | 5.5000%  |  | $1135217.78        | $1152091.40        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9477 M | 2054-02-20      | 6.5000%  |  | $131037.08         | $135524.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9424 M | 2054-01-20      | 6.0000%  |  | $50046157.42       | $51458293.17       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9423 M | 2054-01-20      | 5.5000%  |  | $376679.13         | $382278.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9422 M | 2054-01-20      | 5.0000%  |  | $798637.36         | $794776.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9421 M | 2054-01-20      | 4.5000%  |  | $16973.51          | $16423.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9365 M | 2053-12-20      | 7.0000%  |  | $378022.34         | $393730.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9363 M | 2053-12-20      | 6.0000%  |  | $41252.14          | $42473.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9361 M | 2053-12-20      | 5.0000%  |  | $337711.44         | $335600.37         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9350 M | 2053-12-20      | 6.0000%  |  | $246019.93         | $248907.38         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9895 M | 2054-09-20      | 6.5000%  |  | $66331.24          | $68522.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9854 M | 2054-08-20      | 7.0000%  |  | $1680843.30        | $1752900.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9851 M | 2054-08-20      | 5.5000%  |  | $2873564.25        | $2907118.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9850 M | 2054-08-20      | 5.0000%  |  | $84603.81          | $83997.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9847 M | 2054-08-20      | 3.5000%  |  | $602643.91         | $553336.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9782 M | 2054-07-20      | 7.0000%  |  | $286659.06         | $298263.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9778 M | 2054-07-20      | 5.0000%  |  | $31939.23          | $31713.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3599 C | 2054-03-20      | 6.0000%  |  | $56630.83          | $58798.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3585 C | 2054-03-20      | 6.5000%  |  | $35988.27          | $37953.07          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2527 C | 2054-04-20      | 7.0000%  |  | $111971.14         | $116851.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2360 C | 2054-02-20      | 7.0000%  |  | $89985.86          | $95465.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2373 C | 2054-03-20      | 6.0000%  |  | $93697.16          | $98180.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2173 C | 2054-02-20      | 6.0000%  |  | $124948.14         | $129427.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2171 C | 2054-02-20      | 6.0000%  |  | $199161.17         | $206211.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2170 C | 2054-02-20      | 6.0000%  |  | $151477.94         | $155871.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2168 C | 2054-02-20      | 6.0000%  |  | $156016.92         | $161440.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2144 C | 2054-03-20      | 6.0000%  |  | $83028.24          | $85899.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2136 C | 2054-03-20      | 6.5000%  |  | $91582.19          | $96382.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2131 C | 2054-03-20      | 6.5000%  |  | $133661.94         | $141321.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2146 C | 2054-03-20      | 6.0000%  |  | $173851.47         | $177798.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2111 C | 2054-03-20      | 6.0000%  |  | $131037.47         | $135057.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2101 C | 2054-03-20      | 6.0000%  |  | $77062.80          | $80754.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2097 C | 2054-03-20      | 6.0000%  |  | $39534.47          | $40892.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2054 C | 2054-03-20      | 8.0000%  |  | $90846.11          | $100055.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5096 C | 2054-01-20      | 6.5000%  |  | $179731.68         | $189495.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1720 C | 2054-03-20      | 6.0000%  |  | $26473.36          | $27682.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1792 C | 2054-01-20      | 7.0000%  |  | $7356.46           | $7721.02           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5052 C | 2054-05-20      | 6.5000%  |  | $649796.24         | $698306.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2943 C | 2054-08-20      | 6.5000%  |  | $274341.42         | $289857.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0739 C | 2054-01-20      | 7.0000%  |  | $53208.08          | $56384.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0095 C | 2054-08-20      | 7.0000%  |  | $129554.52         | $138063.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8954 C | 2054-09-20      | 8.0000%  |  | $117225.51         | $125394.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ6328 C | 2054-02-20      | 6.0000%  |  | $148946.93         | $155004.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1194 C | 2054-01-20      | 7.0000%  |  | $67421.07          | $70810.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5526 C | 2054-03-20      | 5.0000%  |  | $101652.10         | $101840.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5500 C | 2054-01-20      | 7.0000%  |  | $89204.78          | $94636.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3217 C | 2053-11-20      | 6.0000%  |  | $59.63             | $62.34             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4767 C | 2054-04-20      | 7.0000%  |  | $11038.42          | $11591.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3507 C | 2054-01-20      | 7.0000%  |  | $182320.95         | $191790.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9426 M | 2054-01-20      | 7.0000%  |  | $95122.27          | $99057.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4781 C | 2054-07-20      | 7.0000%  |  | $1229976.80        | $1313690.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY4493 C | 2053-12-20      | 7.0000%  |  | $139287.33         | $146522.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7502 C | 2054-02-20      | 7.0000%  |  | $5172.88           | $5392.77           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1650 C | 2054-05-20      | 7.0000%  |  | $10950.28          | $11498.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX9315 C | 2053-12-20      | 7.0000%  |  | $114085.96         | $119739.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0117 C | 2054-06-20      | 7.0000%  |  | $40594.79          | $43260.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA4859 C | 2054-04-20      | 6.5000%  |  | $127351.05         | $134400.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7009 C | 2054-06-20      | 6.0000%  |  | $477296.84         | $501175.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8790 C | 2054-10-20      | 6.5000%  |  | $153803.94         | $163291.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV2334 C | 2054-01-20      | 7.0000%  |  | $229291.43         | $241816.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9409 C | 2054-04-20      | 7.0000%  |  | $45784.08          | $48052.