# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001410368-25-021329
**Filing Date:** 2025-11
**Character Count:** 947985
**Document Hash:** 87efca237da7e70d304b6446de1f6e0e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-021329.hdr.sgml**: 20251106

**ACCESSION NUMBER**: 0001410368-25-021329

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251106

**DATE AS OF CHANGE**: 20251106

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02993
- **FILM NUMBER:** 251458011

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

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

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

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

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $31707253999.57

- **Amortized Cost of Portfolio Securities:** $31700966952.82

- **Cash:** $610649.99

- **Total Other Assets:** $43871185.95

- **Total Liabilities:** $367386419.97

- **Net Assets of Series:** $31378062368.79

- **Number of Shares Outstanding (Series):** 31377873709.4530

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $20454048188.71           | $25012286960.51            | 64.6900%                  | 79.1000%                   |
| 2025-10-02 | $21121279502.67           | $25659522677.57            | 65.7200%                  | 79.8400%                   |
| 2025-10-03 | $20934951075.32           | $25624226486.02            | 64.9300%                  | 79.4700%                   |
| 2025-10-06 | $20858829305.86           | $25798201593.86            | 64.5500%                  | 79.8300%                   |
| 2025-10-07 | $20141866400.77           | $25081256230.47            | 63.7400%                  | 79.3700%                   |
| 2025-10-08 | $19819359561.27           | $24987786866.47            | 61.8000%                  | 77.9200%                   |
| 2025-10-09 | $19431483518.78           | $24638941729.18            | 62.4200%                  | 79.1500%                   |
| 2025-10-10 | $19604910404.86           | $24757403244.86            | 62.8700%                  | 79.4000%                   |
| 2025-10-13 | $19605121424.02           | $24757699789.02            | 61.0700%                  | 77.1200%                   |
| 2025-10-14 | $20283178819.59           | $25136785495.59            | 64.5800%                  | 80.0300%                   |
| 2025-10-15 | $20456576153.49           | $25810219239.59            | 63.7600%                  | 80.4500%                   |
| 2025-10-16 | $20990581174.32           | $26034270943.62            | 65.1300%                  | 80.7800%                   |
| 2025-10-17 | $20969142738.72           | $26187233794.07            | 64.9400%                  | 81.1000%                   |
| 2025-10-20 | $21658711491.89           | $26276856113.89            | 66.8900%                  | 81.1500%                   |
| 2025-10-21 | $20857733759.83           | $25473904687.38            | 66.0600%                  | 80.6800%                   |
| 2025-10-22 | $20263139611.31           | $25379333836.46            | 64.3700%                  | 80.6200%                   |
| 2025-10-23 | $21114114750.62           | $26080327994.12            | 65.8800%                  | 81.3700%                   |
| 2025-10-24 | $21663487851.51           | $26179725846.56            | 67.3700%                  | 81.4100%                   |
| 2025-10-27 | $21276516265.38           | $26181323036.53            | 66.1800%                  | 81.4400%                   |
| 2025-10-28 | $20890324575.59           | $25594157003.54            | 66.1900%                  | 81.0900%                   |
| 2025-10-29 | $21232655601.81           | $25886516157.81            | 66.3600%                  | 80.9000%                   |
| 2025-10-30 | $21251831017.11           | $25951705544.66            | 66.8600%                  | 81.6500%                   |
| 2025-10-31 | $21084251674.82           | $25934140285.62            | 66.4000%                  | 81.6800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2200%             |
| 2025-10-02 | 4.2200%             |
| 2025-10-03 | 4.2200%             |
| 2025-10-06 | 4.2200%             |
| 2025-10-07 | 4.2200%             |
| 2025-10-08 | 4.2100%             |
| 2025-10-09 | 4.2100%             |
| 2025-10-10 | 4.1900%             |
| 2025-10-13 | 4.1800%             |
| 2025-10-14 | 4.1800%             |
| 2025-10-15 | 4.1900%             |
| 2025-10-16 | 4.2000%             |
| 2025-10-17 | 4.2100%             |
| 2025-10-20 | 4.2100%             |
| 2025-10-21 | 4.2100%             |
| 2025-10-22 | 4.2100%             |
| 2025-10-23 | 4.2000%             |
| 2025-10-24 | 4.2000%             |
| 2025-10-27 | 4.2000%             |
| 2025-10-28 | 4.2000%             |
| 2025-10-29 | 4.2000%             |
| 2025-10-30 | 4.1900%             |
| 2025-10-31 | 4.1800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0002                      |
|  |  |
| 2025-10-02 | 1.0002                      |
|  |  |
| 2025-10-03 | 1.0002                      |
|  |  |
| 2025-10-06 | 1.0002                      |
|  |  |
| 2025-10-07 | 1.0002                      |
|  |  |
| 2025-10-08 | 1.0002                      |
|  |  |
| 2025-10-09 | 1.0002                      |
|  |  |
| 2025-10-10 | 1.0002                      |
|  |  |
| 2025-10-13 | 1.0002                      |
|  |  |
| 2025-10-14 | 1.0002                      |
|  |  |
| 2025-10-15 | 1.0002                      |
|  |  |
| 2025-10-16 | 1.0002                      |
|  |  |
| 2025-10-17 | 1.0002                      |
|  |  |
| 2025-10-20 | 1.0002                      |
|  |  |
| 2025-10-21 | 1.0002                      |
|  |  |
| 2025-10-22 | 1.0002                      |
|  |  |
| 2025-10-23 | 1.0002                      |
|  |  |
| 2025-10-24 | 1.0002                      |
|  |  |
| 2025-10-27 | 1.0002                      |
|  |  |
| 2025-10-28 | 1.0002                      |
|  |  |
| 2025-10-29 | 1.0001                      |
|  |  |
| 2025-10-30 | 1.0002                      |
|  |  |
| 2025-10-31 | 1.0002                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $22147318852.18

- **Number of Shares Outstanding:** 22147190535.5890

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-13 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $453300427.04             | $442450225.13           |
| 2025-10-02 | $499301495.50             | $420838252.82           |
| 2025-10-03 | $533391906.87             | $457315104.11           |
| 2025-10-06 | $413207209.32             | $406626401.15           |
| 2025-10-07 | $424490443.22             | $416205755.20           |
| 2025-10-08 | $331159633.96             | $425788195.76           |
| 2025-10-09 | $416339226.02             | $480287144.78           |
| 2025-10-10 | $400913788.44             | $383819032.80           |
| 2025-10-13 | $432104541.68             | $373075737.76           |
| 2025-10-14 | $228122715.46             | $234561165.18           |
| 2025-10-15 | $670996587.93             | $525344982.53           |
| 2025-10-16 | $528002021.39             | $495159910.05           |
| 2025-10-17 | $435029059.42             | $395474992.37           |
| 2025-10-20 | $428828457.48             | $371107811.34           |
| 2025-10-21 | $405396412.18             | $387676831.99           |
| 2025-10-22 | $358631314.44             | $404408252.22           |
| 2025-10-23 | $348606657.70             | $397018805.86           |
| 2025-10-24 | $407582513.98             | $348285265.64           |
| 2025-10-27 | $373983432.25             | $374426867.74           |
| 2025-10-28 | $420246945.22             | $397945460.07           |
| 2025-10-29 | $391116397.29             | $438469227.52           |
| 2025-10-30 | $380733748.58             | $438990043.04           |
| 2025-10-31 | $468347922.68             | $492409282.81           |

**Total Gross Subscriptions (Month):** $9749832858.05

**Total Gross Redemptions (Month):** $9507684747.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5100%           |
| 2025-10-02 | 3.5100%           |
| 2025-10-03 | 3.5100%           |
| 2025-10-06 | 3.5200%           |
| 2025-10-07 | 3.5100%           |
| 2025-10-08 | 3.5000%           |
| 2025-10-09 | 3.5000%           |
| 2025-10-10 | 3.4800%           |
| 2025-10-13 | 3.4700%           |
| 2025-10-14 | 3.4700%           |
| 2025-10-15 | 3.4800%           |
| 2025-10-16 | 3.4900%           |
| 2025-10-17 | 3.5000%           |
| 2025-10-20 | 3.5000%           |
| 2025-10-21 | 3.5000%           |
| 2025-10-22 | 3.5000%           |
| 2025-10-23 | 3.4900%           |
| 2025-10-24 | 3.4900%           |
| 2025-10-27 | 3.4900%           |
| 2025-10-28 | 3.4900%           |
| 2025-10-29 | 3.5000%           |
| 2025-10-30 | 3.4900%           |
| 2025-10-31 | 3.4800%           |

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

### Class: Retirement Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9230743516.61

- **Number of Shares Outstanding:** 9230683173.8640

- **Expense Reimbursement/Waiver:** 3909766.52

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-13 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $630230599.40             | $574025608.93           |
| 2025-10-02 | $647588773.45             | $530331703.46           |
| 2025-10-03 | $469645684.81             | $550444448.66           |
| 2025-10-06 | $450027846.74             | $434289535.30           |
| 2025-10-07 | $494973908.33             | $411038233.07           |
| 2025-10-08 | $520778690.46             | $521833842.24           |
| 2025-10-09 | $497789510.01             | $727913346.41           |
| 2025-10-10 | $444386657.11             | $421991740.35           |
| 2025-10-13 | $487179086.49             | $428228028.13           |
| 2025-10-14 | $206104152.99             | $324345796.96           |
| 2025-10-15 | $562807724.30             | $496247592.11           |
| 2025-10-16 | $513146839.87             | $477601783.88           |
| 2025-10-17 | $535065075.90             | $520049695.63           |
| 2025-10-20 | $478195035.99             | $451967888.65           |
| 2025-10-21 | $450396148.99             | $431292602.68           |
| 2025-10-22 | $554720072.06             | $536227198.72           |
| 2025-10-23 | $511412602.15             | $515468550.28           |
| 2025-10-24 | $491395142.03             | $456942409.81           |
| 2025-10-27 | $478271307.51             | $490580294.55           |
| 2025-10-28 | $445263519.06             | $435253326.20           |
| 2025-10-29 | $545211042.56             | $524145696.89           |
| 2025-10-30 | $532707190.57             | $545544849.88           |
| 2025-10-31 | $573446061.44             | $588939222.43           |

**Total Gross Subscriptions (Month):** $11520742672.22

**Total Gross Redemptions (Month):** $11394703395.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5100%           |
| 2025-10-02 | 3.5100%           |
| 2025-10-03 | 3.5100%           |
| 2025-10-06 | 3.5100%           |
| 2025-10-07 | 3.5100%           |
| 2025-10-08 | 3.5000%           |
| 2025-10-09 | 3.5000%           |
| 2025-10-10 | 3.4800%           |
| 2025-10-13 | 3.4700%           |
| 2025-10-14 | 3.4700%           |
| 2025-10-15 | 3.4700%           |
| 2025-10-16 | 3.4800%           |
| 2025-10-17 | 3.4900%           |
| 2025-10-20 | 3.5000%           |
| 2025-10-21 | 3.5000%           |
| 2025-10-22 | 3.5000%           |
| 2025-10-23 | 3.4900%           |
| 2025-10-24 | 3.4800%           |
| 2025-10-27 | 3.4900%           |
| 2025-10-28 | 3.4900%           |
| 2025-10-29 | 3.4900%           |
| 2025-10-30 | 3.4800%           |
| 2025-10-31 | 3.4700%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75010374.00
- **C.18.a - Value (excl. sponsor support):** $75010374.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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 2: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40015926.00
- **C.18.a - Value (excl. sponsor support):** $40015926.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **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):** $37016151.24
- **C.18.a - Value (excl. sponsor support):** $37016151.24
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **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):** $60030547.80
- **C.18.a - Value (excl. sponsor support):** $60030547.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.175000%
- **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):** $30018038.70
- **C.18.a - Value (excl. sponsor support):** $30018038.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MJ1, C.4 - ISIN: US3130B2MJ16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45003642.30
- **C.18.a - Value (excl. sponsor support):** $45003642.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **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 7: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.185000%
- **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):** $70052846.50
- **C.18.a - Value (excl. sponsor support):** $70052846.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 8: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $82000187.78
- **C.18.a - Value (excl. sponsor support):** $82000187.78
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 9: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.4 - ISIN: US3130B5U556, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74998954.50
- **C.18.a - Value (excl. sponsor support):** $74998954.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 10: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59999008.80
- **C.18.a - Value (excl. sponsor support):** $59999008.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **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 11: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.115000%
- **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):** $99993350.00
- **C.18.a - Value (excl. sponsor support):** $99993350.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 12: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **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):** $60018693.00
- **C.18.a - Value (excl. sponsor support):** $60018693.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 13: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175009590.00
- **C.18.a - Value (excl. sponsor support):** $175009590.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **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 14: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65003676.40
- **C.18.a - Value (excl. sponsor support):** $65003676.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **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 15: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124979443.75
- **C.18.a - Value (excl. sponsor support):** $124979443.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199964468.00
- **C.18.a - Value (excl. sponsor support):** $199964468.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **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 17: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124997975.00
- **C.18.a - Value (excl. sponsor support):** $124997975.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **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 18: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125697961.15
- **C.18.a - Value (excl. sponsor support):** $125697961.15
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **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 19: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199995868.00
- **C.18.a - Value (excl. sponsor support):** $199995868.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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 20: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7G65, C.4 - ISIN: US3130B7G650, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $177966868.86
- **C.18.a - Value (excl. sponsor support):** $177966868.86
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Notes

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GM0, C.4 - ISIN: US3130B7GM06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119935527.60
- **C.18.a - Value (excl. sponsor support):** $119935527.60
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Notes

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KD5, C.4 - ISIN: US3130B7KD50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239908584.00
- **C.18.a - Value (excl. sponsor support):** $239908584.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.100000%
- **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):** $14000818.02
- **C.18.a - Value (excl. sponsor support):** $14000818.02
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 24: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99997328.00
- **C.18.a - Value (excl. sponsor support):** $99997328.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 Notes

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99828205.00
- **C.18.a - Value (excl. sponsor support):** $99828205.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 26: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **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):** $59997467.40
- **C.18.a - Value (excl. sponsor support):** $59997467.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 27: Federal Farm Credit System Discount Notes

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QP6, C.4 - ISIN: US313313QP69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34830055.40
- **C.18.a - Value (excl. sponsor support):** $34830055.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 28: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99849889.00
- **C.18.a - Value (excl. sponsor support):** $99849889.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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 29: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QP4, C.4 - ISIN: US313385QP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59708666.40
- **C.18.a - Value (excl. sponsor support):** $59708666.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 30: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89399925.00
- **C.18.a - Value (excl. sponsor support):** $89399925.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 31: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99301500.00
- **C.18.a - Value (excl. sponsor support):** $99301500.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 32: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49645458.50
- **C.18.a - Value (excl. sponsor support):** $49645458.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **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 33: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59511049.80
- **C.18.a - Value (excl. sponsor support):** $59511049.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 34: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34662920.95
- **C.18.a - Value (excl. sponsor support):** $34662920.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147712312.50
- **C.18.a - Value (excl. sponsor support):** $147712312.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **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 36: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.130000%
- **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):** $34997966.15
- **C.18.a - Value (excl. sponsor support):** $34997966.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 37: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.120000%
- **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):** $29998214.40
- **C.18.a - Value (excl. sponsor support):** $29998214.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 38: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7998917.84
- **C.18.a - Value (excl. sponsor support):** $7998917.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **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 39: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50010158.00
- **C.18.a - Value (excl. sponsor support):** $50010158.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21000098.28
- **C.18.a - Value (excl. sponsor support):** $21000098.28
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **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 41: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20000485.40
- **C.18.a - Value (excl. sponsor support):** $20000485.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40007363.20
- **C.18.a - Value (excl. sponsor support):** $40007363.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **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 43: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **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):** $25011595.00
- **C.18.a - Value (excl. sponsor support):** $25011595.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 44: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **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):** $11005413.10
- **C.18.a - Value (excl. sponsor support):** $11005413.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 45: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55003688.85
- **C.18.a - Value (excl. sponsor support):** $55003688.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **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):** $30012855.00
- **C.18.a - Value (excl. sponsor support):** $30012855.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 47: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24002133.60
- **C.18.a - Value (excl. sponsor support):** $24002133.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **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):** $30006439.20
- **C.18.a - Value (excl. sponsor support):** $30006439.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 49: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **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):** $35019094.60
- **C.18.a - Value (excl. sponsor support):** $35019094.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15004130.10
- **C.18.a - Value (excl. sponsor support):** $15004130.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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 51: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **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):** $20021026.60
- **C.18.a - Value (excl. sponsor support):** $20021026.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 52: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60008705.40
- **C.18.a - Value (excl. sponsor support):** $60008705.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 53: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **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):** $35029360.80
- **C.18.a - Value (excl. sponsor support):** $35029360.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 54: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45007042.95
- **C.18.a - Value (excl. sponsor support):** $45007042.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 55: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60011152.80
- **C.18.a - Value (excl. sponsor support):** $60011152.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **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):** $60032571.00
- **C.18.a - Value (excl. sponsor support):** $60032571.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 57: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20003910.20
- **C.18.a - Value (excl. sponsor support):** $20003910.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50012614.50
- **C.18.a - Value (excl. sponsor support):** $50012614.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 59: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **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):** $40030422.40
- **C.18.a - Value (excl. sponsor support):** $40030422.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 60: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40011604.80
- **C.18.a - Value (excl. sponsor support):** $40011604.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.095000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30002855.70
- **C.18.a - Value (excl. sponsor support):** $30002855.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **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):** $15010096.65
- **C.18.a - Value (excl. sponsor support):** $15010096.65
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 63: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70022654.80
- **C.18.a - Value (excl. sponsor support):** $70022654.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **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 64: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20006775.20
- **C.18.a - Value (excl. sponsor support):** $20006775.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **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):** $40007300.80
- **C.18.a - Value (excl. sponsor support):** $40007300.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 66: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32010753.60
- **C.18.a - Value (excl. sponsor support):** $32010753.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 67: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **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):** $35022552.95
- **C.18.a - Value (excl. sponsor support):** $35022552.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 68: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100068229.00
- **C.18.a - Value (excl. sponsor support):** $100068229.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 69: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **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):** $15008611.35
- **C.18.a - Value (excl. sponsor support):** $15008611.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 70: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **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):** $20014252.20
- **C.18.a - Value (excl. sponsor support):** $20014252.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 71: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90044874.00
- **C.18.a - Value (excl. sponsor support):** $90044874.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.120000%
- **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):** $24998732.25
- **C.18.a - Value (excl. sponsor support):** $24998732.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 73: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **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):** $39997930.00
- **C.18.a - Value (excl. sponsor support):** $39997930.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 74: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.120000%
- **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):** $85956143.44
- **C.18.a - Value (excl. sponsor support):** $85956143.44
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 75: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24003874.08
- **C.18.a - Value (excl. sponsor support):** $24003874.08
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 76: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **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):** $69997532.50
- **C.18.a - Value (excl. sponsor support):** $69997532.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 77: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **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):** $29998272.30
- **C.18.a - Value (excl. sponsor support):** $29998272.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 78: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.145000%
- **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):** $99993622.00
- **C.18.a - Value (excl. sponsor support):** $99993622.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 79: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.135000%
- **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):** $99962950.00
- **C.18.a - Value (excl. sponsor support):** $99962950.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 80: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **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):** $79994919.20
- **C.18.a - Value (excl. sponsor support):** $79994919.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 81: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.100000%
- **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):** $24998826.00
- **C.18.a - Value (excl. sponsor support):** $24998826.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 82: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **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):** $62995166.64
- **C.18.a - Value (excl. sponsor support):** $62995166.64
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 83: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **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):** $30001377.60
- **C.18.a - Value (excl. sponsor support):** $30001377.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 84: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **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):** $59993944.20
- **C.18.a - Value (excl. sponsor support):** $59993944.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 85: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $60036152.40
- **C.18.a - Value (excl. sponsor support):** $60036152.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 86: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $40018619.20
- **C.18.a - Value (excl. sponsor support):** $40018619.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.170000%
- **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):** $98490720.32
- **C.18.a - Value (excl. sponsor support):** $98490720.32
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 88: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.140000%
- **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):** $119990235.60
- **C.18.a - Value (excl. sponsor support):** $119990235.60
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 89: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **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):** $74996479.50
- **C.18.a - Value (excl. sponsor support):** $74996479.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 90: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.140000%
- **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):** $65038836.20
- **C.18.a - Value (excl. sponsor support):** $65038836.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 91: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.160000%
- **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):** $19008509.34
- **C.18.a - Value (excl. sponsor support):** $19008509.34
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 92: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.180000%
- **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):** $60039898.20
- **C.18.a - Value (excl. sponsor support):** $60039898.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 93: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.180000%
- **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):** $50044410.00
- **C.18.a - Value (excl. sponsor support):** $50044410.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 94: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.180000%
- **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):** $40026624.00
- **C.18.a - Value (excl. sponsor support):** $40026624.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 95: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.880000%
- **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: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_3.88_1107
- **C.18 - Value (incl. sponsor support):** $298000000.00
- **C.18.a - Value (excl. sponsor support):** $298000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.3338%  | 0.0000% | $444.40            | $445.86            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.3338%  | 0.0000% | $886.10            | $887.09            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CLDB1988 | 2054-09-01      | 4.5000%  | 0.0000% | $66643.80          | $65239.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  | 0.0000% | $116.44            | $117.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  | 0.0000% | $3758.22           | $3827.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  | 0.0000% | $113107.33         | $114951.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  | 0.0000% | $42519.38          | $41576.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  | 0.0000% | $660900.71         | $633761.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $5463.82           | $5081.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  | 0.0000% | $4996.87           | $5073.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  | 0.0000% | $2903288.03        | $3045688.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $270437.42         | $284235.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  | 0.0000% | $1207520.05        | $1235774.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $5191.25           | $4807.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4341 | 2048-03-01      | 3.0000%  | 0.0000% | $39.50             | $35.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  | 0.0000% | $148.34            | $148.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $1625125.61        | $1587736.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  | 0.0000% | $7681.04           | $7251.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6218 | 2055-10-01      | 5.5000%  | 0.0000% | $235448.61         | $242579.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  | 0.0000% | $173925.17         | $174844.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  | 0.0000% | $597.94            | $611.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  | 0.0000% | $59302.44          | $62601.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  | 0.0000% | $193171.06         | $194802.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  | 0.0000% | $102872.97         | $106940.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  | 0.0000% | $205077.16         | $216381.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  | 0.0000% | $163299.87         | $172891.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  | 0.0000% | $12626.53          | $13336.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  | 0.0000% | $1764634.28        | $1829024.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  | 0.0000% | $409429.32         | $426605.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  | 0.0000% | $163218.60         | $170216.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $122863.75         | $125391.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $622213.07         | $641568.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | 0.0000% | $276811.93         | $286615.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $111.19            | $109.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  | 0.0000% | $126199.18         | $132576.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  | 0.0000% | $50910.12          | $45876.58          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $53418.64          | $52059.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $124.74            | $126.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $99131.74          | $102366.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  | 0.0000% | $3813.25           | $3883.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $17.16             | $16.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $21.11             | $19.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | 0.0000% | $28.80             | $27.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $75.90             | $75.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  | 0.0000% | $33.48             | $33.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $67.24             | $64.52             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $384.78            | $378.45            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $2.32              | $2.39              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $11.59             | $11.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  | 0.0000% | $131.35            | $134.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  | 0.0000% | $401753.80         | $362782.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $205470.89         | $207656.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | 0.0000% | $16.18             | $16.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  | 0.0000% | $187530.45         | $187431.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | 0.0000% | $483258.35         | $475701.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | 0.0000% | $2.59              | $2.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  | 0.0000% | $4015117.16        | $4138197.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  | 0.0000% | $136.51            | $141.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  | 0.0000% | $1048437.56        | $1093666.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  | 0.0000% | $193672.33         | $203851.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  | 0.0000% | $170468.28         | $175737.11         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  | 0.0000% | $230889.81         | $225038.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  | 0.0000% | $82557.33          | $85108.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $8351.96           | $8523.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $344604.63         | $355494.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  | 0.0000% | $85585.90          | $86537.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  | 0.0000% | $299.55            | $309.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  | 0.0000% | $241900.98         | $249642.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $132.74            | $133.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  | 0.0000% | $384882.17         | $401219.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  | 0.0000% | $144.38            | $146.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  | 0.0000% | $136.34            | $138.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  | 0.0000% | $210124.96         | $216480.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  | 0.0000% | $28187.92          | $25868.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  | 0.0000% | $248644.98         | $250951.57         | Agency Mortgage-Backed Securities         |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $13454416.90       | $13900104.70       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $36752042.00       | $37922227.02       | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $9.07              | $6.29              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  | 0.0000% | $2.74              | $2.18              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $12863438.20       | $13239324.73       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $8592844.90        | $8669489.34        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $39503178.00       | $40801000.17       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | 0.0000% | $43861279.00       | $42814441.38       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $21664659.60       | $13840249.84       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $630016.70         | $556825.72         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $12754.40          | $13356.91          | U.S. Treasuries (including strips)        |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  | 0.0000% | $4470.00           | $4408.75           | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  | 0.0000% | $17027898.80       | $16460358.93       | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  | 0.0000% | $14.90             | $12.22             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $17491542.10       | $17432298.53       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $37250000.00       | $38979208.77       | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $40486965.40       | $39912693.59       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | 0.0000% | $844889.60         | $862877.85         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $847914.30         | $867494.31         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $201552.30         | $202822.48         | U.S. Treasuries (including strips)        |