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5596 C | 2054-04-20      | 7.0000%  |  | $83384.10          | $87715.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3713 C | 2053-12-20      | 7.0000%  |  | $149152.55         | $157701.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2906 C | 2054-07-20      | 7.0000%  |  | $79127.16          | $83851.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9486 C | 2054-05-20      | 7.0000%  |  | $22384.80          | $23494.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1269 C | 2054-03-20      | 7.0000%  |  | $159589.55         | $167778.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3475 C | 2053-12-20      | 7.0000%  |  | $41096.94          | $42974.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0800 C | 2054-01-20      | 7.0000%  |  | $76341.10          | $80807.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8271 C | 2053-11-20      | 6.0000%  |  | $74.58             | $77.25             | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7362 C | 2054-01-20      | 6.0000%  |  | $7950.59           | $8279.36           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1816 C | 2054-03-20      | 8.0000%  |  | $69558.74          | $74523.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4561 C | 2054-06-20      | 6.5000%  |  | $546529.76         | $581726.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8272 C | 2054-01-20      | 7.0000%  |  | $62907.36          | $66699.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX8991 C | 2053-11-20      | 7.0000%  |  | $242802.72         | $255648.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787143 C | 2053-11-20      | 7.0000%  |  | $3782687.70        | $4001741.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC0193 C | 2054-06-20      | 6.0000%  |  | $73419.24          | $76220.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9671 M | 2054-05-20      | 7.0000%  |  | $3732892.09        | $3884676.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1016 C | 2054-06-20      | 6.5000%  |  | $69859.08          | $74206.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3513 C | 2054-07-20      | 6.0000%  |  | $240650.38         | $249922.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8114 C | 2054-06-20      | 6.5000%  |  | $195095.86         | $206481.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0024 M | 2054-11-20      | 4.5000%  |  | $26397886.25       | $25464984.95       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0059 C | 2054-04-20      | 7.0000%  |  | $60304.48          | $63231.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9673 C | 2054-03-20      | 7.0000%  |  | $65739.78          | $69428.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9665 C | 2054-03-20      | 6.0000%  |  | $60378.42          | $63036.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9636 C | 2054-04-20      | 6.0000%  |  | $22095.39          | $22863.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9602 C | 2054-03-20      | 6.0000%  |  | $48810.08          | $50959.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD9943 C | 2054-08-20      | 7.0000%  |  | $18243.89          | $19171.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8823 C | 2054-07-20      | 6.0000%  |  | $6925.54           | $7223.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8802 C | 2054-07-20      | 6.0000%  |  | $7231.17           | $7564.05           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7693 C | 2054-08-20      | 6.5000%  |  | $312381.18         | $332499.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7707 C | 2054-08-20      | 7.0000%  |  | $440130.56         | $470086.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1553 C | 2054-08-20      | 6.5000%  |  | $59246.43          | $62150.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1313 C | 2054-07-20      | 6.5000%  |  | $76041.36          | $80250.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1311 C | 2054-07-20      | 6.5000%  |  | $190107.14         | $200630.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1798 C | 2054-07-20      | 6.5000%  |  | $1437549.16        | $1533599.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1708 C | 2054-07-20      | 8.0000%  |  | $184204.46         | $204011.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1707 C | 2054-07-20      | 8.0000%  |  | $184465.71         | $203968.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1685 C | 2054-07-20      | 6.5000%  |  | $584524.85         | $622168.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0432 C | 2054-09-20      | 7.0000%  |  | $112523.39         | $119374.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0243 C | 2054-07-20      | 6.5000%  |  | $102788.65         | $108012.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787294 C | 2054-03-20      | 6.5000%  |  | $1182024.50        | $1262487.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787255 C | 2054-02-20      | 5.5000%  |  | $24630.14          | $25141.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787236 C | 2054-01-20      | 6.5000%  |  | $389694.19         | $411263.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787214 C | 2054-01-20      | 6.5000%  |  | $63196.05          | $66407.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1142 M | 2056-05-20      | 5.0000%  |  | $5014845.58        | $4974856.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1069 M | 2056-04-20      | 4.5000%  |  | $3572657.44        | $3446471.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0424 M | 2055-06-20      | 5.5000%  |  | $5927789.93        | $5987499.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0422 M | 2055-06-20      | 4.5000%  |  | $213615.04         | $206065.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0420 M | 2055-06-20      | 3.5000%  |  | $1956738.26        | $1766195.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M | 2055-05-20      | 5.5000%  |  | $6593493.16        | $6666765.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC0233 C | 2054-06-20      | 6.0000%  |  | $89946.05          | $92738.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9464 C | 2054-06-20      | 8.0000%  |  | $23542.02          | $24858.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9403 C | 2054-04-20      | 8.0000%  |  | $22238.19          | $23397.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9881 C | 2054-04-20      | 7.0000%  |  | $92191.61          | $96826.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8310 C | 2054-06-20      | 6.0000%  |  | $133378.54         | $139760.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8125 C | 2054-06-20      | 6.0000%  |  | $135966.91         | $140841.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7642 C | 2054-07-20      | 6.5000%  |  | $219586.82         | $230126.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7010 C | 2054-06-20      | 6.0000%  |  | $4957.74           | $5191.67           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6443 C | 2054-10-20      | 6.0000%  |  | $438747.89         | $462174.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6442 C | 2054-10-20      | 6.0000%  |  | $248996.74         | $259222.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6441 C | 2054-10-20      | 6.0000%  |  | $130938.90         | $136141.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6133 C | 2054-06-20      | 6.0000%  |  | $59306.63          | $62104.