### Security 96: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 4.080000%
- **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: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_4.08_1107
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.7311%  | 0.0000% | $163029.34         | $168747.18         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.8199%  | 0.0000% | $76367.11          | $75660.29          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.6973%  | 0.0000% | $908661.03         | $904414.75         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $1437743.78        | $1377920.22        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.5175%  | 0.0000% | $151606.69         | $152819.16         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.6060%  | 0.0000% | $267.89            | $269.03            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.6065%  | 0.0000% | $28.08             | $28.16             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 5.8328%  | 0.0000% | $774375.43         | $782568.42         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.5328%  | 0.0000% | $8632545.07        | $8690764.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.0328%  | 0.0000% | $2229306.89        | $2230329.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  | 0.0000% | $3669535.43        | $2696462.70        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $395326.35         | $385243.95         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $86888.32          | $84772.85          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.3328%  | 0.0000% | $137.67            | $138.23            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.0028%  | 0.0000% | $5023517.21        | $4970452.79        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  | 0.0000% | $69840.11          | $69883.39          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.6028%  | 0.0000% | $343180.14         | $345888.45         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.7928%  | 0.0000% | $13576529.66       | $13470439.93       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.0328%  | 0.0000% | $1475174.93        | $1475395.91        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.0328%  | 0.0000% | $4784928.64        | $4785645.41        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.7328%  | 0.0000% | $117545.56         | $118549.34         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.0328%  | 0.0000% | $3532258.38        | $3532335.38        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 4.9828%  | 0.0000% | $5279444.14        | $5276637.93        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.8054%  | 0.0000% | $133.39            | $132.45            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.5828%  | 0.0000% | $4052795.10        | $4077644.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.3338%  | 0.0000% | $127.87            | $128.01            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.4328%  | 0.0000% | $6787186.44        | $6816021.56        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.0328%  | 0.0000% | $2904059.18        | $2895654.25        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.0328%  | 0.0000% | $2974230.39        | $2975252.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5093%  | 0.0000% | $68560.63          | $70378.89          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.1328%  | 0.0000% | $4474578.29        | $4462056.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.9328%  | 0.0000% | $577520.26         | $585079.31         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.6828%  | 0.0000% | $457007.45         | $460691.90         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.0828%  | 0.0000% | $259.61            | $259.89            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $2002667.86        | $1650585.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  | 0.0000% | $504853.87         | $478170.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $491869.74         | $485781.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  | 0.0000% | $382578.62         | $362352.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  | 0.0000% | $54747.05          | $53016.68          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  | 0.0000% | $760562.52         | $752241.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  | 0.0000% | $126163.54         | $132062.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  | 0.0000% | $211236.02         | $218731.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  | 0.0000% | $1292125.84        | $1295694.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  | 0.0000% | $214533.58         | $225001.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  | 0.0000% | $295825.06         | $300426.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  | 0.0000% | $30598.56          | $31072.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  | 0.0000% | $34427.08          | $32033.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0356 | 2052-10-01      | 5.0000%  | 0.0000% | $505627.62         | $511766.78         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67709 G | 2048-03-01      | 3.5000%  | 0.0000% | $2125214.14        | $2012166.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  | 0.0000% | $252764.39         | $230790.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ6455 | 2054-09-01      | 6.5000%  | 0.0000% | $213221.87         | $222342.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4227 | 2053-05-01      | 4.5000%  | 0.0000% | $332741.73         | $327071.82         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  | 0.0000% | $595618.17         | $604796.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBX3789 | 2053-02-01      | 7.5000%  | 0.0000% | $252674.81         | $272223.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  | 0.0000% | $106184.18         | $97757.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  | 0.0000% | $77097.27          | $79595.51          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $75536.61          | $76555.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4349 | 2052-08-01      | 5.0000%  | 0.0000% | $1601350.74        | $1629245.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $2028884.22        | $1780170.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2140 | 2052-06-01      | 3.5000%  | 0.0000% | $248508.11         | $230888.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  | 0.0000% | $431154.80         | $405533.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3339 | 2049-04-01      | 4.5000%  | 0.0000% | $295177.98         | $295296.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3239 | 2049-03-01      | 5.0000%  | 0.0000% | $357364.11         | $366326.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $1339616.95        | $1303478.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2042 | 2048-06-01      | 4.0000%  | 0.0000% | $467460.91         | $454192.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  | 0.0000% | $3054562.00        | $2989256.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  | 0.0000% | $595650.00         | $600247.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  | 0.0000% | $561721.83         | $567209.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $83309.46          | $81447.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $7162.07           | $6954.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $2510076.59        | $2399215.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $50032.90          | $48207.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $6743.28           | $6595.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $125411.99         | $121743.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  | 0.0000% | $56465.81          | $58296.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  | 0.0000% | $65743.54          | $61123.41          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  | 0.0000% | $32005.80          | $32227.05          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  | 0.0000% | $39727.79          | $41351.12          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G15823 G | 2031-02-01      | 3.5000%  | 0.0000% | $10.57             | $10.51             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $85259.80          | $81559.92          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $195.94            | $192.72            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $9.65              | $10.08             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $40.45             | $42.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1776 | 2054-10-01      | 5.5000%  | 0.0000% | $340904.87         | $347149.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6737 | 2049-12-01      | 3.5000%  | 0.0000% | $242277.67         | $227541.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0420 | 2052-11-01      | 5.5000%  | 0.0000% | $284443.64         | $290648.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  | 0.0000% | $21546.88          | $22348.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  | 0.0000% | $24586.03          | $25568.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $24847.21          | $22106.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6175 | 2053-05-01      | 5.0000%  | 0.0000% | $1763885.63        | $1792691.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6945 | 2045-05-01      | 3.5000%  | 0.0000% | $25.77             | $24.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8733 | 2054-01-01      | 7.0000%  | 0.0000% | $82.74             | $88.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6259 | 2053-05-01      | 5.5000%  | 0.0000% | $2055156.75        | $2145072.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  | 0.0000% | $495089.62         | $407932.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2263 | 2054-08-01      | 6.0000%  | 0.0000% | $320845.22         | $330553.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ6013 | 2054-10-01      | 6.0000%  | 0.0000% | $473229.04         | $486852.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  | 0.0000% | $1007757.44        | $828418.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $813054.76         | $794349.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $49004.03          | $47112.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  | 0.0000% | $342265.96         | $329833.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  | 0.0000% | $1851860.78        | $1892530.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  | 0.0000% | $85318.37          | $83560.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW4885 | 2053-04-01      | 5.5000%  | 0.0000% | $619344.62         | $638794.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN0879 | 2048-11-01      | 4.5000%  | 0.0000% | $489252.49         | $487147.73         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  | 0.0000% | $31598.51          | $32289.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  | 0.0000% | $318689.66         | $311710.46         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  | 0.0000% | $2734367.64        | $2439124.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $395459.87         | $395250.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $114935.86         | $114308.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $253120.40         | $251738.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $871889.82         | $893183.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $2037417.37        | $2136028.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  | 0.0000% | $257497.97         | $250479.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  | 0.0000% | $13036.43          | $12750.96          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.3426%  | 0.0000% | $13375.10          | $13328.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  | 0.0000% | $713723.53         | $711475.30         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  | 0.0000% | $3501146.42        | $3273790.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  | 0.0000% | $27896.96          | $26545.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  | 0.0000% | $611038.17         | $608770.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7767 | 2048-07-01      | 4.5000%  | 0.0000% | $386239.16         | $384805.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7532 | 2048-07-01      | 4.5000%  | 0.0000% | $269553.22         | $266900.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  | 0.0000% | $429027.14         | $352945.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $227920.87         | $221126.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $36574.23          | $31733.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  | 0.0000% | $3242.83           | $3343.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  | 0.0000% | $68120.06          | $71981.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2900 | 2050-06-01      | 3.0000%  | 0.0000% | $53.80             | $48.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | 0.0000% | $36.55             | $34.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  | 0.0000% | $446200.03         | $444280.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  | 0.0000% | $835488.60         | $793231.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8322 | 2052-08-01      | 5.0000%  | 0.0000% | $397659.67         | $404995.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8286 | 2052-08-01      | 5.0000%  | 0.0000% | $539156.30         | $554732.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  | 0.0000% | $59655.26          | $62414.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9536 | 2052-10-01      | 5.0000%  | 0.0000% | $271677.95         | $276013.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $2991540.62        | $3003287.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $123.35            | $127.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  | 0.0000% | $1510416.88        | $1613080.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7771 | 2054-01-01      | 4.5000%  | 0.0000% | $449157.84         | $443702.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $6754140.25        | $6884288.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $1584139.39        | $1690745.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6062 | 2053-04-01      | 5.0000%  | 0.0000% | $305789.74         | $313470.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6184 | 2053-05-01      | 5.5000%  | 0.0000% | $2042844.65        | $2116475.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  | 0.0000% | $509238.31         | $518685.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  | 0.0000% | $1667613.55        | $1678454.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4564 | 2052-09-01      | 5.0000%  | 0.0000% | $615012.09         | $622807.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3800 | 2052-06-01      | 3.0000%  | 0.0000% | $385322.49         | $348771.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7061 | 2050-09-01      | 3.5000%  | 0.0000% | $1854470.99        | $1759070.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5817 | 2048-03-01      | 3.5000%  | 0.0000% | $585423.23         | $556741.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $602551.29         | $567300.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  | 0.0000% | $78872.02          | $77342.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $719586.66         | $652726.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $3374.64           | $3212.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  | 0.0000% | $601835.76         | $642333.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  | 0.0000% | $34071.29          | $35432.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $197025.30         | $192711.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH0230 | 2047-04-01      | 4.0000%  | 0.0000% | $568533.43         | $551780.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $14695312.75       | $14756807.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6423 | 2052-08-01      | 5.0000%  | 0.0000% | $233728.42         | $237686.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  | 0.0000% | $172294.46         | $184325.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $17242.14          | $15777.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0040 | 2052-07-01      | 5.0000%  | 0.0000% | $363679.32         | $369000.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1753 | 2054-09-01      | 5.5000%  | 0.0000% | $126.90            | $129.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  | 0.0000% | $1989693.43        | $2004155.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  | 0.0000% | $50269.67          | $51480.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $168991.22         | $168364.09         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  | 0.0000% | $189062.50         | $177896.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  | 0.0000% | $11272.25          | $11630.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  | 0.0000% | $982526.71         | $1013379.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX2669 | 2055-01-01      | 6.5000%  | 0.0000% | $327235.47         | $344556.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $222483.60         | $219967.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0627 | 2055-02-01      | 5.5000%  | 0.0000% | $132.93            | $136.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  | 0.0000% | $811908.86         | $836674.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  | 0.0000% | $148278.40         | $155422.85         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5315%  | 0.0000% | $805641.38         | $702857.51         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5315%  | 0.0000% | $514551.22         | $490481.46         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4576%  | 0.0000% | $635320.23         | $608560.65         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  | 0.0000% | $30395.41          | $28356.22          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0605%  | 0.0000% | $818817.50         | $807934.46         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0836%  | 0.0000% | $784437.50         | $691495.51         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  | 0.0000% | $1062151.11        | $1044013.46        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2447%  | 0.0000% | $287.51            | $250.51            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4761%  | 0.0000% | $388350.55         | $394687.66         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4683%  | 0.0000% | $1753135.31        | $1544211.26        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $45269.85          | $43464.17          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $6308.21           | $5764.20           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0961%  | 0.0000% | $244117.85         | $229593.50         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $2453550.00        | $2484987.34        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  | 0.0000% | $2646875.00        | $2470952.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3338 | 2053-06-01      | 5.5000%  | 0.0000% | $291225.27         | $299907.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  | 0.0000% | $369007.69         | $363062.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $2271050.28        | $2281957.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  | 0.0000% | $569724.86         | $537947.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  | 0.0000% | $479090.05         | $483377.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  | 0.0000% | $514431.32         | $519036.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  | 0.0000% | $1715366.46        | $1789030.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9154 | 2054-09-01      | 6.0000%  | 0.0000% | $261973.54         | $271617.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4809 | 2036-07-01      | 2.5000%  | 0.0000% | $272247.68         | $257644.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  | 0.0000% | $1600339.02        | $1668987.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9043 | 2049-02-01      | 4.0000%  | 0.0000% | $65.71             | $63.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  | 0.0000% | $244149.32         | $233975.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $215183.03         | $221512.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  | 0.0000% | $133.09            | $108.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  | 0.0000% | $131.58            | $135.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1163 | 2049-07-01      | 3.5000%  | 0.0000% | $241822.26         | $228611.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  | 0.0000% | $19420.67          | $19068.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  | 0.0000% | $543857.96         | $513275.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN5336 | 2049-03-01      | 5.0000%  | 0.0000% | $316463.85         | $323155.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  | 0.0000% | $92731.30          | $90283.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  | 0.0000% | $36.15             | $34.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7946 | 2046-01-01      | 3.5000%  | 0.0000% | $431591.35         | $411659.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $12082.73          | $11959.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  | 0.0000% | $26136.71          | $27160.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  | 0.0000% | $19099.45          | $19186.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  | 0.0000% | $43644.44          | $45389.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  | 0.0000% | $25240.59          | $26249.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.940 MY465990 | 2027-07-01      | 5.9390%  | 0.0000% | $383214.99         | $384115.54         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $298.72            | $316.99            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $16.23             | $16.91             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $89.76             | $92.26             | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $3.27              | $3.34              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $21.02             | $21.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  | 0.0000% | $7116.86           | $7347.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  | 0.0000% | $345934.89         | $336561.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7620 | 2047-08-01      | 3.5000%  | 0.0000% | $2176575.35        | $2046996.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  | 0.0000% | $94651.67          | $82280.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $353744.81         | $360779.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  | 0.0000% | $5.41              | $5.33              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.3780%  | 0.0000% | $151236.42         | $157274.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $348946.82         | $356637.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8575 | 2052-09-01      | 5.0000%  | 0.0000% | $440816.93         | $443715.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  | 0.0000% | $209095.99         | $215370.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  | 0.0000% | $12387334.33       | $12732994.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  | 0.0000% | $1010790.09        | $991858.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  | 0.0000% | $88938.49          | $88425.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  | 0.0000% | $3609.31           | $3745.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR5244 | 2051-02-01      | 2.5000%  | 0.0000% | $312025.30         | $274197.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ0188 | 2050-08-01      | 3.0000%  | 0.0000% | $43.51             | $39.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $21260.00          | $20208.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $50577.96          | $46118.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  | 0.0000% | $1094070.59        | $1037586.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  | 0.0000% | $2173379.56        | $2072999.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  | 0.0000% | $2254623.03        | $2142396.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  | 0.0000% | $2407886.45        | $2374328.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $19.53             | $18.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  | 0.0000% | $84691.44          | $83262.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  | 0.0000% | $29322.76          | $28882.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  | 0.0000% | $12204.29          | $12021.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $70852.14          | $70050.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  | 0.0000% | $63752.22          | $66930.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ9078 | 2054-11-01      | 4.5000%  | 0.0000% | $135.44            | $134.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4181 | 2054-08-01      | 6.0000%  | 0.0000% | $420172.01         | $432350.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3082 | 2054-09-01      | 6.5000%  | 0.0000% | $224904.74         | $239136.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6728 | 2053-07-01      | 6.0000%  | 0.0000% | $219641.84         | $226152.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $1659171.57        | $1693183.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  | 0.0000% | $39303.94          | $38806.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  | 0.0000% | $77270.60          | $70241.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  | 0.0000% | $115955.61         | $105656.20         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  | 0.0000% | $98145.27          | $95256.98          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  | 0.0000% | $262617.19         | $257501.76         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  | 0.0000% | $202410.44         | $192323.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $55898.45          | $56175.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $116.93            | $122.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  | 0.0000% | $123.23            | $128.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  | 0.0000% | $1515574.48        | $1621136.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4086 | 2055-01-01      | 6.5000%  | 0.0000% | $601129.52         | $635548.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX0437 | 2054-12-01      | 6.5000%  | 0.0000% | $297987.73         | $317172.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  | 0.0000% | $357078.39         | $352824.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  | 0.0000% | $93086.21          | $96993.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $666558.30         | $686955.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $18737.65          | $17193.67          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  | 0.0000% | $26943.40          | $27675.34          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  | 0.0000% | $31110.81          | $31885.71          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  | 0.0000% | $15991.83          | $16621.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN7018 | 2049-05-01      | 4.5000%  | 0.0000% | $471341.01         | $466678.03         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  | 0.0000% | $17775.45          | $18463.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  | 0.0000% | $335505.84         | $315813.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4170 | 2053-11-01      | 5.5000%  | 0.0000% | $121.47            | $123.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  | 0.0000% | $22323.26          | $23430.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8530 | 2055-05-01      | 4.0000%  | 0.0000% | $1787360.93        | $1703977.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $3984.56           | $3910.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  | 0.0000% | $62.57             | $64.20             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q32301 G | 2045-03-01      | 4.0000%  | 0.0000% | $480755.17         | $468522.51         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U99177 G | 2044-02-01      | 4.0000%  | 0.0000% | $1131345.01        | $1114408.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3054 | 2054-12-01      | 5.0000%  | 0.0000% | $288399.99         | $289978.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  | 0.0000% | $479221.34         | $506444.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7953 | 2052-08-01      | 5.0000%  | 0.0000% | $343181.35         | $349697.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7330 | 2052-07-01      | 5.0000%  | 0.0000% | $504109.56         | $505932.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7998 | 2052-08-01      | 5.0000%  | 0.0000% | $632336.41         | $639903.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5706 | 2052-05-01      | 3.5000%  | 0.0000% | $827220.78         | $770070.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV2569 | 2052-07-01      | 5.0000%  | 0.0000% | $362954.22         | $367297.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8275 | 2052-08-01      | 5.0000%  | 0.0000% | $524082.05         | $535632.12         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  | 0.0000% | $2541528.38        | $2415413.93        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $1848826.79        | $1844647.21        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $2190348.88        | $2185397.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  | 0.0000% | $885632.14         | $879060.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  | 0.0000% | $516164.09         | $530695.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTSC0764 | 2045-08-01      | 5.5000%  | 0.0000% | $134.91            | $138.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $295187.60         | $279944.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  | 0.0000% | $63944.02          | $66682.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9040 | 2050-02-01      | 3.5000%  | 0.0000% | $423291.47         | $396021.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $404787.18         | $400165.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBT8387 | 2052-09-01      | 4.5000%  | 0.0000% | $508496.35         | $506329.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  | 0.0000% | $7468459.75        | $7795697.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  | 0.0000% | $637844.21         | $641137.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0473 | 2052-10-01      | 5.0000%  | 0.0000% | $242965.78         | $245678.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0249 | 2055-04-01      | 5.5000%  | 0.0000% | $129.16            | $131.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD1866 | 2054-12-01      | 5.0000%  | 0.0000% | $252750.50         | $255112.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3168 | 2054-10-01      | 6.0000%  | 0.0000% | $483868.24         | $502862.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $376748.36         | $388309.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  | 0.0000% | $28533.57          | $29444.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  | 0.0000% | $633132.65         | $648754.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $8255.51           | $8473.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $4735.07           | $4873.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  | 0.0000% | $251807.28         | $249783.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $102.79            | $88.94             | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  | 0.0000% | $2014002.23        | $1875276.42        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $252701.95         | $242074.82         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $1593731.15        | $1496331.33        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3193%  | 0.0000% | $775136.08         | $683839.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE7474 | 2047-02-01      | 4.0000%  | 0.0000% | $578400.25         | $562195.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  | 0.0000% | $66406.20          | $64606.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  | 0.0000% | $631607.46         | $613909.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6193 | 2053-05-01      | 6.0000%  | 0.0000% | $1984968.37        | $2086130.29        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  | 0.0000% | $1650000.00        | $1462143.65        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  | 0.0000% | $89888.22          | $86350.46          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  | 0.0000% | $16358.92          | $16266.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9466 | 2047-04-01      | 4.0000%  | 0.0000% | $2279807.86        | $2215937.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  | 0.0000% | $13510.53          | $13809.09          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  | 0.0000% | $29647.50          | $30627.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  | 0.0000% | $49860.47          | $48645.53          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  | 0.0000% | $20363.73          | $20660.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  | 0.0000% | $23296.08          | $24227.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  | 0.0000% | $21578.29          | $22440.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  | 0.0000% | $26783.04          | $27675.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  | 0.0000% | $490033.81         | $468389.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  | 0.0000% | $1653104.23        | $1725463.90        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  | 0.0000% | $30264.64          | $30988.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  | 0.0000% | $12670.23          | $12084.70          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  | 0.0000% | $35848.23          | $33044.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $8683.77           | $9221.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  | 0.0000% | $9542.19           | $10145.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $73456.53          | $74961.09          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  | 0.0000% | $1198862.50        | $1287781.73        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  | 0.0000% | $772632.41         | $808589.95         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  | 0.0000% | $1335093.44        | $1396509.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9082 | 2053-05-01      | 6.0000%  | 0.0000% | $503782.73         | $530163.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8274 | 2053-03-01      | 5.5000%  | 0.0000% | $595332.18         | $606481.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0472 | 2052-10-01      | 5.0000%  | 0.0000% | $298239.62         | $301216.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9301 | 2052-09-01      | 5.0000%  | 0.0000% | $461718.01         | $466107.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $161.60            | $163.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7885 | 2052-08-01      | 4.5000%  | 0.0000% | $569114.13         | $566688.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7037 | 2052-09-01      | 5.0000%  | 0.0000% | $170313.23         | $173114.15         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0510%  | 0.0000% | $988429.57         | $982791.40         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0850%  | 0.0000% | $1886118.32        | $1877542.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5871 | 2052-08-01      | 5.0000%  | 0.0000% | $301839.29         | $302650.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4872 | 2053-04-01      | 5.0000%  | 0.0000% | $542188.82         | $551501.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW3953 | 2052-09-01      | 5.0000%  | 0.0000% | $549672.92         | $551601.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV9671 | 2052-06-01      | 3.0000%  | 0.0000% | $675551.03         | $606473.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV9286 | 2052-07-01      | 5.0000%  | 0.0000% | $413671.40         | $420977.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  | 0.0000% | $742832.06         | $684466.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  | 0.0000% | $30054.99          | $28602.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $15.01             | $14.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  | 0.0000% | $880064.79         | $864851.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  | 0.0000% | $195169.93         | $206615.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1630 | 2054-08-01      | 7.0000%  | 0.0000% | $318749.35         | $338966.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0072 | 2054-09-01      | 5.5000%  | 0.0000% | $248645.46         | $253681.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB7341 | 2054-07-01      | 7.0000%  | 0.0000% | $221525.67         | $234402.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB6796 | 2054-07-01      | 6.5000%  | 0.0000% | $346949.34         | $365743.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6791 | 2054-07-01      | 6.0000%  | 0.0000% | $336258.13         | $349791.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  | 0.0000% | $81098.45          | $86297.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  | 0.0000% | $293468.62         | $312731.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  | 0.0000% | $233354.70         | $242583.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  | 0.0000% | $32681.67          | $34254.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  | 0.0000% | $516565.13         | $540779.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  | 0.0000% | $216690.23         | $225656.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  | 0.0000% | $18452.10          | $19248.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  | 0.0000% | $20707.31          | $21026.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  | 0.0000% | $37736.03          | $39108.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  | 0.0000% | $27619.51          | $28045.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  | 0.0000% | $27081.07          | $26394.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1226 | 2043-07-01      | 3.5000%  | 0.0000% | $257877.30         | $246328.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  | 0.0000% | $6620.30           | $6324.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $3998.68           | $3644.95           | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  | 0.0000% | $140524.87         | $117041.62         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/30        | 2030-02-15      | 0.0000%  | 0.0000% | $386375.00         | $328531.19         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $228525.00         | $204381.33         | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  | 0.0000% | $110687.50         | $99934.65          | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $522535.54         | $480592.13         | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $218385.98         | $151388.22         | U.S. Treasuries (including strips)        |
| USTR 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  | 0.0000% | $228951.25         | $212916.65         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $382153.75         | $390978.43         | U.S. Treasuries (including strips)        |

### Security 97: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.850000%
- **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: 779998004, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 779998004_3.85_1107
- **C.18 - Value (incl. sponsor support):** $588500000.00
- **C.18.a - Value (excl. sponsor support):** $588500000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 5.2838%  | 0.0000% | $5895409.24        | $5934734.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 5.4838%  | 0.0000% | $763966.41         | $769989.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.4838%  | 0.0000% | $7424666.52        | $7466538.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-029 FC     | 2052-02-20      | 4.0000%  | 0.0000% | $2255219.10        | $2040409.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 5.0338%  | 0.0000% | $988319.15         | $989835.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 5.0338%  | 0.0000% | $1388132.14        | $1390261.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 5.2538%  | 0.0000% | $8401395.94        | $8433365.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 5.1838%  | 0.0000% | $8342600.62        | $8370639.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-081 GV     | 2036-05-20      | 5.0000%  | 0.0000% | $461066.80         | $469138.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-050 FG     | 2055-03-20      | 5.3338%  | 0.0000% | $8908630.70        | $8942142.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.3838%  | 0.0000% | $1681782.33        | $1686170.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FC     | 2054-07-20      | 5.1838%  | 0.0000% | $3895057.09        | $3904432.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.3338%  | 0.0000% | $73360.76          | $73639.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.3338%  | 0.0000% | $1156.52           | $1157.81           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 5.1838%  | 0.0000% | $2536200.27        | $2552312.58        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5245DF 08/25/52 | 2052-08-25      | 4.8828%  | 0.0000% | $143.26            | $140.44            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.5538%  | 0.0000% | $8810936.41        | $8869828.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 5.0338%  | 0.0000% | $1382990.15        | $1385111.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.3338%  | 0.0000% | $1248745.54        | $1255997.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.6838%  | 0.0000% | $14250843.41       | $14414781.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 5.2338%  | 0.0000% | $7117122.00        | $7153520.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 5.0838%  | 0.0000% | $7855543.25        | $7874933.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 KF     | 2052-02-20      | 4.0000%  | 0.0000% | $4238084.93        | $3903018.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ     | 2053-10-20      | 5.3338%  | 0.0000% | $3884924.49        | $3913955.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.6838%  | 0.0000% | $5098465.45        | $5142060.97        | Agency Collateralized Mortgage Obligation |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $59.14             | $61.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  | 0.0000% | $64.78             | $58.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $112.76            | $114.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $140.42            | $143.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5876 | 2050-11-01      | 2.5000%  | 0.0000% | $112313.80         | $97748.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $1554710.85        | $1445780.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  | 0.0000% | $7626361.69        | $7092020.65        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18603 G | 2043-06-01      | 3.5000%  | 0.0000% | $231602.36         | $223682.87         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q17952 G | 2043-05-01      | 4.0000%  | 0.0000% | $90.62             | $89.20             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U91253 G | 2043-04-01      | 4.0000%  | 0.0000% | $76482.95          | $75278.06          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  | 0.0000% | $295255.80         | $291521.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  | 0.0000% | $11545.05          | $10479.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  | 0.0000% | $29325.32          | $24620.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  | 0.0000% | $2207990.93        | $2095314.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $1605.85           | $1469.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  | 0.0000% | $10393358.38       | $9512417.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2300 | 2055-10-01      | 6.0000%  | 0.0000% | $147.13            | $151.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2305 | 2055-10-01      | 5.5000%  | 0.0000% | $672819.10         | $684731.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1881 | 2055-10-01      | 5.0000%  | 0.0000% | $148.01            | $148.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF0635 | 2040-09-01      | 5.5000%  | 0.0000% | $267642.99         | $274916.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0420 | 2055-10-01      | 5.0000%  | 0.0000% | $148.30            | $149.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0419 | 2055-10-01      | 5.0000%  | 0.0000% | $148.30            | $148.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  | 0.0000% | $90146.70          | $86176.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  | 0.0000% | $103019.97         | $89420.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  | 0.0000% | $808030.53         | $729227.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  | 0.0000% | $57324.59          | $47380.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  | 0.0000% | $193028.45         | $179372.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  | 0.0000% | $191099.48         | $174227.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  | 0.0000% | $9202.21           | $9282.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  | 0.0000% | $10774.03          | $10947.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  | 0.0000% | $13340.67          | $12106.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  | 0.0000% | $8368.11           | $7859.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  | 0.0000% | $85275.42          | $71661.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  | 0.0000% | $16708.60          | $14027.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  | 0.0000% | $17567.27          | $15742.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  | 0.0000% | $41229.23          | $34619.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8719 | 2050-04-01      | 3.5000%  | 0.0000% | $95042.71          | $89678.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8603 | 2050-04-01      | 3.5000%  | 0.0000% | $119096.10         | $112382.61         | Agency Mortgage-Backed Securities         |
| FMAC 08.500 FGPC G60687 G | 2031-05-01      | 8.5000%  | 0.0000% | $437.11            | $454.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  | 0.0000% | $343145.52         | $323351.40         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $194433.70         | $189486.01         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29019 G | 2044-10-01      | 4.0000%  | 0.0000% | $50.47             | $49.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $271294.88         | $276233.98         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16210 G | 2032-06-01      | 3.5000%  | 0.0000% | $46.08             | $45.70             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16043 G | 2030-08-01      | 3.5000%  | 0.0000% | $18.33             | $18.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1017 C     | 2055-07-20      | 6.0000%  | 0.0000% | $25056.58          | $26120.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1015 C     | 2055-07-20      | 5.5000%  | 0.0000% | $23907.58          | $24447.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1008 C     | 2055-06-20      | 6.0000%  | 0.0000% | $352501.40         | $364334.52         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0634 M     | 2055-09-20      | 5.5000%  | 0.0000% | $97372.68          | $98657.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0369 M     | 2055-05-20      | 7.0000%  | 0.0000% | $72263.99          | $75026.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $332505.75         | $344684.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4427585.35        | $4688288.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8602 C     | 2055-10-20      | 6.0000%  | 0.0000% | $295.43            | $305.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7452 C     | 2055-10-20      | 6.0000%  | 0.0000% | $268233.15         | $278550.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2983166.09        | $3083310.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  | 0.0000% | $255670.76         | $269319.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  | 0.0000% | $2112955.12        | $2184768.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3744759.36        | $3870470.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  | 0.0000% | $156603.58         | $163776.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  | 0.0000% | $300719.49         | $323408.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $113.83            | $112.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  | 0.0000% | $94.49             | $77.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  | 0.0000% | $38.22             | $34.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  | 0.0000% | $4126848.03        | $4023723.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | 0.0000% | $2821135.83        | $2679166.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3562 | 2048-02-01      | 4.5000%  | 0.0000% | $85.98             | $85.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  | 0.0000% | $1228156.49        | $1193612.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  | 0.0000% | $13.56             | $13.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  | 0.0000% | $168948.33         | $162114.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | 0.0000% | $1.06              | $1.12              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  | 0.0000% | $194167.29         | $204942.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  | 0.0000% | $335302.30         | $357972.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  | 0.0000% | $163284.26         | $174324.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  | 0.0000% | $391231.57         | $417683.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  | 0.0000% | $206276.22         | $220222.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  | 0.0000% | $371909.84         | $387095.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  | 0.0000% | $273300.28         | $286892.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  | 0.0000% | $41965.62          | $33116.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  | 0.0000% | $380813.75         | $402289.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8917 | 2053-03-01      | 6.0000%  | 0.0000% | $98.58             | $101.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  | 0.0000% | $487373.72         | $511024.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  | 0.0000% | $394001.92         | $408295.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3596 | 2055-09-01      | 5.5000%  | 0.0000% | $147.00            | $151.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1646 | 2055-09-01      | 6.0000%  | 0.0000% | $146.96            | $153.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7484 | 2055-07-01      | 6.0000%  | 0.0000% | $146.59            | $151.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  | 0.0000% | $147.00            | $147.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA5884 | 2040-11-01      | 4.0000%  | 0.0000% | $147.13            | $145.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $19.20             | $17.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $107.37            | $92.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1154 | 2032-08-01      | 4.0000%  | 0.0000% | $9.84              | $9.81              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  | 0.0000% | $15.87             | $15.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $28.54             | $27.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT3164 | 2043-04-01      | 3.0000%  | 0.0000% | $26.36             | $24.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | 0.0000% | $72070.65          | $68349.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  | 0.0000% | $26961.18          | $24742.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  | 0.0000% | $3200219.74        | $2942826.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  | 0.0000% | $4117.95           | $3766.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  | 0.0000% | $16001471.91       | $14635106.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  | 0.0000% | $2300732.64        | $2104270.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  | 0.0000% | $906949.34         | $865060.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  | 0.0000% | $484496.40         | $444677.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $3393847.74        | $3229143.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  | 0.0000% | $4541111.65        | $4315071.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | 0.0000% | $112454.58         | $107162.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR3320 | 2043-02-01      | 3.5000%  | 0.0000% | $667208.04         | $639396.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1422171.89        | $1476874.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  | 0.0000% | $889168.54         | $919818.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  | 0.0000% | $131274.29         | $124011.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  | 0.0000% | $342253.29         | $349181.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  | 0.0000% | $9570.96           | $8971.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  | 0.0000% | $44488.27          | $46034.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  | 0.0000% | $5704.03           | $5535.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  | 0.0000% | $90282.50          | $74635.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  | 0.0000% | $127426.62         | $112930.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL7278 | 2030-08-01      | 3.5000%  | 0.0000% | $87090.17          | $86497.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  | 0.0000% | $2891338.26        | $2767203.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  | 0.0000% | $24361.07          | $23070.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6113 | 2052-05-01      | 3.0000%  | 0.0000% | $122.57            | $109.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3789 | 2053-01-01      | 6.0000%  | 0.0000% | $114.28            | $119.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  | 0.0000% | $112.15            | $105.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3401 | 2055-11-01      | 5.0000%  | 0.0000% | $147.13            | $147.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA3284 | 2036-09-01      | 2.5000%  | 0.0000% | $147.13            | $139.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2449 | 2052-04-01      | 2.0000%  | 0.0000% | $145.74            | $120.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2443 | 2055-08-01      | 6.0000%  | 0.0000% | $1132.26           | $1167.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  | 0.0000% | $145.24            | $147.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  | 0.0000% | $125.70            | $126.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  | 0.0000% | $2008910.22        | $2009727.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  | 0.0000% | $855483.97         | $869962.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  | 0.0000% | $132.97            | $136.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  | 0.0000% | $80.39             | $73.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  | 0.0000% | $1356.34           | $1408.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  | 0.0000% | $4447.27           | $4250.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $18621.76          | $17613.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZS0468 | 2029-10-01      | 7.5000%  | 0.0000% | $3976.55           | $4093.33           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC N35004 G | 2045-05-01      | 3.0000%  | 0.0000% | $6922.74           | $6401.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $23266.40          | $23306.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $40.07             | $38.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 4PZL0907 | 2035-01-01      | 5.0000%  | 0.0000% | $3795.69           | $3836.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  | 0.0000% | $5550.10           | $5564.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.000 CLZJ4912 | 2031-02-01      | 8.0000%  | 0.0000% | $5004.37           | $5244.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9526 | 2039-12-01      | 5.0000%  | 0.0000% | $163203.23         | $168495.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  | 0.0000% | $7.91              | $8.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3832 | 2043-07-01      | 3.5000%  | 0.0000% | $677224.57         | $646896.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  | 0.0000% | $7189406.01        | $6925315.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9198 | 2042-01-01      | 3.5000%  | 0.0000% | $10.09             | $9.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ5964 | 2041-11-01      | 3.5000%  | 0.0000% | $9.21              | $8.80              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  | 0.0000% | $0.14              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  | 0.0000% | $128.45            | $117.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 K2254169 | 2031-12-01      | 6.5000%  | 0.0000% | $0.25              | $0.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $124.56            | $129.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | 0.0000% | $1640.77           | $1691.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $1101374.33        | $1140550.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8376 | 2054-06-01      | 6.0000%  | 0.0000% | $144.86            | $150.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  | 0.0000% | $274.02            | $282.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  | 0.0000% | $90269.94          | $83927.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  | 0.0000% | $139.30            | $141.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ7191 | 2043-07-01      | 3.0000%  | 0.0000% | $73786.97          | $68332.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAP9568 | 2027-10-01      | 3.5000%  | 0.0000% | $3.60              | $3.57              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  | 0.0000% | $52079.45          | $49198.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  | 0.0000% | $90165.27          | $81429.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  | 0.0000% | $29759.03          | $26373.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  | 0.0000% | $24565.14          | $21770.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  | 0.0000% | $121458.72         | $114738.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  | 0.0000% | $106850.55         | $96498.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  | 0.0000% | $196215.21         | $177204.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  | 0.0000% | $88866.07          | $80256.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  | 0.0000% | $396964.60         | $419362.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  | 0.0000% | $324624.35         | $342176.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  | 0.0000% | $14927.22          | $11779.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $3272791.63        | $3141521.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  | 0.0000% | $19007.51          | $20079.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  | 0.0000% | $36747.60          | $37672.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  | 0.0000% | $42674.33          | $45080.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  | 0.0000% | $53305.42          | $54385.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  | 0.0000% | $15487.43          | $14060.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  | 0.0000% | $53807.39          | $51075.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  | 0.0000% | $40913.12          | $37251.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  | 0.0000% | $28534.77          | $23972.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $19006.34          | $19392.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ6522 | 2054-10-01      | 5.0000%  | 0.0000% | $140.23            | $140.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  | 0.0000% | $0.89              | $0.92              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  | 0.0000% | $40.34             | $38.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  | 0.0000% | $27.48             | $26.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  | 0.0000% | $195.94            | $204.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  | 0.0000% | $991417.93         | $1009730.74        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q28932 G | 2044-10-01      | 4.0000%  | 0.0000% | $328085.96         | $322460.38         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q24207 G | 2044-01-01      | 4.5000%  | 0.0000% | $25.24             | $25.03             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  | 0.0000% | $420244.35         | $408940.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0446 | 2055-10-01      | 6.0000%  | 0.0000% | $147.13            | $153.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  | 0.0000% | $147.13            | $144.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9661 | 2055-09-01      | 7.0000%  | 0.0000% | $147.13            | $156.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  | 0.0000% | $147.13            | $149.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  | 0.0000% | $294.17            | $306.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  | 0.0000% | $670524.87         | $690896.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  | 0.0000% | $1778633.84        | $1821851.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8904 | 2055-10-01      | 5.5000%  | 0.0000% | $148.30            | $151.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  | 0.0000% | $275560.95         | $284304.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  | 0.0000% | $212336.33         | $222363.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $125.12            | $127.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $115.76            | $119.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6448 | 2055-08-01      | 6.5000%  | 0.0000% | $416397.41         | $433708.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4688 | 2055-07-01      | 5.0000%  | 0.0000% | $146.31            | $147.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5312 | 2055-09-01      | 6.0000%  | 0.0000% | $147.00            | $151.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  | 0.0000% | $909381.39         | $958944.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  | 0.0000% | $849853.36         | $907314.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4763 | 2054-04-01      | 6.0000%  | 0.0000% | $101329.18         | $105026.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | 0.0000% | $268699.17         | $271791.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  | 0.0000% | $940370.01         | $979232.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5274 | 2044-01-01      | 6.0000%  | 0.0000% | $4249.04           | $4427.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  | 0.0000% | $3132242.66        | $3216939.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  | 0.0000% | $511032.51         | $515584.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  | 0.0000% | $3944837.46        | $4087467.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  | 0.0000% | $3737544.75        | $3857749.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $3556783.72        | $3710451.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  | 0.0000% | $1163541.61        | $1147320.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  | 0.0000% | $1025627.60        | $1046336.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4411 | 2051-01-01      | 2.5000%  | 0.0000% | $87.88             | $75.55             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  | 0.0000% | $226437.89         | $237085.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  | 0.0000% | $1399535.29        | $1477234.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  | 0.0000% | $214545.49         | $226461.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  | 0.0000% | $194660.40         | $205479.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | 0.0000% | $1800903.44        | $1851118.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5696 C     | 2055-03-20      | 6.0000%  | 0.0000% | $2299490.84        | $2376682.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  | 0.0000% | $180774.44         | $193358.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  | 0.0000% | $143776.33         | $129748.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  | 0.0000% | $993521.60         | $962772.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  | 0.0000% | $543861.03         | $523922.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  | 0.0000% | $107555.71         | $102416.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  | 0.0000% | $113097.03         | $108078.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  | 0.0000% | $105796.19         | $100980.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  | 0.0000% | $151474.12         | $144704.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  | 0.0000% | $77400.88          | $73989.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  | 0.0000% | $155573.66         | $148812.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  | 0.0000% | $110972.66         | $106218.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  | 0.0000% | $74529.84          | $71106.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  | 0.0000% | $80409.37          | $76766.05          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  | 0.0000% | $21031.82          | $21780.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  | 0.0000% | $25714.91          | $26707.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  | 0.0000% | $19331.04          | $19796.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2162 | 2055-04-01      | 5.5000%  | 0.0000% | $141.48            | $144.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  | 0.0000% | $146.85            | $147.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7743 | 2054-06-01      | 6.0000%  | 0.0000% | $132.63            | $137.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8587 | 2045-08-01      | 3.5000%  | 0.0000% | $75780.75          | $71867.48          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  | 0.0000% | $199145.95         | $191577.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $132.64            | $136.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $248067.72         | $261916.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  | 0.0000% | $234331.09         | $249557.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4131 | 2055-11-01      | 6.5000%  | 0.0000% | $147.13            | $154.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ7518 | 2055-11-01      | 5.0000%  | 0.0000% | $147.13            | $147.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3192 | 2055-11-01      | 6.0000%  | 0.0000% | $299.55            | $311.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  | 0.0000% | $4609727.68        | $4396821.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  | 0.0000% | $148.14            | $148.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  | 0.0000% | $155.80            | $161.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2871 | 2055-03-01      | 5.5000%  | 0.0000% | $164624.90         | $168770.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  | 0.0000% | $139.07            | $137.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKBM7860 | 2050-12-01      | 4.0000%  | 0.0000% | $450088.92         | $425639.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  | 0.0000% | $189713.79         | $199971.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  | 0.0000% | $119866.05         | $127969.24         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  | 0.0000% | $297207.17         | $294756.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  | 0.0000% | $14633.79          | $15283.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  | 0.0000% | $802295.03         | $775854.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  | 0.0000% | $15.28             | $14.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1773 | 2054-06-01      | 5.5000%  | 0.0000% | $140.59            | $143.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  | 0.0000% | $284057.50         | $290703.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  | 0.0000% | $64770.67          | $66301.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  | 0.0000% | $3444357.34        | $3592075.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  | 0.0000% | $555439.20         | $587864.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $1308.95           | $1069.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9003 | 2045-02-01      | 3.5000%  | 0.0000% | $58.02             | $55.24             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $128.95            | $132.21            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G07692 G | 2044-03-01      | 4.5000%  | 0.0000% | $8559.81           | $8622.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  | 0.0000% | $133.84            | $137.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  | 0.0000% | $165987.73         | $159871.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $122.26            | $126.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  | 0.0000% | $30086.98          | $28649.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD5578 | 2052-09-01      | 3.5000%  | 0.0000% | $163727.61         | $152701.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  | 0.0000% | $142088.52         | $149412.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  | 0.0000% | $37216.92          | $38688.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  | 0.0000% | $71244.60          | $58909.79          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  | 0.0000% | $40011.28          | $40882.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  | 0.0000% | $44789.67          | $42733.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $15247302.43       | $14604222.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  | 0.0000% | $14.56             | $13.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  | 0.0000% | $384650.81         | $388934.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2102 | 2054-08-01      | 6.0000%  | 0.0000% | $1671034.41        | $1738136.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  | 0.0000% | $911119.45         | $948816.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $127.76            | $128.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | 0.0000% | $10848007.59       | $11212862.24       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $15847.84          | $16146.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  | 0.0000% | $164675.14         | $167408.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  | 0.0000% | $53864.77          | $55992.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4130 | 2055-05-01      | 6.0000%  | 0.0000% | $145.15            | $150.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  | 0.0000% | $144.51            | $148.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  | 0.0000% | $118.72            | $124.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1421 | 2054-05-01      | 5.5000%  | 0.0000% | $124.14            | $126.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  | 0.0000% | $130.15            | $127.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4107 | 2055-08-01      | 5.5000%  | 0.0000% | $279881.35         | $285094.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9295 | 2055-04-01      | 6.0000%  | 0.0000% | $239444.17         | $246257.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9150 | 2055-05-01      | 6.0000%  | 0.0000% | $122.10            | $125.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  | 0.0000% | $109.53            | $113.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $606381.32         | $616758.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $122.15            | $122.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  | 0.0000% | $113.42            | $115.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  | 0.0000% | $95.30             | $78.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  | 0.0000% | $8007951.13        | $7715458.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $30651685.71       | $30802052.67       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  | 0.0000% | $68277.04          | $68989.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  | 0.0000% | $4286922.79        | $4174954.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF6627 | 2053-01-01      | 6.5000%  | 0.0000% | $10432.11          | $11067.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  | 0.0000% | $300252.37         | $316761.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $110.70            | $114.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  | 0.0000% | $43759.43          | $41338.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  | 0.0000% | $8136.53           | $8189.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  | 0.0000% | $2743541.22        | $2797674.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIDB2344 | 2039-10-01      | 4.0000%  | 0.0000% | $93618.69          | $92512.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1968 | 2054-09-01      | 6.5000%  | 0.0000% | $115.35            | $123.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0064 | 2054-04-01      | 6.0000%  | 0.0000% | $36617.64          | $38258.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  | 0.0000% | $112.00            | $118.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  | 0.0000% | $144.39            | $154.55            | Agency Mortgage-Backed Securities         |
| FMAC 02.000 FGPC J22899 G | 2028-03-01      | 2.0000%  | 0.0000% | $5.65              | $5.53              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  | 0.0000% | $117823.50         | $97403.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  | 0.0000% | $161875.52         | $146192.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  | 0.0000% | $51088.42          | $46138.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  | 0.0000% | $22094.24          | $17435.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  | 0.0000% | $165865.28         | $158698.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  | 0.0000% | $55700.94          | $59122.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  | 0.0000% | $134184.94         | $140337.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  | 0.0000% | $97107.19          | $101544.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  | 0.0000% | $128748.74         | $127408.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  | 0.0000% | $104467.97         | $103380.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  | 0.0000% | $2137998.75        | $1968448.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  | 0.0000% | $51469.51          | $45747.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  | 0.0000% | $82850.27          | $80403.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  | 0.0000% | $57249.51          | $56743.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  | 0.0000% | $26989.02          | $27374.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  | 0.0000% | $16025.91          | $16607.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  | 0.0000% | $97535.57          | $100774.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  | 0.0000% | $163405.85         | $176835.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  | 0.0000% | $156355.58         | $157508.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  | 0.0000% | $65954.70          | $63230.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2148 | 2055-07-01      | 5.5000%  | 0.0000% | $142.01            | $144.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  | 0.0000% | $142.94            | $146.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0810 | 2055-04-01      | 5.5000%  | 0.0000% | $139.46            | $142.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ4544 | 2055-10-01      | 4.5000%  | 0.0000% | $120325.33         | $118252.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6251 | 2053-07-01      | 6.0000%  | 0.0000% | $28647.86          | $29530.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  | 0.0000% | $300048.91         | $310252.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  | 0.0000% | $883413.35         | $912135.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $35263.22          | $35986.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  | 0.0000% | $779404.73         | $795061.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9670 | 2053-03-01      | 5.5000%  | 0.0000% | $12596.94          | $12932.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9575 | 2053-03-01      | 6.0000%  | 0.0000% | $270.47            | $279.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  | 0.0000% | $11143.34          | $11526.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  | 0.0000% | $80885.22          | $83634.26          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04052 G | 2042-06-01      | 3.5000%  | 0.0000% | $21.00             | $20.17             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $11.57             | $11.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3674 | 2054-10-01      | 5.0000%  | 0.0000% | $145.29            | $147.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC2066 | 2054-10-01      | 4.5000%  | 0.0000% | $145.08            | $142.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  | 0.0000% | $2956927.79        | $3003597.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0552 | 2054-07-01      | 6.0000%  | 0.0000% | $89025.59          | $92117.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  | 0.0000% | $136.23            | $144.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  | 0.0000% | $142.83            | $143.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  | 0.0000% | $136.08            | $141.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  | 0.0000% | $74067.07          | $79029.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  | 0.0000% | $551769.14         | $537500.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $22.42             | $21.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBJ3862 | 2038-01-01      | 3.0000%  | 0.0000% | $30.19             | $28.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  | 0.0000% | $3852614.51        | $3639332.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7058 | 2047-12-01      | 3.5000%  | 0.0000% | $24.02             | $22.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $4441903.43        | $4190507.98        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07351 G | 2042-08-01      | 3.5000%  | 0.0000% | $272.65            | $261.92            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G07137 G | 2039-10-01      | 6.0000%  | 0.0000% | $50757.52          | $53851.54          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $51921.02          | $54258.83          | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01903 G | 2034-01-01      | 8.0000%  | 0.0000% | $23817.86          | $25089.35          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $2219.54           | $2355.29           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A48052 G | 2035-12-01      | 5.5000%  | 0.0000% | $44391.83          | $46350.41          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $48.07             | $50.11             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $354.32            | $364.17            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $84.48             | $86.47             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $87.37             | $88.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8358 | 2054-12-01      | 4.5000%  | 0.0000% | $172845.26         | $170685.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  | 0.0000% | $423901.10         | $426476.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  | 0.0000% | $145.91            | $148.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  | 0.0000% | $294592.77         | $297562.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8861 | 2052-09-01      | 5.0000%  | 0.0000% | $457326.55         | $464934.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  | 0.0000% | $83160.14          | $81655.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  | 0.0000% | $233778.93         | $233289.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  | 0.0000% | $3001.78           | $3018.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  | 0.0000% | $1356412.50        | $1300044.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  | 0.0000% | $281690.21         | $286346.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  | 0.0000% | $358883.59         | $365204.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  | 0.0000% | $21133.66          | $21726.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5777 | 2052-07-01      | 5.0000%  | 0.0000% | $271082.18         | $275282.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4746 | 2052-06-01      | 5.0000%  | 0.0000% | $310937.27         | $312724.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  | 0.0000% | $135.58            | $138.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  | 0.0000% | $149.12            | $146.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  | 0.0000% | $130.11            | $137.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  | 0.0000% | $117.23            | $121.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  | 0.0000% | $137.28            | $128.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  | 0.0000% | $141.67            | $144.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  | 0.0000% | $137.88            | $138.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  | 0.0000% | $142.57            | $142.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | 0.0000% | $96.49             | $101.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | 0.0000% | $133.09            | $135.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $132.37            | $131.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6010 | 2053-04-01      | 5.5000%  | 0.0000% | $113.69            | $115.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5045 | 2052-10-01      | 5.0000%  | 0.0000% | $129.70            | $130.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $133.25            | $135.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  | 0.0000% | $161952.06         | $170774.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3507 | 2055-10-01      | 5.5000%  | 0.0000% | $147.13            | $149.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  | 0.0000% | $21460.83          | $20273.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $86586.83          | $89243.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1742080.61        | $1800562.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  | 0.0000% | $35956.72          | $32256.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  | 0.0000% | $267186.00         | $282916.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6880 | 2055-10-01      | 5.5000%  | 0.0000% | $913203.70         | $937366.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2093465.55        | $2163743.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7447 C     | 2055-10-20      | 6.0000%  | 0.0000% | $303.52            | $316.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9238 | 2054-12-01      | 6.0000%  | 0.0000% | $142.97            | $147.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  | 0.0000% | $36.67             | $35.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  | 0.0000% | $16701.64          | $16622.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  | 0.0000% | $565910.30         | $540917.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  | 0.0000% | $28625.03          | $26000.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  | 0.0000% | $135.72            | $139.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3577 | 2055-03-01      | 5.5000%  | 0.0000% | $147.88            | $150.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $259336.73         | $267401.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  | 0.0000% | $143.95            | $146.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1710 | 2053-10-01      | 6.0000%  | 0.0000% | $282745.33         | $296431.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  | 0.0000% | $144.29            | $149.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB1479 | 2050-07-01      | 3.0000%  | 0.0000% | $74.39             | $67.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  | 0.0000% | $613254.52         | $632343.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $17.38             | $16.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH5578 | 2053-12-01      | 7.5000%  | 0.0000% | $91.54             | $99.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  | 0.0000% | $2344525.28        | $2151601.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  | 0.0000% | $527878.43         | $499746.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  | 0.0000% | $167034.59         | $174132.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $12674056.63       | $12184922.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  | 0.0000% | $155115.85         | $163148.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2395 | 2053-01-01      | 5.0000%  | 0.0000% | $116.49            | $117.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  | 0.0000% | $67994.40          | $64955.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  | 0.0000% | $17431.45          | $15742.64          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  | 0.0000% | $45.47             | $44.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  | 0.0000% | $18295.28          | $19702.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5139 | 2033-01-01      | 5.5000%  | 0.0000% | $10197.71          | $10532.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  | 0.0000% | $18156522.04       | $15783385.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  | 0.0000% | $12504.01          | $12667.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0844 C     | 2064-08-20      | 4.0000%  | 0.0000% | $46034.39          | $43487.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  | 0.0000% | $38268.48          | $36534.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  | 0.0000% | $98227.19          | $94913.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  | 0.0000% | $3706909.48        | $3047234.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  | 0.0000% | $17.67             | $17.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3106 | 2049-10-01      | 3.0000%  | 0.0000% | $677241.71         | $611230.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5950 | 2048-11-01      | 3.0000%  | 0.0000% | $35.53             | $32.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  | 0.0000% | $1608731.33        | $1572882.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  | 0.0000% | $79863.03          | $81647.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6431 | 2053-01-01      | 6.0000%  | 0.0000% | $118190.57         | $123456.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6330 | 2053-01-01      | 5.5000%  | 0.0000% | $122223.68         | $127466.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2151 | 2052-10-01      | 5.5000%  | 0.0000% | $536433.12         | $546694.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $489498.39         | $499188.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  | 0.0000% | $124627.42         | $125658.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  | 0.0000% | $1002937.30        | $1007650.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2022 | 2053-10-01      | 6.0000%  | 0.0000% | $271600.68         | $285409.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  | 0.0000% | $456502.11         | $473798.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $782490.40         | $807218.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  | 0.0000% | $16487.80          | $16740.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | 0.0000% | $109.31            | $98.31             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  | 0.0000% | $100874.24         | $96340.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  | 0.0000% | $1046674.52        | $1091562.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2548 | 2055-01-01      | 5.5000%  | 0.0000% | $144.66            | $147.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  | 0.0000% | $130.56            | $134.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0564 | 2054-05-01      | 5.5000%  | 0.0000% | $765100.90         | $780745.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3832 | 2055-03-01      | 5.0000%  | 0.0000% | $49524.23          | $49648.81          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  | 0.0000% | $300829.46         | $286845.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  | 0.0000% | $126099.16         | $120515.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  | 0.0000% | $311718.09         | $325185.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  | 0.0000% | $235.28            | $246.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $12256.65          | $12314.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  | 0.0000% | $151022.98         | $154061.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  | 0.0000% | $312010.41         | $329615.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $114.27            | $114.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $10543.73          | $10755.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  | 0.0000% | $20494.23          | $18366.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7789 | 2054-08-01      | 5.5000%  | 0.0000% | $221098.17         | $228645.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE2763 | 2052-05-01      | 4.5000%  | 0.0000% | $193094.09         | $191224.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6885 | 2053-02-01      | 6.0000%  | 0.0000% | $115.39            | $119.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  | 0.0000% | $462713.95         | $487522.36         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q52446 G | 2047-11-01      | 3.5000%  | 0.0000% | $224435.16         | $214151.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6198 | 2053-01-01      | 6.0000%  | 0.0000% | $245448.29         | $254738.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZJ4914 | 2031-02-01      | 7.5000%  | 0.0000% | $5030.02           | $5112.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  | 0.0000% | $505829.09         | $527297.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5173 | 2047-11-01      | 4.5000%  | 0.0000% | $38.40             | $38.33             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  | 0.0000% | $521625.33         | $563152.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  | 0.0000% | $411908.82         | $417356.18         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G05398 G | 2033-11-01      | 5.0000%  | 0.0000% | $1013.03           | $1032.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4693 | 2053-11-01      | 5.5000%  | 0.0000% | $10574.78          | $10904.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  | 0.0000% | $71729.54          | $68435.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7361 | 2054-07-01      | 6.5000%  | 0.0000% | $613851.36         | $644234.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  | 0.0000% | $20134.13          | $14451.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  | 0.0000% | $15998.52          | $14338.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  | 0.0000% | $1532.16           | $1401.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH6083 | 2053-12-01      | 7.5000%  | 0.0000% | $84.27             | $91.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  | 0.0000% | $35.65             | $33.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE4489 | 2046-12-01      | 3.0000%  | 0.0000% | $139077.93         | $127217.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1320871.41        | $1392190.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  | 0.0000% | $155882.59         | $165060.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  | 0.0000% | $276025.76         | $285291.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2132 | 2055-09-01      | 6.0000%  | 0.0000% | $143.39            | $149.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  | 0.0000% | $638929.86         | $643250.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6243 | 2049-01-01      | 4.5000%  | 0.0000% | $89714.05          | $89478.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9200 | 2054-09-01      | 4.5000%  | 0.0000% | $143.24            | $140.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  | 0.0000% | $302301.97         | $308690.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  | 0.0000% | $10591.94          | $11037.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  | 0.0000% | $138.81            | $141.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7114 | 2054-09-01      | 6.0000%  | 0.0000% | $129.76            | $133.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  | 0.0000% | $252220.15         | $266088.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  | 0.0000% | $134.38            | $137.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9480 | 2048-03-01      | 4.5000%  | 0.0000% | $3821.82           | $3811.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0138 | 2053-12-01      | 5.5000%  | 0.0000% | $124.45            | $126.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $14427705.13       | $14724531.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3617 | 2055-10-01      | 5.5000%  | 0.0000% | $147.13            | $149.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  | 0.0000% | $147.13            | $140.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  | 0.0000% | $15637.60          | $13860.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1121421.12        | $1159063.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1989 | 2052-10-01      | 5.0000%  | 0.0000% | $82.12             | $82.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  | 0.0000% | $9847.46           | $9933.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  | 0.0000% | $141.29            | $141.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  | 0.0000% | $772298.68         | $824514.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6976 | 2053-02-01      | 5.5000%  | 0.0000% | $142552.90         | $149152.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $405543.37         | $412827.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  | 0.0000% | $645853.11         | $647223.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  | 0.0000% | $541530.70         | $567080.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  | 0.0000% | $49936.00          | $50986.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  | 0.0000% | $134618.35         | $140367.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  | 0.0000% | $374775.08         | $395039.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  | 0.0000% | $164140.13         | $171718.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  | 0.0000% | $215305.12         | $226847.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  | 0.0000% | $57622.92          | $58135.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  | 0.0000% | $230090.63         | $232072.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8565 | 2055-05-01      | 6.0000%  | 0.0000% | $131.60            | $135.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7807 | 2055-05-01      | 5.0000%  | 0.0000% | $146.25            | $146.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6665 | 2055-06-01      | 5.5000%  | 0.0000% | $591311.04         | $606956.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7099 | 2055-06-01      | 6.0000%  | 0.0000% | $65.91             | $68.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  | 0.0000% | $41946.34          | $42624.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  | 0.0000% | $172152.43         | $169018.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4435 | 2055-03-01      | 6.5000%  | 0.0000% | $145.92            | $155.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  | 0.0000% | $117205.70         | $125129.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  | 0.0000% | $209204.09         | $223347.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1189416.75        | $1287176.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  | 0.0000% | $164816.14         | $171545.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | 0.0000% | $123688.01         | $128192.23         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $73.22             | $76.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $4278.86           | $3900.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  | 0.0000% | $5328.57           | $5394.29           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  | 0.0000% | $211682.09         | $224760.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $142.57            | $142.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  | 0.0000% | $131572.87         | $135988.46         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783274 X     | 2036-04-15      | 6.0000%  | 0.0000% | $107027.78         | $113118.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  | 0.0000% | $226838.83         | $238338.65         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $8318578.02        | $7831297.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $10136091.59       | $9912641.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  | 0.0000% | $692948.20         | $655662.51         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  | 0.0000% | $54.52             | $53.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $106.09            | $109.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  | 0.0000% | $354283.40         | $370888.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $340105.01         | $349043.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  | 0.0000% | $34388.23          | $36042.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $135.94            | $140.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7251 | 2054-12-01      | 5.0000%  | 0.0000% | $158.77            | $159.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8069 | 2050-06-01      | 3.5000%  | 0.0000% | $33.47             | $31.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  | 0.0000% | $128.41            | $130.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  | 0.0000% | $14251516.11       | $15172558.35       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4934 | 2053-04-01      | 4.0000%  | 0.0000% | $125.51            | $120.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $2865995.29        | $2953698.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  | 0.0000% | $642528.36         | $656884.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  | 0.0000% | $156290.89         | $159765.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  | 0.0000% | $5331705.42        | $5503393.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  | 0.0000% | $14262.60          | $14751.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2677 | 2053-04-01      | 6.0000%  | 0.0000% | $118.02            | $123.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | 0.0000% | $1172821.50        | $1128105.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  | 0.0000% | $141.66            | $144.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  | 0.0000% | $76995.96          | $78764.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9629 | 2055-01-01      | 6.0000%  | 0.0000% | $487935.50         | $501605.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  | 0.0000% | $275094.10         | $279564.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8676 | 2055-01-01      | 6.5000%  | 0.0000% | $235392.20         | $245178.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  | 0.0000% | $145.51            | $149.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  | 0.0000% | $140.91            | $141.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6532 | 2054-11-01      | 5.0000%  | 0.0000% | $4821982.88        | $4823750.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 705308 C     | 2039-01-20      | 7.2500%  | 0.0000% | $26655.00          | $27610.14          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705648 X     | 2038-12-15      | 6.5000%  | 0.0000% | $15624.02          | $16656.29          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 787165 X     | 2052-02-15      | 3.5000%  | 0.0000% | $165136.35         | $156207.54         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  | 0.0000% | $88154.79          | $86002.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8685 | 2055-09-01      | 6.5000%  | 0.0000% | $340793.77         | $354946.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1014 C     | 2055-07-20      | 5.5000%  | 0.0000% | $14410.18          | $14762.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ9080 | 2054-11-01      | 6.0000%  | 0.0000% | $359361.81         | $369772.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC5780 | 2054-10-01      | 7.0000%  | 0.0000% | $352700.32         | $375507.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  | 0.0000% | $136412.19         | $141954.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9483 | 2046-12-01      | 3.0000%  | 0.0000% | $4028.33           | $3689.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  | 0.0000% | $140.34            | $138.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  | 0.0000% | $141.01            | $145.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  | 0.0000% | $531262.59         | $556702.98         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  | 0.0000% | $14148.07          | $13380.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  | 0.0000% | $97468.86          | $101249.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  | 0.0000% | $59.95             | $64.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  | 0.0000% | $130.04            | $139.57            | Agency Mortgage-Backed Securities         |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $13995707.00       | $14211880.33       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  | 0.0000% | $1436940.45        | $1449472.11        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | 0.0000% | $86671.34          | $86776.21          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  | 0.0000% | $121937.20         | $124468.95         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  | 0.0000% | $1555111.25        | $1549335.39        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $5370.06           | $5292.72           | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $78123.38          | $77319.14          | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  | 0.0000% | $14.71             | $14.60             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  | 0.0000% | $3226922.05        | $3035782.96        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $2549484.99        | $2608357.61        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $3456540.04        | $3512708.81        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $8360260.43        | $8541452.35        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE J 27      | 2027-03-31      | 0.6250%  | 0.0000% | $40415.24          | $38759.72          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  | 0.0000% | $90025.79          | $88803.74          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $1397702.21        | $772612.93         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $517188.51         | $515873.64         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  | 0.0000% | $14.71             | $13.65             | U.S. Treasuries (including strips)        |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  | 0.0000% | $6650.05           | $6558.93           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $2904070.95        | $2894576.87        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  | 0.0000% | $29936847.88       | $30122428.21       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $147125.00         | $151113.93         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $2356103.89        | $2392075.70        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $1515063.83        | $1534921.09        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  | 0.0000% | $74003.88          | $74735.51          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $2536523.28        | $2568747.18        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $5521483.55        | $5556279.94        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $3531882.75        | $3617675.60        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $9367566.45        | $9740104.59        | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/27     | 2027-07-31      | 3.9245%  | 0.0000% | $3678125.00        | $3676984.78        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $368106.75         | $363268.38         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $8981098.50        | $9243537.98        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $4361373.50        | $4129324.71        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $3678125.00        | $3755119.37        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $92850.59          | $92918.44          | U.S. Treasuries (including strips)        |