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4835 C | 2054-05-20      | 7.0000%  |  | $64142.43          | $67474.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4775 C | 2054-04-20      | 7.0000%  |  | $89321.01          | $94887.62          | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MB0036 M | 2054-11-20      | 4.5000%  |  | $177021.31         | $176870.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0022 M | 2054-11-20      | 3.5000%  |  | $7223220.60        | $6519882.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0078 C | 2054-09-20      | 6.5000%  |  | $350545.82         | $377350.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0076 C | 2054-09-20      | 6.5000%  |  | $342379.95         | $368560.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0093 C | 2054-08-20      | 6.5000%  |  | $14606.20          | $15723.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC8297 C | 2054-08-20      | 6.5000%  |  | $239006.69         | $252684.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7600 C | 2054-06-20      | 7.0000%  |  | $65849.43          | $69270.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7563 C | 2054-07-20      | 6.0000%  |  | $63340.25          | $65812.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7530 C | 2054-07-20      | 7.0000%  |  | $62398.84          | $65491.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7409 C | 2054-07-20      | 7.0000%  |  | $35680.66          | $38034.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8062 C | 2054-03-20      | 6.0000%  |  | $6968.33           | $7293.75           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA6116 C | 2054-04-20      | 6.0000%  |  | $66416.47          | $68479.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1791 C | 2054-01-20      | 7.0000%  |  | $43547.77          | $45967.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0741 C | 2054-01-20      | 7.0000%  |  | $55575.95          | $58358.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0740 C | 2054-01-20      | 7.0000%  |  | $106073.79         | $112026.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0738 C | 2054-01-20      | 7.0000%  |  | $88676.63          | $94076.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP5983 C | 2056-01-20      | 5.5000%  |  | $1069419.38        | $1076923.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5212 C | 2054-10-20      | 8.0000%  |  | $220484.31         | $236645.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5203 C | 2054-10-20      | 6.5000%  |  | $1335294.21        | $1424511.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF3076 C | 2054-10-20      | 7.0000%  |  | $66813.63          | $70124.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2320 C | 2054-10-20      | 7.0000%  |  | $190179.07         | $200845.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0777 C | 2054-08-20      | 7.5000%  |  | $110107.88         | $122988.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0771 C | 2054-06-20      | 7.5000%  |  | $50555.60          | $53813.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8435 C | 2054-09-20      | 8.0000%  |  | $112777.12         | $120857.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8975 C | 2054-10-20      | 6.5000%  |  | $487970.44         | $519395.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8956 C | 2054-10-20      | 5.0000%  |  | $102479.65         | $102669.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8932 C | 2054-08-20      | 8.0000%  |  | $202622.36         | $217095.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6159 C | 2054-08-20      | 6.0000%  |  | $165923.73         | $173300.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6123 C | 2054-08-20      | 6.5000%  |  | $100806.73         | $106082.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5831 C | 2054-09-20      | 6.0000%  |  | $30055.69          | $31088.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7462 C | 2054-07-20      | 7.5000%  |  | $3144669.85        | $3392385.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7216 C | 2054-07-20      | 6.0000%  |  | $327411.86         | $341553.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6896 C | 2054-08-20      | 6.5000%  |  | $689884.38         | $728071.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6695 C | 2054-07-20      | 7.0000%  |  | $84058.82          | $88776.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6519 C | 2054-10-20      | 6.0000%  |  | $98578.01          | $101945.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6518 C | 2054-10-20      | 6.0000%  |  | $155372.56         | $162279.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M | 2054-11-20      | 5.0000%  |  | $3497604.94        | $3471404.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6160 C | 2054-07-20      | 7.0000%  |  | $89692.22          | $94201.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD5617 C | 2054-08-20      | 8.0000%  |  | $71370.99          | $76481.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6282 C | 2054-07-20      | 7.0000%  |  | $81488.28          | $85526.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4830 C | 2054-09-20      | 6.0000%  |  | $143822.33         | $147950.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4765 C | 2054-08-20      | 6.5000%  |  | $177934.16         | $187245.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3756 C | 2054-09-20      | 7.5000%  |  | $158347.95         | $170812.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2932 C | 2054-07-20      | 7.0000%  |  | $78367.24          | $82489.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2914 C | 2054-07-20      | 6.0000%  |  | $95386.29          | $99284.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2486 C | 2054-08-20      | 6.0000%  |  | $303002.73         | $313040.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2450 C | 2054-07-20      | 7.0000%  |  | $143373.40         | $150187.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2635 C | 2054-08-20      | 7.0000%  |  | $158430.17         | $167844.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2621 C | 2054-08-20      | 7.0000%  |  | $56887.98          | $59705.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0044 C | 2053-12-20      | 7.0000%  |  | $17777.29          | $18987.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0899 C | 2054-02-20      | 6.0000%  |  | $93187.77          | $96674.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0780 C | 2054-01-20      | 7.0000%  |  | $36887.30          | $38913.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8407 C | 2053-12-20      | 7.0000%  |  | $59176.30          | $61690.07          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8406 C | 2053-12-20      | 7.0000%  |  | $14799.84          | $15510.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4729 C | 2054-04-20      | 7.0000%  |  | $160350.12         | $169349.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4699 C | 2054-04-20      | 7.0000%  |  | $97882.21          | $103375.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB3625 C | 2054-04-20      | 7.0000%  |  | $73262.32          | $77198.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB3201 C | 2054-05-20      | 6.0000%  |  | $331634.23         | $345347.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2991 C | 2054-04-20      | 8.0000%  |  | $82532.65          | $88437.