### Security 98: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.110000%
- **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: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.11_1205
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DJ5848 C     | 2055-04-20      | 7.0000%  | 0.0000% | $187587.45         | $196249.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4924 C     | 2055-04-20      | 5.0000%  | 0.0000% | $116430.85         | $115785.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4871 C     | 2055-05-20      | 7.0000%  | 0.0000% | $177414.97         | $189069.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4857 C     | 2055-05-20      | 5.0000%  | 0.0000% | $193356.62         | $194694.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2704 C     | 2055-05-20      | 7.0000%  | 0.0000% | $186428.00         | $195036.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1651 C     | 2055-03-20      | 7.0000%  | 0.0000% | $183308.01         | $189983.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1551 C     | 2055-04-20      | 7.5000%  | 0.0000% | $170664.24         | $180541.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1531 C     | 2055-05-20      | 7.0000%  | 0.0000% | $189086.78         | $198739.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1511 C     | 2055-05-20      | 7.5000%  | 0.0000% | $169924.47         | $179190.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0883 C     | 2051-05-20      | 7.0000%  | 0.0000% | $176913.75         | $185079.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7999 C     | 2055-01-20      | 7.0000%  | 0.0000% | $170055.31         | $177907.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3003 C     | 2055-01-20      | 7.0000%  | 0.0000% | $178537.10         | $186780.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0567 C     | 2055-08-20      | 5.5000%  | 0.0000% | $184673.17         | $188616.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6832 C     | 2055-02-20      | 7.0000%  | 0.0000% | $191534.80         | $200378.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6568 C     | 2055-01-20      | 6.5000%  | 0.0000% | $166126.91         | $177886.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4047 C     | 2055-01-20      | 7.0000%  | 0.0000% | $190295.15         | $199081.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1814 C     | 2054-11-20      | 5.0000%  | 0.0000% | $186113.62         | $188019.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1455 C     | 2054-12-20      | 6.5000%  | 0.0000% | $167222.41         | $177884.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0798 C     | 2055-08-20      | 7.0000%  | 0.0000% | $168885.99         | $178332.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM6124 C     | 2052-09-20      | 5.5000%  | 0.0000% | $182315.27         | $186848.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA5501 C     | 2047-06-20      | 4.0000%  | 0.0000% | $211085.74         | $201247.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $310.77            | $319.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $818267.56         | $830994.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4877 | 2055-06-01      | 5.5000%  | 0.0000% | $29079.11          | $29689.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4842 | 2055-06-01      | 5.5000%  | 0.0000% | $606212.41         | $617119.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4321 | 2055-06-01      | 5.0000%  | 0.0000% | $162284.29         | $163061.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7000 C     | 2055-07-20      | 7.0000%  | 0.0000% | $175504.55         | $185321.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0820 C     | 2055-05-20      | 7.0000%  | 0.0000% | $194767.30         | $201850.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8339 C     | 2055-10-20      | 6.5000%  | 0.0000% | $185415.04         | $190672.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3063 C     | 2055-07-20      | 5.5000%  | 0.0000% | $194209.39         | $198117.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0230 | 2055-06-01      | 5.5000%  | 0.0000% | $410764.14         | $419392.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9969 C     | 2055-06-20      | 7.0000%  | 0.0000% | $173451.18         | $181459.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8692 C     | 2055-10-20      | 6.0000%  | 0.0000% | $169326.86         | $177083.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8234 C     | 2055-09-20      | 5.5000%  | 0.0000% | $175458.84         | $179463.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8038 C     | 2055-04-20      | 7.0000%  | 0.0000% | $174848.05         | $183455.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8566 C     | 2055-08-20      | 7.0000%  | 0.0000% | $185792.67         | $195619.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0857 C     | 2055-09-20      | 7.5000%  | 0.0000% | $165530.81         | $178739.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3830 C     | 2055-03-20      | 6.0000%  | 0.0000% | $174116.34         | $181399.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8584 C     | 2055-09-20      | 6.0000%  | 0.0000% | $183444.04         | $189602.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4736 | 2055-06-01      | 5.0000%  | 0.0000% | $3597737.58        | $3601305.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4307 | 2055-06-01      | 5.5000%  | 0.0000% | $527918.06         | $539007.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5738 | 2055-06-01      | 7.0000%  | 0.0000% | $81582.89          | $85848.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  | 0.0000% | $63053.96          | $64835.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $13002617.82       | $13204851.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  | 0.0000% | $120.43            | $114.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0231 | 2055-06-01      | 5.5000%  | 0.0000% | $493119.76         | $502796.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1625 C     | 2055-10-20      | 5.5000%  | 0.0000% | $175080.95         | $179680.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9558 C     | 2055-05-20      | 7.0000%  | 0.0000% | $175872.61         | $185559.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5657 C     | 2055-03-20      | 7.5000%  | 0.0000% | $165374.29         | $177587.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4120 C     | 2055-08-20      | 5.5000%  | 0.0000% | $196961.67         | $200924.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQY4595 | 2055-06-01      | 4.0000%  | 0.0000% | $128652.14         | $123176.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3462 C     | 2055-09-20      | 7.0000%  | 0.0000% | $169291.97         | $177687.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0188 C     | 2055-01-20      | 7.0000%  | 0.0000% | $172408.05         | $178678.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4303 C     | 2055-07-20      | 6.5000%  | 0.0000% | $191563.00         | $200736.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3021 C     | 2055-03-20      | 7.0000%  | 0.0000% | $185150.61         | $194772.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9587 C     | 2054-11-20      | 8.0000%  | 0.0000% | $167129.21         | $180881.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4489 | 2055-06-01      | 6.0000%  | 0.0000% | $1067355.30        | $1107771.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9440 C     | 2055-09-20      | 7.5000%  | 0.0000% | $164507.32         | $178034.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4825 C     | 2055-04-20      | 7.0000%  | 0.0000% | $183708.74         | $195776.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3428 C     | 2055-01-20      | 6.0000%  | 0.0000% | $173546.10         | $179530.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $16286.77          | $16294.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8302 C     | 2045-07-20      | 6.5000%  | 0.0000% | $176732.48         | $185032.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8700 C     | 2055-10-20      | 6.5000%  | 0.0000% | $168810.66         | $178131.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5378 C     | 2055-04-20      | 5.5000%  | 0.0000% | $185422.11         | $190264.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6667 C     | 2055-09-20      | 6.5000%  | 0.0000% | $175439.85         | $183841.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4629 C     | 2055-09-20      | 6.5000%  | 0.0000% | $168868.63         | $177986.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7516 C     | 2055-05-20      | 6.5000%  | 0.0000% | $174254.16         | $182599.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1957 C     | 2055-05-20      | 5.0000%  | 0.0000% | $183063.95         | $184195.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4298 | 2055-06-01      | 5.5000%  | 0.0000% | $392986.88         | $401634.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7882 C     | 2055-08-20      | 7.0000%  | 0.0000% | $165650.00         | $177341.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0566 C     | 2055-08-20      | 5.5000%  | 0.0000% | $182409.09         | $186864.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9514 C     | 2055-09-20      | 6.0000%  | 0.0000% | $191384.96         | $199859.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5841 C     | 2055-05-20      | 7.0000%  | 0.0000% | $168428.05         | $176616.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5628 C     | 2055-10-20      | 5.5000%  | 0.0000% | $177357.70         | $181798.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0725 C     | 2055-10-20      | 5.5000%  | 0.0000% | $186750.12         | $191712.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0060 C     | 2055-10-20      | 5.0000%  | 0.0000% | $196732.36         | $197397.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6196 C     | 2055-01-20      | 6.0000%  | 0.0000% | $169724.87         | $176621.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5878 C     | 2055-08-20      | 7.0000%  | 0.0000% | $170807.81         | $176819.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7339 C     | 2055-10-20      | 6.0000%  | 0.0000% | $193806.99         | $196815.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7592 C     | 2055-07-20      | 7.0000%  | 0.0000% | $182864.27         | $193600.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0846 C     | 2055-08-20      | 6.5000%  | 0.0000% | $169230.55         | $177851.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5217 C     | 2055-05-20      | 6.5000%  | 0.0000% | $179852.24         | $189513.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4588 C     | 2055-09-20      | 6.5000%  | 0.0000% | $174245.95         | $184292.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5374 C     | 2055-04-20      | 6.5000%  | 0.0000% | $182915.21         | $192740.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3027 C     | 2055-04-20      | 7.0000%  | 0.0000% | $169218.13         | $178011.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3022 C     | 2055-03-20      | 7.0000%  | 0.0000% | $169962.32         | $177810.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1956 C     | 2055-04-20      | 6.5000%  | 0.0000% | $167386.92         | $177447.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7611 C     | 2055-09-20      | 7.0000%  | 0.0000% | $177398.26         | $186130.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN6045 C     | 2055-10-20      | 5.5000%  | 0.0000% | $190368.86         | $194199.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN6035 C     | 2055-10-20      | 7.5000%  | 0.0000% | $183707.38         | $198365.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5951 C     | 2055-09-20      | 6.5000%  | 0.0000% | $189741.21         | $201261.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5654 C     | 2055-10-20      | 6.5000%  | 0.0000% | $173256.16         | $185368.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1399 C     | 2055-10-20      | 6.5000%  | 0.0000% | $187773.41         | $200148.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0949 C     | 2055-10-20      | 6.5000%  | 0.0000% | $173420.75         | $183950.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0421 C     | 2055-10-20      | 5.0000%  | 0.0000% | $199751.67         | $201103.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9395 C     | 2055-10-20      | 7.5000%  | 0.0000% | $185620.44         | $200883.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9148 C     | 2055-10-20      | 6.5000%  | 0.0000% | $179784.86         | $190370.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8697 C     | 2055-08-20      | 6.5000%  | 0.0000% | $169900.64         | $178867.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8693 C     | 2055-10-20      | 6.0000%  | 0.0000% | $185399.51         | $194175.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8262 C     | 2055-09-20      | 6.5000%  | 0.0000% | $181515.49         | $188014.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8290 C     | 2055-09-20      | 6.0000%  | 0.0000% | $180825.54         | $187725.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8289 C     | 2055-07-20      | 7.0000%  | 0.0000% | $174627.21         | $182690.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8230 C     | 2055-09-20      | 6.0000%  | 0.0000% | $175024.07         | $181702.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7768 C     | 2055-09-20      | 5.5000%  | 0.0000% | $185981.48         | $187388.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7753 C     | 2055-09-20      | 5.0000%  | 0.0000% | $178570.50         | $177579.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7729 C     | 2055-09-20      | 6.5000%  | 0.0000% | $191972.55         | $201166.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6166 C     | 2055-10-20      | 5.5000%  | 0.0000% | $197815.07         | $201795.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4505 C     | 2055-10-20      | 6.0000%  | 0.0000% | $173822.05         | $180375.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3870 C     | 2055-08-20      | 5.0000%  | 0.0000% | $189552.37         | $190751.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3633 C     | 2055-10-20      | 5.0000%  | 0.0000% | $180230.30         | $181782.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4480 C     | 2055-10-20      | 5.0000%  | 0.0000% | $189027.74         | $190655.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2851 C     | 2055-10-20      | 6.0000%  | 0.0000% | $175637.10         | $181533.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2856 C     | 2055-10-20      | 6.5000%  | 0.0000% | $189701.14         | $201425.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2703 C     | 2055-09-20      | 6.5000%  | 0.0000% | $181101.68         | $191543.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1562 C     | 2055-08-20      | 7.0000%  | 0.0000% | $172471.88         | $180436.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0206 C     | 2055-09-20      | 5.5000%  | 0.0000% | $111904.39         | $113055.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0188 C     | 2055-09-20      | 6.5000%  | 0.0000% | $181564.82         | $188064.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0869 C     | 2055-09-20      | 6.5000%  | 0.0000% | $175691.95         | $186036.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0853 C     | 2055-09-20      | 7.5000%  | 0.0000% | $185362.26         | $200152.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8298 C     | 2055-09-20      | 7.0000%  | 0.0000% | $172817.55         | $182537.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8268 C     | 2055-08-20      | 6.5000%  | 0.0000% | $188665.87         | $199774.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8105 C     | 2055-08-20      | 6.5000%  | 0.0000% | $191303.74         | $201633.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8952 C     | 2055-09-20      | 5.5000%  | 0.0000% | $188405.07         | $193006.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6676 C     | 2055-09-20      | 7.0000%  | 0.0000% | $181868.06         | $190265.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6006 C     | 2055-07-20      | 7.0000%  | 0.0000% | $190036.83         | $196956.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5893 C     | 2055-09-20      | 5.5000%  | 0.0000% | $187744.94         | $191522.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4510 C     | 2055-08-20      | 7.0000%  | 0.0000% | $168519.16         | $177184.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4146 C     | 2055-08-20      | 5.5000%  | 0.0000% | $178263.47         | $182398.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4145 C     | 2055-08-20      | 5.5000%  | 0.0000% | $188729.85         | $193280.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3066 C     | 2055-10-20      | 5.5000%  | 0.0000% | $173887.15         | $178027.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0426 C     | 2055-05-20      | 6.0000%  | 0.0000% | $182035.58         | $187595.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0204 C     | 2055-10-20      | 6.0000%  | 0.0000% | $173132.26         | $178944.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9268 C     | 2055-07-20      | 7.0000%  | 0.0000% | $173687.48         | $181707.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8623 C     | 2055-10-20      | 6.0000%  | 0.0000% | $191833.27         | $198273.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8311 C     | 2055-06-20      | 5.0000%  | 0.0000% | $190391.93         | $191680.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7866 C     | 2055-08-20      | 6.5000%  | 0.0000% | $181868.24         | $192355.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6694 C     | 2055-06-20      | 7.0000%  | 0.0000% | $185049.83         | $191788.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6044 C     | 2055-08-20      | 6.5000%  | 0.0000% | $174946.41         | $183324.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4126 C     | 2055-06-20      | 7.0000%  | 0.0000% | $180414.69         | $190066.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4077 C     | 2055-06-20      | 7.0000%  | 0.0000% | $177133.85         | $186177.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0494 C     | 2055-05-20      | 7.0000%  | 0.0000% | $182823.52         | $192157.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0022 C     | 2055-05-20      | 7.0000%  | 0.0000% | $186134.87         | $192904.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9764 C     | 2055-06-20      | 6.0000%  | 0.0000% | $179628.42         | $190929.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5840 C     | 2055-05-20      | 5.0000%  | 0.0000% | $186290.55         | $187923.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6907 C     | 2055-08-20      | 6.0000%  | 0.0000% | $184306.45         | $191113.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5215 C     | 2055-03-20      | 7.0000%  | 0.0000% | $169259.45         | $177075.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1393 C     | 2055-10-20      | 6.0000%  | 0.0000% | $188763.53         | $196774.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4501 C     | 2055-10-20      | 5.5000%  | 0.0000% | $188514.86         | $193524.33         | Agency Mortgage-Backed Securities |