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2989 C | 2054-04-20      | 8.0000%  |  | $159686.42         | $177004.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1839 C | 2054-03-20      | 7.0000%  |  | $69241.83          | $72751.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6446 C | 2054-07-20      | 5.0000%  |  | $126029.54         | $125488.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1838 C | 2054-03-20      | 6.5000%  |  | $166381.64         | $174538.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1815 C | 2054-03-20      | 8.0000%  |  | $94694.23          | $101456.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1826 C | 2054-03-20      | 6.0000%  |  | $100980.22         | $105592.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0672 C | 2054-04-20      | 6.0000%  |  | $432790.36         | $449724.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0476 C | 2054-04-20      | 6.5000%  |  | $801177.84         | $845524.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0344 C | 2054-04-20      | 7.0000%  |  | $63205.06          | $66978.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8403 C | 2053-12-20      | 8.0000%  |  | $46642.90          | $49985.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8302 C | 2054-01-20      | 7.0000%  |  | $30807.98          | $32287.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8277 C | 2054-01-20      | 6.0000%  |  | $76213.80          | $78971.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7938 C | 2053-12-20      | 7.0000%  |  | $29376.51          | $30787.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7936 C | 2053-12-20      | 7.0000%  |  | $47035.81          | $49319.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7835 C | 2053-12-20      | 7.0000%  |  | $90875.48          | $95378.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6331 C | 2053-12-20      | 7.0000%  |  | $32211.24          | $33884.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7196 C | 2053-12-20      | 7.5000%  |  | $122863.51         | $133715.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6048 C | 2053-11-20      | 8.0000%  |  | $144089.15         | $159795.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6047 C | 2053-11-20      | 7.5000%  |  | $187533.67         | $200962.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5502 C | 2054-01-20      | 7.0000%  |  | $107312.25         | $113334.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5501 C | 2054-01-20      | 7.0000%  |  | $52906.48          | $55904.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9824 C | 2054-05-20      | 7.0000%  |  | $150367.86         | $159740.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8380 C | 2054-03-20      | 6.0000%  |  | $94598.45          | $98918.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8155 C | 2054-03-20      | 7.0000%  |  | $11327.79          | $11886.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7867 C | 2054-04-20      | 6.0000%  |  | $13700.30          | $14303.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7683 C | 2054-02-20      | 7.5000%  |  | $69417.47          | $73725.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8086 C | 2054-03-20      | 7.0000%  |  | $67723.58          | $71556.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5841 C | 2054-09-20      | 7.5000%  |  | $112742.73         | $117316.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5790 C | 2054-10-20      | 6.5000%  |  | $199339.43         | $210373.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4752 C | 2054-09-20      | 7.0000%  |  | $40599.02          | $42605.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M | 2055-06-20      | 4.0000%  |  | $6955312.97        | $6488313.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0143 M | 2055-01-20      | 3.5000%  |  | $193196.13         | $174386.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0689 M | 2055-10-20      | 7.0000%  |  | $17931073.18       | $18581817.72       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9485 C | 2054-01-20      | 7.0000%  |  | $283672.62         | $297873.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2175 C | 2054-02-20      | 6.0000%  |  | $165237.29         | $170800.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR9742 C | 2054-06-20      | 7.0000%  |  | $71010.75          | $74529.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5647 C | 2054-02-20      | 6.0000%  |  | $89233.66          | $92413.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9307 M | 2053-11-20      | 6.5000%  |  | $285695.15         | $299412.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M | 2054-09-20      | 5.5000%  |  | $2129393.32        | $2155196.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9852 M | 2054-08-20      | 6.0000%  |  | $1563950.80        | $1608236.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ9533 C | 2054-02-20      | 7.0000%  |  | $67066.83          | $70550.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1952 C | 2054-02-20      | 7.0000%  |  | $58573.12          | $61859.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC5286 C | 2054-06-20      | 6.0000%  |  | $154383.70         | $161434.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4838 C | 2054-07-20      | 6.5000%  |  | $192870.74         | $202185.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7450 C | 2054-07-20      | 6.5000%  |  | $603903.37         | $637332.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2767 C | 2053-12-20      | 7.0000%  |  | $176909.45         | $185675.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2775 C | 2054-03-20      | 7.0000%  |  | $19702.84          | $20749.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC5457 C | 2054-06-20      | 7.0000%  |  | $89248.81          | $94683.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9877 C | 2054-04-20      | 6.5000%  |  | $14090.28          | $14870.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5663 C | 2054-03-20      | 7.0000%  |  | $13776.67          | $14492.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1696 C | 2054-09-20      | 6.5000%  |  | $167149.05         | $176401.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0400 C | 2054-08-20      | 6.5000%  |  | $369868.64         | $394580.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0414 C | 2054-08-20      | 6.5000%  |  | $2749088.72        | $2932767.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0340 C | 2054-07-20      | 7.5000%  |  | $174911.04         | $194431.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0352 C | 2054-07-20      | 7.5000%  |  | $210923.44         | $230056.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2620 C | 2054-08-20      | 7.0000%  |  | $98669.40          | $103556.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0071 C | 2054-04-20      | 6.5000%  |  | $146247.41         | $154200.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4073 C | 2054-09-20      | 6.0000%  |  | $96047.89          | $100648.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2466 C | 2054-08-20      | 6.5000%  |  | $140720.83         | $148510.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1536 C | 2054-08-20      | 8.0000%  |  | $114021.89         | $122952.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1535 C | 2054-08-20      | 8.0000%  |  | $145956.63         | $157379.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1533 C | 2054-08-20      | 7.5000%  |  | $271621.83         | $293018.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0936 C | 2054-08-20      | 6.5000%  |  | $106461.35         | $111644.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA6074 C | 2054-03-20      | 6.0000%  |  | $109591.74         | $114085.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5662 C | 2054-03-20      | 7.0000%  |  | $74391.12          | $78387.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5597 C | 2054-04-20      | 7.0000%  |  | $86226.94          | $91478.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5502 C | 2054-06-20      | 6.0000%  |  | $104086.80         | $108903.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5421 C | 2054-07-20      | 6.5000%  |  | $651072.13         | $687111.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5227 C | 2054-06-20      | 7.0000%  |  | $105324.93         | $110758.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5196 C | 2054-06-20      | 6.5000%  |  | $110684.97         | $116812.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA4858 C | 2054-04-20      | 6.0000%  |  | $9258.98           | $9575.23           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA4621 C | 2054-03-20      | 7.0000%  |  | $85890.76          | $90495.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5388 C | 2054-07-20      | 6.5000%  |  | $101619.78         | $107245.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5281 C | 2054-06-20      | 6.5000%  |  | $468720.62         | $505267.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3694 C | 2053-11-20      | 7.0000%  |  | $7240.75           | $7599.56           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3634 C | 2053-12-20      | 7.0000%  |  | $21597.76          | $22624.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3633 C | 2053-12-20      | 7.0000%  |  | $121944.68         | $127739.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3621 C | 2053-12-20      | 8.0000%  |  | $31143.42          | $33377.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3247 C | 2053-11-20      | 7.0000%  |  | $119512.20         | $126647.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3276 C | 2053-12-20      | 7.0000%  |  | $77970.48          | $82904.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3272 C | 2053-12-20      | 7.0000%  |  | $47097.38          | $49543.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3029 C | 2053-12-20      | 7.0000%  |  | $45338.63          | $47608.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2883 C | 2054-04-20      | 6.5000%  |  | $338557.09         | $357297.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2770 C | 2053-12-20      | 7.0000%  |  | $775941.66         | $823193.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2766 C | 2053-12-20      | 7.0000%  |  | $223737.03         | $235413.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2763 C | 2053-12-20      | 7.0000%  |  | $78477.67          | $82620.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2761 C | 2053-12-20      | 7.0000%  |  | $140822.80         | $149851.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3506 C | 2054-01-20      | 7.0000%  |  | $90604.46          | $95553.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1858 C | 2053-12-20      | 7.0000%  |  | $99941.73          | $105132.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6111 C | 2054-05-20      | 6.0000%  |  | $7901.99           | $8258.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0027 M | 2054-11-20      | 6.0000%  |  | $74473.52          | $76431.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0146 M | 2055-01-20      | 5.0000%  |  | $10550959.37       | $10466803.74       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5429 C | 2054-07-20      | 7.5000%  |  | $141969.84         | $147729.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1534 C | 2054-08-20      | 8.0000%  |  | $137932.88         | $151783.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0673 C | 2054-04-20      | 6.0000%  |  | $7793.91           | $8095.56           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1128 C | 2054-09-20      | 6.5000%  |  | $295885.90         | $314941.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4681 C | 2054-10-20      | 5.0000%  |  | $253095.84         | $251464.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7214 C | 2054-07-20      | 6.0000%  |  | $460968.58         | $476666.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4522 C | 2053-12-20      | 7.0000%  |  | $24710.99          | $25920.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3037 C | 2053-12-20      | 7.0000%  |  | $14112.88          | $14823.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787843 C | 2054-12-20      | 6.5000%  |  | $91008.19          | $96045.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0524 C | 2054-08-20      | 6.0000%  |  | $123711.65         | $127937.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3484 C | 2054-01-20      | 7.0000%  |  | $26312.76          | $27616.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3705 C | 2053-12-20      | 7.0000%  |  | $49188.57          | $51641.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2636 C | 2054-08-20      | 7.0000%  |  | $280959.12         | $300081.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0535 C | 2054-09-20      | 6.5000%  |  | $187111.13         | $200403.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC5487 C | 2054-06-20      | 6.0000%  |  | $137708.13         | $142645.61         | Agency Mortgage-Backed Securities |

### Security 229: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.620%, 6/1/2026
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $2392.19           | $1664.47           | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  |  | $21.00             | $14.80             | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/35        | 2035-11-15      | 0.0000%  |  | $663444.19         | $432915.91         | U.S. Treasuries (including strips)  |
| USTR 4 1/4 TPRN F 34      | 2034-11-15      | 0.0000%  |  | $122681.48         | $84559.32          | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/36        | 2036-05-15      | 0.0000%  |  | $18584133.30       | $11803898.10       | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/35        | 2035-05-15      | 0.0000%  |  | $13344163.78       | $8938054.34        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  |  | $6279786.07        | $4312850.32        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/36        | 2036-02-15      | 0.0000%  |  | $3731859.44        | $2403045.06        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/35        | 2035-08-15      | 0.0000%  |  | $13061312.96       | $8637498.51        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  |  | $27672601.44       | $18766700.45       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 TPRN E 35      | 2035-08-15      | 0.0000%  |  | $166962.96         | $111013.67         | U.S. Treasuries (including strips)  |
| USTR 4 1/4 TPRN C 35      | 2035-05-15      | 0.0000%  |  | $40444.44          | $27216.64          | U.S. Treasuries (including strips)  |
| USTR 3 7/8 TPRN E 34      | 2034-08-15      | 0.0000%  |  | $25.93             | $18.09             | U.S. Treasuries (including strips)  |