### Security 99: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.260000%
- **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: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.26_1107
- **C.18 - Value (incl. sponsor support):** $126000000.00
- **C.18.a - Value (excl. sponsor support):** $126000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB FCOR 03SF 26-28 JZ   | 2028-02-11      | 4.5050%  | 0.0000% | $102092.31         | $103115.40         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AF 27/11   | 2027-11-12      | 4.5200%  | 0.0000% | $14165889.23       | $14363605.69       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF D 27/10    | 2027-10-25      | 4.6900%  | 0.0000% | $1816726.15        | $1830699.30        | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.5300%  | 0.0000% | $92020320.00       | $93370692.63       | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 K7   | 2028-05-23      | 4.4900%  | 0.0000% | $13739815.38       | $13907811.34       | Agency Debentures and Agency Strips |
| FCSB 3.75 FCSB 27 HQ      | 2027-02-22      | 3.7500%  | 0.0000% | $775.38            | $781.12            | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 4.4400%  | 0.0000% | $35667.69          | $35920.61          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/28 6870 | 2028-02-15      | 4.6000%  | 0.0000% | $4846153.85        | $4907338.02        | Agency Debentures and Agency Strips |
| FHLB 0.83 FHOR 21-27 5383 | 2027-02-10      | 0.8300%  | 0.0000% | $1292.31           | $1248.18           | Agency Debentures and Agency Strips |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $1301754.46        | $1048154.69        | U.S. Treasuries (including strips)  |