| USTR 4 3/8 TPRN C 34      | 2034-05-15      | 0.0000%  |  | $25.93             | $18.31             | U.S. Treasuries (including strips)  |
| USTR 4 1/2 TPRN 36        | 2036-02-15      | 0.0000%  |  | $1213800.00        | $795682.31         | U.S. Treasuries (including strips)  |
| GNMA GNAR FT 082380 M     | 2039-08-20      | 5.3750%  |  | $32107.28          | $32719.91          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CZ2399       | 2066-03-15      | 5.7400%  |  | $180123.51         | $188835.98         | Agency Mortgage-Backed Securities   |
| FCSB 5.06 FCOR 23-37 AR   | 2037-07-20      | 5.0600%  |  | $3938148.15        | $3917400.67        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 07/28 8232 | 2028-07-14      | 3.8600%  |  | $355185.19         | $357564.93         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EZ 27/11   | 2027-11-03      | 3.7550%  |  | $195740.74         | $196405.28         | Agency Debentures and Agency Strips |
| FHLB 4.625 FHLB 26 G6658  | 2026-11-17      | 4.6250%  |  | $15975555.56       | $16059278.12       | Agency Debentures and Agency Strips |
| REFC RFIN 10/15/27        | 2027-10-15      | 0.0000%  |  | $114074.07         | $107422.41         | Agency Debentures and Agency Strips |
| FCSB 1.65 FCOR 21-35 AS   | 2035-07-23      | 1.6500%  |  | $1660814.81        | $1300119.05        | Agency Debentures and Agency Strips |
| TVDB 5.880 TVBD 36 C      | 2036-04-01      | 5.8800%  |  | $247592.59         | $275031.63         | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 02/02/28 | 2028-02-02      | 3.7200%  |  | $1814814.81        | $1820011.23        | Agency Debentures and Agency Strips |
| FCSB 2.68 FCOR 22-37 AD   | 2037-01-05      | 2.6800%  |  | $1824925.93        | $1518009.88        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BO 26/07   | 2026-07-10      | 3.7500%  |  | $103185.19         | $103707.88         | Agency Debentures and Agency Strips |
| TVDB TVIN 03/15/27        | 2027-03-15      | 0.0000%  |  | $22037.04          | $21305.19          | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/28        | 2028-09-15      | 0.0000%  |  | $22037.04          | $20023.49          | Agency Debentures and Agency Strips |
| TVDB TVIN 03/15/30        | 2030-03-15      | 0.0000%  |  | $22037.04          | $18802.00          | Agency Debentures and Agency Strips |
| TVDB TVIN 03/15/32        | 2032-03-15      | 0.0000%  |  | $22037.04          | $16758.33          | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/33        | 2033-09-15      | 0.0000%  |  | $317592.59         | $224989.58         | Agency Debentures and Agency Strips |
| TVDB TVIN 03/15/35        | 2035-03-15      | 0.0000%  |  | $22037.04          | $14355.87          | Agency Debentures and Agency Strips |
| TVDB TVIN 03/15/36        | 2036-03-15      | 0.0000%  |  | $22037.04          | $13543.02          | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/35        | 2035-09-15      | 0.0000%  |  | $22037.04          | $14010.31          | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/34        | 2034-09-15      | 0.0000%  |  | $22037.04          | $14709.94          | Agency Debentures and Agency Strips |
| TVDB TVIN 03/15/34        | 2034-03-15      | 0.0000%  |  | $22037.04          | $15107.21          | Agency Debentures and Agency Strips |
| TVDB TVIN 03/15/33        | 2033-03-15      | 0.0000%  |  | $22037.04          | $15984.79          | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/32        | 2032-09-15      | 0.0000%  |  | $22037.04          | $16367.00          | Agency Debentures and Agency Strips |
| TVDB TVIN 03/15/31        | 2031-03-15      | 0.0000%  |  | $22037.04          | $17965.74          | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/30        | 2030-09-15      | 0.0000%  |  | $22037.04          | $18352.56          | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/29        | 2029-09-15      | 0.0000%  |  | $22037.04          | $19198.31          | Agency Debentures and Agency Strips |
| TVDB TVIN 03/15/29        | 2029-03-15      | 0.0000%  |  | $22037.04          | $19597.32          | Agency Debentures and Agency Strips |
| TVDB TVIN 03/15/28        | 2028-03-15      | 0.0000%  |  | $22037.04          | $20453.46          | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/27        | 2027-09-15      | 0.0000%  |  | $22037.04          | $20863.56          | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/26        | 2026-09-15      | 0.0000%  |  | $22037.04          | $21743.50          | Agency Debentures and Agency Strips |
| TVDB 3.875 TVBD 30 C      | 2030-08-01      | 3.8750%  |  | $24111.11          | $24100.92          | Agency Debentures and Agency Strips |
| TVDB 4.875 TVBD 35 B      | 2035-05-15      | 4.8750%  |  | $25407.41          | $25921.67          | Agency Debentures and Agency Strips |
| TVDB 1.500 TVBD 31 A      | 2031-09-15      | 1.5000%  |  | $252777.78         | $220602.54         | Agency Debentures and Agency Strips |
| TVDB 2.875 TVBD 27 A      | 2027-02-01      | 2.8750%  |  | $66111.11          | $66296.66          | Agency Debentures and Agency Strips |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  |  | $258222.22         | $211622.44         | Agency Debentures and Agency Strips |
| TVDB 4.625 TVBD 60 A      | 2060-09-15      | 4.6250%  |  | $101629.63         | $89964.68          | Agency Debentures and Agency Strips |
| TVDB 5.25 TVBD 39 C       | 2039-09-15      | 5.2500%  |  | $129370.37         | $135071.94         | Agency Debentures and Agency Strips |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  |  | $18148.15          | $18317.83          | Agency Debentures and Agency Strips |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  |  | $11060000.00       | $9384244.10        | Agency Debentures and Agency Strips |
| REFC 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  |  | $11886777.78       | $10193078.36       | Agency Debentures and Agency Strips |
| REFC RFIN 01/15/30        | 2030-01-15      | 0.0000%  |  | $8477259.26        | $7269368.50        | Agency Debentures and Agency Strips |
| REFC RFIN 07/15/29        | 2029-07-15      | 0.0000%  |  | $21000.00          | $18289.53          | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 M8   | 2028-07-07      | 3.8500%  |  | $73816296.30       | $74358969.10       | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 27 66   | 2027-10-06      | 3.7700%  |  | $1557370.37        | $1567386.86        | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 K7   | 2028-05-23      | 3.8500%  |  | $99229407.41       | $99553170.91       | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 Z3   | 2028-11-03      | 3.8550%  |  | $140276888.89      | $140803940.33      | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF D 29/02    | 2029-02-05      | 3.8050%  |  | $43930185.19       | $44038656.14       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CA 26/11   | 2026-11-13      | 3.7900%  |  | $25407.41          | $25464.37          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 3.8000%  |  | $142851.85         | $144448.02         | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 26-38 AA   | 2038-02-17      | 4.9400%  |  | $1019407.41        | $1006201.66        | Agency Debentures and Agency Strips |
| FCSB 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  |  | $782185.19         | $615718.80         | Agency Debentures and Agency Strips |