### Security 100: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 4.150000%
- **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.5 - Other ID: 85748R009_4.15_1103
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.3700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $43757131.90       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $43757131.90       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51107420.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  | 0.0000% | $6177000.00        | $6313810.67        | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $49574007.50       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $52097039.64       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 10/15/2030 | 2030-10-15      | 1.1250%  | 0.0000% | $50069500.00       | $52097039.64       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $46916608.80       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $47802736.25       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  | 0.0000% | $50000000.00       | $52017580.00       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 07/15/2032 | 2032-07-15      | 0.6250%  | 0.0000% | $55742000.00       | $52680450.87       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 07/15/2032 | 2032-07-15      | 0.6250%  | 0.0000% | $55742000.00       | $52680450.87       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 07/15/2032 | 2032-07-15      | 0.6250%  | 0.0000% | $44760826.00       | $42302402.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50832030.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50832030.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50832030.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50832030.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  | 0.0000% | $30103900.00       | $30604846.96       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 10/31/2030 | 2030-10-31      | 3.6250%  | 0.0000% | $50000000.00       | $49781250.00       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 01/15/2032 | 2032-01-15      | 0.1250%  | 0.0000% | $58426000.00       | $53613593.40       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 01/15/2032 | 2032-01-15      | 0.1250%  | 0.0000% | $29213000.00       | $26806796.70       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2031 | 2031-07-15      | 0.1250%  | 0.0000% | $60427500.00       | $56224462.08       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2031 | 2031-07-15      | 0.1250%  | 0.0000% | $60427500.00       | $56224462.08       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2031 | 2031-07-15      | 0.1250%  | 0.0000% | $60427500.00       | $56224462.08       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 07/15/2031 | 2031-07-15      | 0.1250%  | 0.0000% | $35047950.00       | $32610188.01       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $43757131.90       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $626813439.10
- **C.18.a - Value (excl. sponsor support):** $626813439.10
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $237624186.94
- **C.18.a - Value (excl. sponsor support):** $237624186.94
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $636540135.00
- **C.18.a - Value (excl. sponsor support):** $636540135.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $45582578.21
- **C.18.a - Value (excl. sponsor support):** $45582578.21
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $629479656.19
- **C.18.a - Value (excl. sponsor support):** $629479656.19
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304028261.18
- **C.18.a - Value (excl. sponsor support):** $304028261.18
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $470434752.81
- **C.18.a - Value (excl. sponsor support):** $470434752.81
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194438302.66
- **C.18.a - Value (excl. sponsor support):** $194438302.66
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $92689516.71
- **C.18.a - Value (excl. sponsor support):** $92689516.71
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $156077096.53
- **C.18.a - Value (excl. sponsor support):** $156077096.53
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $318889245.29
- **C.18.a - Value (excl. sponsor support):** $318889245.29
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $311413254.88
- **C.18.a - Value (excl. sponsor support):** $311413254.88
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $466707166.67
- **C.18.a - Value (excl. sponsor support):** $466707166.67
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $236687287.31
- **C.18.a - Value (excl. sponsor support):** $236687287.31
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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 115: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299968155.00
- **C.18.a - Value (excl. sponsor support):** $299968155.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $264872092.32
- **C.18.a - Value (excl. sponsor support):** $264872092.32
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **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 117: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $269659253.85
- **C.18.a - Value (excl. sponsor support):** $269659253.85
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $681814201.98
- **C.18.a - Value (excl. sponsor support):** $681814201.98
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $673974708.91
- **C.18.a - Value (excl. sponsor support):** $673974708.91
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 120: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $622131594.93
- **C.18.a - Value (excl. sponsor support):** $622131594.93
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299993690.35
- **C.18.a - Value (excl. sponsor support):** $299993690.35
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 122: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96255931.47
- **C.18.a - Value (excl. sponsor support):** $96255931.47
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193434635.33
- **C.18.a - Value (excl. sponsor support):** $193434635.33
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $147571515.00
- **C.18.a - Value (excl. sponsor support):** $147571515.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $303853830.56
- **C.18.a - Value (excl. sponsor support):** $303853830.56
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $316267002.71
- **C.18.a - Value (excl. sponsor support):** $316267002.71
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29554921.80
- **C.18.a - Value (excl. sponsor support):** $29554921.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59950371.17
- **C.18.a - Value (excl. sponsor support):** $59950371.17
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 129: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64291226.40
- **C.18.a - Value (excl. sponsor support):** $64291226.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 130: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $75833726.37
- **C.18.a - Value (excl. sponsor support):** $75833726.37
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 131: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137641779.74
- **C.18.a - Value (excl. sponsor support):** $137641779.74
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 132: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.010500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55007871.05
- **C.18.a - Value (excl. sponsor support):** $55007871.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.915500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $138973025.66
- **C.18.a - Value (excl. sponsor support):** $138973025.66
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63630717.81
- **C.18.a - Value (excl. sponsor support):** $63630717.81
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 135: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $78783377.93
- **C.18.a - Value (excl. sponsor support):** $78783377.93
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 136: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58215065.63
- **C.18.a - Value (excl. sponsor support):** $58215065.63
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 137: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.970500%
- **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):** $130025747.80
- **C.18.a - Value (excl. sponsor support):** $130025747.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 138: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.863500%
- **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):** $334645446.05
- **C.18.a - Value (excl. sponsor support):** $334645446.05
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 139: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.925500%
- **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):** $396886255.53
- **C.18.a - Value (excl. sponsor support):** $396886255.53
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 140: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.150000%
- **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.5 - Other ID: 921AZS005_4.15_1103
- **C.18 - Value (incl. sponsor support):** $63000000.00
- **C.18.a - Value (excl. sponsor support):** $63000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLCC0865 | 2055-08-01      | 6.0000%  | 0.0000% | $3614.07           | $3789.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  | 0.0000% | $1783492.82        | $1909852.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $2158416.39        | $2175790.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  | 0.0000% | $93612.65          | $91076.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  | 0.0000% | $10.26             | $10.05             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  | 0.0000% | $2730.03           | $2609.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  | 0.0000% | $169281.84         | $161805.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  | 0.0000% | $46092.56          | $45329.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  | 0.0000% | $4.13              | $4.11              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  | 0.0000% | $508593.35         | $515039.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $6409084.03        | $6518764.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $6234738.46        | $6355339.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $6596440.99        | $6313983.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $3245737.49        | $3261491.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $6320486.26        | $6214106.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  | 0.0000% | $8891113.58        | $8780232.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  | 0.0000% | $35.51             | $35.27             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $3788465.39        | $3806466.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  | 0.0000% | $337024.41         | $327164.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $6622001.35        | $6651414.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $6467761.83        | $6358243.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $3522344.42        | $3582623.47        | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $1294681.50        | $1207052.95        | U.S. Treasuries (including strips) |

### Security 141: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_4.07_1107
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERM 5587AP 01/25/53 | 2053-01-25      | 5.0000%  | 0.0000% | $19511647.58       | $19609765.14       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05580V 06/25/38 | 2038-06-25      | 5.0000%  | 0.0000% | $2647477.02        | $2686544.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DT 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $3960877.21        | $3967470.75        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $5245332.78        | $5255218.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $4999969.18        | $4967249.38        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $498294.98         | $470420.69         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $1726501.16        | $1599746.05        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $9603.90           | $9295.76           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AC R25F091 | 2055-05-25      | 4.5000%  | 0.0000% | $843124.87         | $834224.84         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  | 0.0000% | $148942.23         | $148455.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $2708699.21        | $2405234.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $415948.47         | $368529.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $7117563.33        | $6206498.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8802%  | 0.0000% | $1222070.73        | $1183033.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $987982.13         | $1002981.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.5455%  | 0.0000% | $5228882.97        | $5130898.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.5955%  | 0.0000% | $7217206.21        | $7093158.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 EP     | 2065-03-20      | 5.0000%  | 0.0000% | $9719905.50        | $9810559.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FW     | 2065-08-20      | 5.0338%  | 0.0000% | $37248620.97       | $37319583.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  | 0.0000% | $2264298.16        | $2227247.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.5955%  | 0.0000% | $3592645.75        | $3534147.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.3870%  | 0.0000% | $2594543.24        | $2602220.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.6370%  | 0.0000% | $1312476.87        | $1328341.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  | 0.0000% | $1519834.37        | $1530490.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.9370%  | 0.0000% | $2353159.91        | $2356114.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.7370%  | 0.0000% | $86184.43          | $85972.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  | 0.0000% | $301630.03         | $303542.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  | 0.0000% | $2059026.10        | $2073353.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 PX     | 2055-10-20      | 4.5000%  | 0.0000% | $11486486.49       | $11368279.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 HT     | 2055-10-20      | 4.5000%  | 0.0000% | $11486486.49       | $11392595.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 EF     | 2065-10-20      | 5.1204%  | 0.0000% | $7742140.00        | $7783665.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 NY     | 2055-10-20      | 5.0000%  | 0.0000% | $7752229.73        | $7798663.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  | 0.0000% | $2027353.59        | $2040527.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  | 0.0000% | $3109706.77        | $3126120.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  | 0.0000% | $1896501.79        | $1914968.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  | 0.0000% | $1641380.55        | $1658778.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $926249.36         | $892422.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $620255.11         | $605864.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $284545.28         | $277164.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.2870%  | 0.0000% | $882642.80         | $885983.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3070%  | 0.0000% | $1235570.44        | $1242465.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.3370%  | 0.0000% | $2301089.55        | $2315689.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.3370%  | 0.0000% | $2174557.87        | $2187478.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.2870%  | 0.0000% | $3280206.15        | $3298370.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.2870%  | 0.0000% | $1147282.08        | $1153933.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1370%  | 0.0000% | $635371.81         | $637930.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.9870%  | 0.0000% | $1893998.15        | $1897791.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  | 0.0000% | $429212.70         | $431279.02         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593VA 09/25/36 | 2036-09-25      | 5.5000%  | 0.0000% | $1869948.77        | $1941940.55        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593FN 11/25/55 | 2055-11-25      | 5.1768%  | 0.0000% | $5878822.84        | $5881649.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF     | 2055-04-20      | 5.6938%  | 0.0000% | $22810407.26       | $22941630.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 5.2338%  | 0.0000% | $6851772.67        | $6856323.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.1171%  | 0.0000% | $5239098.37        | $5254688.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA     | 2054-04-20      | 6.3171%  | 0.0000% | $14393807.39       | $14178594.52       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  | 0.0000% | $317432.73         | $310837.64         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045CT R25F045 | 2055-06-25      | 5.0000%  | 0.0000% | $1595620.02        | $1600500.49        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  | 0.0000% | $662081.54         | $656366.89         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.4328%  | 0.0000% | $12322729.57       | $12360874.15       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  | 0.0000% | $6478597.39        | $6432884.41        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  | 0.0000% | $205589.53         | $168368.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $116524.37         | $111399.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $7094.79           | $6936.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 5.1838%  | 0.0000% | $21976923.79       | $22149045.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $7224564.56        | $6435955.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.4338%  | 0.0000% | $7325824.06        | $7366975.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 5.2838%  | 0.0000% | $9688520.66        | $9720497.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 5.3838%  | 0.0000% | $7834440.35        | $7871787.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.2838%  | 0.0000% | $10238883.86       | $10267649.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.3838%  | 0.0000% | $11236211.57       | $11284718.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.3838%  | 0.0000% | $20745241.51       | $20814282.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  | 0.0000% | $956659.84         | $931472.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.3838%  | 0.0000% | $2043248.81        | $2049488.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.4338%  | 0.0000% | $6087459.01        | $6116680.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.2838%  | 0.0000% | $6087459.01        | $6104981.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.3838%  | 0.0000% | $6552788.64        | $6580310.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF     | 2054-04-20      | 5.2838%  | 0.0000% | $19418028.54       | $19427844.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.4838%  | 0.0000% | $10993966.62       | $11054736.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.2838%  | 0.0000% | $10585744.70       | $10615485.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.4338%  | 0.0000% | $3847103.68        | $3875208.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A      | 2052-07-20      | 4.5000%  | 0.0000% | $18756740.36       | $18776641.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.2638%  | 0.0000% | $967990.22         | $969546.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.2338%  | 0.0000% | $4839951.11        | $4844685.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  | 0.0000% | $2756756.73        | $2016583.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $1946205.12        | $1919727.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $5592985.40        | $5505781.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 5.1838%  | 0.0000% | $13218252.36       | $13225548.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $2851555.20        | $2754867.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  | 0.0000% | $5586012.20        | $5500238.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 PC     | 2055-09-20      | 4.5000%  | 0.0000% | $11707509.22       | $11536450.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HQ     | 2052-09-20      | 5.0000%  | 0.0000% | $4588264.85        | $4602477.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 YD     | 2055-09-20      | 4.9838%  | 0.0000% | $14557244.94       | $14579354.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FV     | 2055-09-20      | 4.9838%  | 0.0000% | $13698710.23       | $13719516.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.3838%  | 0.0000% | $6523604.97        | $6599918.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.4838%  | 0.0000% | $21319371.49       | $21409906.39       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 5.4328%  | 0.0000% | $146463.07         | $146652.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $934854.82         | $940799.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.0270%  | 0.0000% | $1414819.21        | $1418462.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.3838%  | 0.0000% | $6161281.86        | $6187251.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.0270%  | 0.0000% | $1484535.05        | $1488167.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 5.3338%  | 0.0000% | $11177185.61       | $11230710.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.1338%  | 0.0000% | $564739.27         | $565981.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 KC     | 2055-09-20      | 5.0000%  | 0.0000% | $10827976.07       | $10880195.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 AF     | 2054-11-20      | 5.8338%  | 0.0000% | $36967994.16       | $37293480.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.6338%  | 0.0000% | $5866682.31        | $5835154.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.0470%  | 0.0000% | $1779244.96        | $1784284.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $2760098.18        | $2734236.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA     | 2054-04-20      | 5.2838%  | 0.0000% | $1610055.93        | $1610869.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.5838%  | 0.0000% | $3909207.89        | $3935318.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.4838%  | 0.0000% | $5758591.14        | $5790243.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  | 0.0000% | $270357.40         | $272012.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $916852.09         | $883129.66         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  | 0.0000% | $1608108.11        | $1688450.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.3838%  | 0.0000% | $5208689.06        | $5243926.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  | 0.0000% | $2077940.90        | $2097842.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.5828%  | 0.0000% | $3970563.10        | $3996389.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  | 0.0000% | $3434399.37        | $3374998.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $504209.85         | $486969.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 DC     | 2055-10-20      | 5.0000%  | 0.0000% | $18466251.84       | $18593995.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL     | 2054-06-20      | 5.3838%  | 0.0000% | $19871488.15       | $19936906.02       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $69723.13          | $61042.53          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580AN 01/25/53 | 2053-01-25      | 5.0000%  | 0.0000% | $232151.31         | $230675.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  | 0.0000% | $9776440.69        | $8651479.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  | 0.0000% | $9825114.65        | $8778655.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.4838%  | 0.0000% | $1654461.85        | $1663530.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.2338%  | 0.0000% | $2268922.63        | $2270241.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $2694539.47        | $2591295.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 HF     | 2052-12-20      | 5.1838%  | 0.0000% | $10574601.89       | $10580438.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 5.2338%  | 0.0000% | $11333519.34       | $11387582.64       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  | 0.0000% | $27685.19          | $26245.33          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC091FP R25F091 | 2055-10-25      | 5.1328%  | 0.0000% | $9970518.49        | $9970902.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 AT     | 2055-09-20      | 5.0000%  | 0.0000% | $5475502.68        | $5488680.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  | 0.0000% | $2300473.18        | $2333084.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.1838%  | 0.0000% | $4775591.83        | $4773552.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  | 0.0000% | $9176223.06        | $9252064.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.3870%  | 0.0000% | $949324.37         | $955365.91         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC098AF R25F098 | 2055-11-25      | 5.0774%  | 0.0000% | $6203480.34        | $6206378.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  | 0.0000% | $6744809.84        | $6851951.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  | 0.0000% | $1074229.65        | $879864.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.2970%  | 0.0000% | $1115154.63        | $1120717.62        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593CL 11/25/55 | 2055-11-25      | 5.0000%  | 0.0000% | $13278787.99       | $13085497.52       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593DF 11/25/55 | 2055-11-25      | 5.0808%  | 0.0000% | $14350723.45       | $14357393.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.8870%  | 0.0000% | $1312301.42        | $1311947.44        | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0836%  | 0.0000% | $4309440.11        | $4124770.55        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 V      | 2039-12-16      | 4.6500%  | 0.0000% | $7092905.39        | $7128994.09        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 AD     | 2058-05-16      | 5.0000%  | 0.0000% | $6931915.98        | $6988866.28        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $995956.26         | $925916.13         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  | 0.0000% | $19691396.12       | $17961539.80       | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5894%  | 0.0000% | $3458115.01        | $3283518.81        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $1056789.31        | $963467.07         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 AQ     | 2057-01-16      | 4.7500%  | 0.0000% | $4819837.99        | $4823218.31        | Agency Mortgage-Backed Securities         |