| FCSB 2.92 FCOR 22-41 X    | 2041-12-16      | 2.9200%  |  | $3881111.11        | $2961059.22        | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-36 BL   | 2036-12-15      | 2.7400%  |  | $2537888.89        | $2147219.53        | Agency Debentures and Agency Strips |
| FCSB 2.90 FCOR 22-41 V    | 2041-12-09      | 2.9000%  |  | $2469962.96        | $1931423.22        | Agency Debentures and Agency Strips |
| FCSB 2.48 FCOR 22-36 BG   | 2036-11-17      | 2.4800%  |  | $6275629.63        | $5072068.46        | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  |  | $10125888.89       | $8248751.61        | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 23-37 AS   | 2037-08-10      | 4.9500%  |  | $485851.85         | $482319.95         | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  |  | $848814.81         | $690827.04         | Agency Debentures and Agency Strips |
| FCSB 2.15 FCOR 21-36 BA   | 2036-03-07      | 2.1500%  |  | $3109296.30        | $2509908.61        | Agency Debentures and Agency Strips |
| FCSB 4.07 FCOR 23-33 AO   | 2033-11-21      | 4.0700%  |  | $615481.48         | $591607.84         | Agency Debentures and Agency Strips |
| FHLB FHDN 11/25/26        | 2026-11-25      | 0.0000%  |  | $26377555.56       | $25893527.41       | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 04/27 7954 | 2027-04-08      | 3.7050%  |  | $259259.26         | $260687.52         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/28 6870 | 2028-02-15      | 3.9600%  |  | $12322592.59       | $12365835.99       | Agency Debentures and Agency Strips |

### Security 230: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.610%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $505000000.00
- **C.18.a - Value (excl. sponsor support):** $505000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TINT 02/15/35   | 2035-02-15      | 0.0000%  |  | $1001716.12        | $679332.82         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33   | 2033-08-15      | 0.0000%  |  | $980981.34         | $717327.89         | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32 | 2032-02-15      | 0.0000%  |  | $1526.31           | $1199.63           | U.S. Treasuries (including strips) |
| USTR TINT 05/15/34   | 2034-05-15      | 0.0000%  |  | $955273.42         | $673270.98         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30   | 2030-05-15      | 0.0000%  |  | $9180039.85        | $7785151.15        | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30 | 2030-05-15      | 0.0000%  |  | $217074.63         | $184475.44         | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28   | 2028-11-15      | 0.0000%  |  | $4810049.63        | $4356890.04        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28   | 2028-11-15      | 0.0000%  |  | $1206921.92        | $1091800.88        | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26   | 2026-11-15      | 0.0000%  |  | $1300.19           | $1277.90           | U.S. Treasuries (including strips) |
| USTR TINT 11/15/26   | 2026-11-15      | 0.0000%  |  | $6043992.19        | $5940331.68        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31   | 2031-05-15      | 0.0000%  |  | $40742099.61       | $33085640.54       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/33   | 2033-05-15      | 0.0000%  |  | $991334.97         | $733842.65         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/34   | 2034-11-15      | 0.0000%  |  | $691206.47         | $474708.85         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31 | 2031-05-15      | 0.0000%  |  | $76315.30          | $62086.39          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28   | 2028-02-15      | 0.0000%  |  | $42951265.05       | $40088176.68       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27 | 2027-05-15      | 0.0000%  |  | $1541192.16        | $1484363.78        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/36   | 2036-05-15      | 0.0000%  |  | $680552.13         | $432259.49         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/31   | 2031-02-15      | 0.0000%  |  | $1010035.42        | $829710.77         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/30   | 2030-08-15      | 0.0000%  |  | $80881521.68       | $67850376.20       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30   | 2030-02-15      | 0.0000%  |  | $24040811.04       | $20608167.88       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29   | 2029-11-15      | 0.0000%  |  | $9689247.51        | $8397273.56        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29   | 2029-05-15      | 0.0000%  |  | $31534400.04       | $27916458.32       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/29   | 2029-08-15      | 0.0000%  |  | $48482961.98       | $42463026.52       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29   | 2029-02-15      | 0.0000%  |  | $376302.30         | $336896.30         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/35   | 2035-11-15      | 0.0000%  |  | $4447989.61        | $2902437.77        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/35   | 2035-05-15      | 0.0000%  |  | $446209.14         | $298875.35         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28   | 2028-05-15      | 0.0000%  |  | $614787.57         | $568007.15         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28   | 2028-08-15      | 0.0000%  |  | $28094832.41       | $25685419.59       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27   | 2027-11-15      | 0.0000%  |  | $60789855.69       | $57382037.17       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27   | 2027-08-15      | 0.0000%  |  | $48865767.94       | $46621851.88       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27   | 2027-05-15      | 0.0000%  |  | $7913514.68        | $7624196.58        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27   | 2027-02-15      | 0.0000%  |  | $21336958.80       | $20768542.21       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26   | 2026-08-15      | 0.0000%  |  | $17843007.91       | $17702761.87       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/33   | 2033-11-15      | 0.0000%  |  | $14770553.17       | $10669789.72       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/32   | 2032-11-15      | 0.0000%  |  | $716422.02         | $543438.34         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32   | 2032-05-15      | 0.0000%  |  | $661964.93         | $514048.87         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31   | 2031-11-15      | 0.0000%  |  | $19323527.09       | $15343460.21       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30   | 2030-11-15      | 0.0000%  |  | $3321124.27        | $2758114.00        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/36   | 2036-02-15      | 0.0000%  |  | $486911.20         | $313535.27         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/35   | 2035-08-15      | 0.0000%  |  | $981001.88         | $648740.47         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/34   | 2034-08-15      | 0.0000%  |  | $486911.01         | $338790.73         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34   | 2034-02-15      | 0.0000%  |  | $1769983.17        | $1262360.85        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/33   | 2033-02-15      | 0.0000%  |  | $997940.68         | $747846.76         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32   | 2032-08-15      | 0.0000%  |  | $980958.54         | $752748.35         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/31   | 2031-08-15      | 0.0000%  |  | $27353512.87       | $21969739.76       | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN C 35 | 2035-05-15      | 0.0000%  |  | $293747.95         | $197674.45         | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34 | 2034-05-15      | 0.0000%  |  | $18.84             | $13.31             | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33 | 2033-08-15      | 0.0000%  |  | $4032.46           | $2955.77           | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33 | 2033-02-15      | 0.0000%  |  | $18.84             | $14.14             | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32 | 2032-05-15      | 0.0000%  |  | $18.84             | $14.64             | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31 | 2031-11-15      | 0.0000%  |  | $94.22             | $74.92             | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29 | 2029-05-15      | 0.0000%  |  | $21895.90          | $19408.72          | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27 | 2027-02-15      | 0.0000%  |  | $483367.91         | $470329.55         | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26     | 2026-11-15      | 0.0000%  |  | $75.37             | $74.07             | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29   | 2029-08-15      | 0.0000%  |  | $11929871.27       | $10463880.97       | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29   | 2029-02-15      | 0.0000%  |  | $1618788.81        | $1454986.80        | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28   | 2028-08-15      | 0.0000%  |  | $274452.43         | $251100.37         | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27   | 2027-11-15      | 0.0000%  |  | $321673.69         | $303759.36         | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27   | 2027-08-15      | 0.0000%  |  | $25626.87          | $24446.75          | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27   | 2027-02-15      | 0.0000%  |  | $79009.89          | $76905.85          | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26   | 2026-08-15      | 0.0000%  |  | $381633.02         | $378530.35         | U.S. Treasuries (including strips) |

### Security 231: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.610%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $326687146.87      | $336350336.13      | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $577688128.48      | $583806034.30      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $848847934.36      | $847751326.00      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $17698373.57       | $17629298.97       | U.S. Treasuries (including strips) |

### Security 232: Fixed Income Clearing Corporation ("FICC") - MS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MS, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 ("FICC") - MS

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $255200.00         | $220604.09         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $84838800.00       | $84053773.67       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE K 33  | 2033-04-30      | 4.1250%  |  | $463000.00         | $460315.84         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  |  | $209800000.00      | $207660648.88      | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $212734800.00      | $217604663.76      | U.S. Treasuries (including strips) |

### Security 233: Fixed Income Clearing Corporation ("FICC") - CREDITAG

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6750000000.00
- **C.18.a - Value (excl. sponsor support):** $6750000000.00
- **C.19 - Percentage of Net Assets:** 3.6000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 ("FICC") FICCCRAG

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $26400500.00       | $24541122.03       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51640949.97       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $100.00            | $103.28            | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $51771754.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $51771754.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $51771754.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $51771754.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $51771754.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $50000000.00       | $50678004.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 06/30/2027 | 2027-06-30      | 3.7500%  |  | $6186000.00        | $6269882.67        | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $50000000.00       | $49092052.88       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  |  | $38000000.00       | $37309960.19       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $50000000.00       | $49765508.18       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2029 | 2029-02-15      | 3.5000%  |  | $41355000.00       | $41161051.81       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46478517.50       | U.S. Treasuries (including strips) |

### Security 234: Fixed Income Clearing Corporation ("FICC") - BARCLAYS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 ("FICC") - BARCLAYS

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $4614000.00        | $4644358.31        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $252570000.00      | $212421952.82      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $192861100.00      | $190555097.12      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $129672000.00      | $105570236.05      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $537117600.00      | $540613867.77      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $100.00            | $94.50             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $136692800.00      | $136693904.00      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  |  | $251909200.00      | $249335818.83      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $649914700.00      | $651276418.51      | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.7880%  |  | $143638400.00      | $144223920.45      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $607000.00         | $618304.69         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  |  | $4476600.00        | $4529352.04        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $100.00            | $97.02             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $106468700.00      | $100168577.62      | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $572942600.00      | $498056068.96      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $603200.00         | $479232.19         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $406204600.00      | $221430379.59      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $100.00            | $72.63             | U.S. Treasuries (including strips) |
| USTR BILL 08/20/26    | 2026-08-20      | 0.0000%  |  | $310400.00         | $307922.08         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Federated Hermes Money Market Obligations Trust

**Date:** 2026-06-05

**By:** Stephen Van Meter

**Name of Signing Officer:** Stephen Van Meter

**Title of Signing Officer:** Chief Compliance Officer