### Security 142: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BH7O3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1BH7O3_4.02_1107
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | 0.0000% | $16993098.52       | $16881580.11       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $3253505.26        | $3187952.11        | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $9743021.05        | $9265316.49        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  | 0.0000% | $189.70            | $141.96            | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | 0.0000% | $646672.18         | $676525.77         | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26    | 2026-02-26      | 0.0000%  | 0.0000% | $63.16             | $62.39             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $501526.32         | $500693.01         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $2930094.74        | $2936096.82        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $21.05             | $21.37             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $44166105.26       | $45612480.05       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $324515.79         | $305293.87         | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $70316576.86       | $67977263.58       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  | 0.0000% | $52.63             | $52.97             | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $5366652.63        | $5468245.15        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $2238395.78        | $2263341.10        | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $315789.47         | $313064.46         | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | 0.0000% | $1147.04           | $933.46            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $18145873.68       | $18197244.95       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | 0.0000% | $105.26            | $107.38            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | 0.0000% | $24224631.58       | $24787524.65       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | 0.0000% | $10.53             | $10.56             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $6782284.21        | $7015629.80        | U.S. Treasuries (including strips) |

### Security 143: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.130000%
- **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: ARP1BIR92, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1BIR92_4.13_1106
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLDE9070 | 2055-08-01      | 6.0000%  | 0.0000% | $437545.73         | $453632.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8792 | 2055-09-01      | 6.5000%  | 0.0000% | $466989.01         | $491709.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8791 | 2055-09-01      | 6.5000%  | 0.0000% | $478138.28         | $504235.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8959 | 2055-09-01      | 6.5000%  | 0.0000% | $1064995.43        | $1134978.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0041 | 2040-10-01      | 6.5000%  | 0.0000% | $332254.08         | $348134.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0039 | 2040-11-01      | 5.5000%  | 0.0000% | $315481.00         | $323841.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0025 | 2040-09-01      | 5.0000%  | 0.0000% | $806960.22         | $818706.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $585182.44         | $594283.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7497 | 2055-09-01      | 6.0000%  | 0.0000% | $297664.55         | $312892.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7300 | 2055-08-01      | 6.5000%  | 0.0000% | $716235.27         | $755719.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7232 | 2055-08-01      | 6.5000%  | 0.0000% | $447367.58         | $470503.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7202 | 2055-08-01      | 6.5000%  | 0.0000% | $303739.40         | $319617.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8087 | 2055-06-01      | 6.5000%  | 0.0000% | $455389.82         | $479369.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7011 | 2055-06-01      | 6.5000%  | 0.0000% | $323674.11         | $339269.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7107 | 2055-07-01      | 6.5000%  | 0.0000% | $626244.63         | $658479.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6260 | 2055-06-01      | 6.0000%  | 0.0000% | $354512.76         | $364590.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX8157 | 2055-03-01      | 4.0000%  | 0.0000% | $323850.49         | $308742.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5099 | 2055-10-01      | 6.0000%  | 0.0000% | $769614.83         | $798884.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1989 | 2055-07-01      | 5.5000%  | 0.0000% | $333333.43         | $338517.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7909 | 2055-11-01      | 5.5000%  | 0.0000% | $522890.33         | $532549.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7931 | 2055-11-01      | 6.0000%  | 0.0000% | $476208.33         | $494903.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7091 | 2055-02-01      | 6.0000%  | 0.0000% | $298340.15         | $312325.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6050 | 2055-02-01      | 6.0000%  | 0.0000% | $292997.63         | $305434.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX5448 | 2055-01-01      | 4.0000%  | 0.0000% | $668640.31         | $637447.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5446 | 2055-02-01      | 7.0000%  | 0.0000% | $305639.37         | $325559.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5333 | 2055-02-01      | 7.0000%  | 0.0000% | $615187.67         | $651730.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX2844 | 2055-01-01      | 4.0000%  | 0.0000% | $469549.07         | $447646.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3541 | 2055-01-01      | 6.0000%  | 0.0000% | $1147683.30        | $1189562.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX0983 | 2054-12-01      | 4.0000%  | 0.0000% | $524037.39         | $499590.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5905 | 2055-10-01      | 7.0000%  | 0.0000% | $320979.00         | $330395.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7414 | 2055-08-01      | 6.5000%  | 0.0000% | $389648.19         | $412671.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0175 | 2055-09-01      | 6.5000%  | 0.0000% | $390215.43         | $412511.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8329 | 2055-09-01      | 6.5000%  | 0.0000% | $522438.70         | $537238.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV1441 | 2055-03-01      | 4.0000%  | 0.0000% | $635466.42         | $606017.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0183 | 2055-08-01      | 6.0000%  | 0.0000% | $396947.15         | $408242.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7882 | 2055-07-01      | 5.5000%  | 0.0000% | $607353.02         | $617096.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0832 | 2055-02-01      | 7.0000%  | 0.0000% | $604412.52         | $643400.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8503 | 2055-02-01      | 4.0000%  | 0.0000% | $407741.90         | $388720.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6050 | 2055-08-01      | 6.0000%  | 0.0000% | $982956.93         | $1016306.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7513 | 2055-11-01      | 5.5000%  | 0.0000% | $786920.00         | $803300.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3060 | 2055-10-01      | 5.5000%  | 0.0000% | $359256.83         | $365783.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4172 | 2055-11-01      | 5.5000%  | 0.0000% | $660335.83         | $673853.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  | 0.0000% | $391455.57         | $362995.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8886 | 2055-07-01      | 6.5000%  | 0.0000% | $891464.13         | $935395.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ5162 | 2055-10-01      | 5.0000%  | 0.0000% | $582669.07         | $583803.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFA3332 | 2042-08-01      | 2.0000%  | 0.0000% | $393317.00         | $344519.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7667 | 2055-11-01      | 6.5000%  | 0.0000% | $900173.33         | $946193.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3090 | 2048-06-01      | 5.0000%  | 0.0000% | $519764.31         | $536611.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1691 | 2055-10-01      | 6.0000%  | 0.0000% | $1122523.67        | $1159199.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3402 | 2055-09-01      | 5.0000%  | 0.0000% | $1067062.08        | $1068680.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1711 | 2055-10-01      | 6.5000%  | 0.0000% | $629358.50         | $659417.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $354684.08         | $364646.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTSC0705 | 2045-02-01      | 4.5000%  | 0.0000% | $662814.43         | $665501.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3337 | 2052-04-01      | 2.5000%  | 0.0000% | $662688.33         | $569777.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1712 | 2055-10-01      | 6.5000%  | 0.0000% | $693696.33         | $726285.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4648 | 2055-07-01      | 6.0000%  | 0.0000% | $950711.05         | $979703.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2639 | 2055-08-01      | 6.5000%  | 0.0000% | $390173.04         | $410351.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5664 | 2055-02-01      | 7.0000%  | 0.0000% | $415254.26         | $439920.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5876 | 2055-11-01      | 4.0000%  | 0.0000% | $1027575.83        | $979632.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9375 | 2055-08-01      | 6.5000%  | 0.0000% | $388226.40         | $408209.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5819 | 2055-09-01      | 4.0000%  | 0.0000% | $930669.03         | $887247.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6146 | 2055-08-01      | 6.5000%  | 0.0000% | $349933.69         | $369971.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7246 | 2055-09-01      | 5.5000%  | 0.0000% | $460442.38         | $467816.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2959 | 2055-10-01      | 6.0000%  | 0.0000% | $720920.00         | $758681.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1912 | 2055-01-01      | 7.0000%  | 0.0000% | $482631.14         | $514668.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7676 | 2053-06-01      | 5.5000%  | 0.0000% | $455421.02         | $466611.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6161 | 2055-07-01      | 6.5000%  | 0.0000% | $702448.73         | $722346.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8884 | 2055-07-01      | 6.5000%  | 0.0000% | $881784.76         | $926366.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4144 | 2055-11-01      | 5.5000%  | 0.0000% | $316319.50         | $323402.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8327 | 2055-11-01      | 5.5000%  | 0.0000% | $396631.00         | $405176.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8338 | 2055-10-01      | 6.5000%  | 0.0000% | $449949.33         | $472562.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0995 | 2055-10-01      | 6.0000%  | 0.0000% | $734599.95         | $758769.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2657 | 2055-05-01      | 5.0000%  | 0.0000% | $451682.43         | $454494.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2550 | 2055-07-01      | 5.5000%  | 0.0000% | $389433.38         | $397763.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFA3292 | 2037-09-01      | 3.0000%  | 0.0000% | $379425.33         | $365682.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9020 | 2055-10-01      | 6.0000%  | 0.0000% | $366221.17         | $380480.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7483 | 2055-11-01      | 5.5000%  | 0.0000% | $794455.50         | $808887.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1626 | 2055-11-01      | 5.5000%  | 0.0000% | $305845.83         | $312439.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4216 | 2055-11-01      | 5.5000%  | 0.0000% | $615357.67         | $628341.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9069 | 2055-09-01      | 6.0000%  | 0.0000% | $525233.99         | $540068.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6609 | 2055-08-01      | 5.5000%  | 0.0000% | $911324.70         | $926894.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7181 | 2055-08-01      | 5.5000%  | 0.0000% | $648775.00         | $659667.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6149 | 2055-08-01      | 6.5000%  | 0.0000% | $624172.60         | $657061.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5926 | 2055-07-01      | 5.5000%  | 0.0000% | $407477.25         | $414779.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5759 | 2055-07-01      | 5.5000%  | 0.0000% | $310959.39         | $316989.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5208 | 2055-07-01      | 6.5000%  | 0.0000% | $573448.48         | $603199.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4093 | 2055-08-01      | 6.0000%  | 0.0000% | $450003.07         | $466149.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4370 | 2055-09-01      | 6.0000%  | 0.0000% | $777510.37         | $799659.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1783 | 2055-07-01      | 6.5000%  | 0.0000% | $292847.18         | $309369.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0632 | 2055-06-01      | 6.0000%  | 0.0000% | $866837.42         | $897408.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9737 | 2055-06-01      | 6.0000%  | 0.0000% | $851691.48         | $877668.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5800 | 2040-08-01      | 5.0000%  | 0.0000% | $341666.72         | $346639.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  | 0.0000% | $877525.04         | $859035.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5698 | 2055-05-01      | 4.5000%  | 0.0000% | $703558.05         | $688734.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0354 | 2054-03-01      | 7.5000%  | 0.0000% | $397800.85         | $424362.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7729 | 2054-06-01      | 7.5000%  | 0.0000% | $311965.99         | $334284.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6165 | 2055-10-01      | 6.5000%  | 0.0000% | $1068790.83        | $1094994.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6162 | 2055-07-01      | 6.5000%  | 0.0000% | $427625.75         | $437909.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5363 | 2045-09-01      | 5.0000%  | 0.0000% | $470082.71         | $474325.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9742 | 2053-09-01      | 5.5000%  | 0.0000% | $998632.45         | $1017874.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2484 | 2050-06-01      | 3.0000%  | 0.0000% | $620875.60         | $559960.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8335 | 2055-10-01      | 6.5000%  | 0.0000% | $525717.17         | $540609.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8316 | 2055-06-01      | 6.5000%  | 0.0000% | $502981.23         | $517229.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8323 | 2055-08-01      | 7.0000%  | 0.0000% | $646692.30         | $668021.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9350 | 2055-07-01      | 6.5000%  | 0.0000% | $525435.56         | $553441.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA2889 | 2050-05-01      | 4.5000%  | 0.0000% | $426007.87         | $427060.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0375 | 2055-07-01      | 6.5000%  | 0.0000% | $653207.55         | $687227.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6753 | 2055-06-01      | 6.5000%  | 0.0000% | $309313.19         | $325404.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4958 | 2053-03-01      | 4.5000%  | 0.0000% | $539160.72         | $529863.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8920 | 2055-08-01      | 5.5000%  | 0.0000% | $311992.51         | $319120.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0782 | 2055-04-01      | 6.0000%  | 0.0000% | $986936.65         | $1015834.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL9466 | 2031-12-01      | 3.0000%  | 0.0000% | $837688.13         | $819531.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO3467 | 2040-04-01      | 5.0000%  | 0.0000% | $333692.81         | $338750.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1703 | 2055-10-01      | 6.0000%  | 0.0000% | $437366.00         | $452055.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6793 | 2055-09-01      | 5.5000%  | 0.0000% | $754134.99         | $766133.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1707 | 2055-10-01      | 6.5000%  | 0.0000% | $454571.67         | $475824.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1702 | 2055-10-01      | 6.0000%  | 0.0000% | $418389.50         | $432696.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1690 | 2055-10-01      | 6.0000%  | 0.0000% | $489912.33         | $506105.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0254 | 2055-10-01      | 6.5000%  | 0.0000% | $607685.33         | $639453.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0166 | 2055-09-01      | 6.0000%  | 0.0000% | $1055190.02        | $1095694.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0186 | 2055-08-01      | 6.0000%  | 0.0000% | $414298.79         | $426088.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9760 | 2055-09-01      | 6.5000%  | 0.0000% | $569116.60         | $602741.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9413 | 2055-09-01      | 5.0000%  | 0.0000% | $798894.51         | $800069.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9247 | 2055-08-01      | 6.5000%  | 0.0000% | $289070.47         | $304583.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1624 | 2051-09-01      | 2.5000%  | 0.0000% | $1202547.80        | $1033798.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3877 | 2055-10-01      | 6.0000%  | 0.0000% | $598343.67         | $619100.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3354 | 2055-11-01      | 5.0000%  | 0.0000% | $793666.67         | $795985.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3186 | 2055-11-01      | 6.0000%  | 0.0000% | $579422.33         | $611046.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3061 | 2055-11-01      | 5.5000%  | 0.0000% | $447001.33         | $455121.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2321 | 2055-09-01      | 6.0000%  | 0.0000% | $941168.50         | $988164.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2017 | 2055-10-01      | 6.0000%  | 0.0000% | $424550.00         | $445749.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1987 | 2055-10-01      | 6.5000%  | 0.0000% | $48164.50          | $51349.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1956 | 2055-10-01      | 6.0000%  | 0.0000% | $383629.50         | $402785.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1002 | 2055-10-01      | 6.0000%  | 0.0000% | $637478.67         | $659962.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0988 | 2055-10-01      | 6.0000%  | 0.0000% | $919929.76         | $949635.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  | 0.0000% | $443549.50         | $466225.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7179 | 2050-09-01      | 2.0000%  | 0.0000% | $584229.40         | $480259.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX3501 | 2055-10-01      | 5.5000%  | 0.0000% | $521290.33         | $533082.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9887 | 2052-10-01      | 5.0000%  | 0.0000% | $462352.60         | $464596.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0955 | 2052-07-01      | 4.5000%  | 0.0000% | $336196.64         | $331372.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNBV6122 | 2035-09-01      | 5.5000%  | 0.0000% | $413038.52         | $423951.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4196 | 2055-11-01      | 5.5000%  | 0.0000% | $328235.00         | $334953.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4145 | 2055-11-01      | 5.5000%  | 0.0000% | $460082.50         | $470207.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4171 | 2055-11-01      | 5.5000%  | 0.0000% | $339937.00         | $347730.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7482 | 2055-11-01      | 5.5000%  | 0.0000% | $732197.83         | $747219.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7405 | 2055-11-01      | 5.5000%  | 0.0000% | $742234.50         | $757456.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7325 | 2055-11-01      | 5.5000%  | 0.0000% | $954979.50         | $974851.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7154 | 2055-10-01      | 6.5000%  | 0.0000% | $329410.67         | $355207.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5997 | 2055-10-01      | 6.0000%  | 0.0000% | $689737.67         | $710609.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4939 | 2055-10-01      | 6.5000%  | 0.0000% | $528473.70         | $555491.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4354 | 2055-08-01      | 6.0000%  | 0.0000% | $427244.11         | $442233.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3443 | 2055-09-01      | 6.5000%  | 0.0000% | $320191.79         | $339851.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3401 | 2055-09-01      | 5.0000%  | 0.0000% | $728605.78         | $729295.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3184 | 2055-09-01      | 6.0000%  | 0.0000% | $647187.01         | $665584.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3042 | 2055-09-01      | 6.5000%  | 0.0000% | $290558.02         | $309141.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3474 | 2055-08-01      | 6.0000%  | 0.0000% | $536649.53         | $551969.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2504 | 2055-09-01      | 6.5000%  | 0.0000% | $343909.10         | $362868.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2667 | 2055-09-01      | 6.0000%  | 0.0000% | $854841.20         | $879245.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1467 | 2055-09-01      | 6.5000%  | 0.0000% | $512327.28         | $540570.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1146 | 2055-08-01      | 6.5000%  | 0.0000% | $338573.86         | $356207.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1674 | 2055-08-01      | 6.5000%  | 0.0000% | $360570.55         | $379789.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0517 | 2055-08-01      | 6.5000%  | 0.0000% | $478471.29         | $503799.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0004 | 2055-08-01      | 5.5000%  | 0.0000% | $321202.99         | $326637.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9649 | 2055-07-01      | 6.5000%  | 0.0000% | $384580.20         | $404752.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6636 | 2055-08-01      | 6.5000%  | 0.0000% | $313151.54         | $331177.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6781 | 2053-07-01      | 5.5000%  | 0.0000% | $621226.21         | $633896.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $952043.48         | $965902.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  | 0.0000% | $745027.67         | $729329.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  | 0.0000% | $812277.01         | $795162.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5571 | 2054-11-01      | 6.0000%  | 0.0000% | $303634.64         | $308685.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $755547.36         | $769343.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  | 0.0000% | $729991.01         | $752384.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $569646.85         | $580915.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $477691.87         | $485448.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  | 0.0000% | $1245456.35        | $965197.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $564134.54         | $463507.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  | 0.0000% | $1066109.51        | $983269.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $931272.89         | $761689.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1174 | 2055-10-01      | 6.5000%  | 0.0000% | $549063.53         | $596389.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS8510 | 2052-10-01      | 2.0000%  | 0.0000% | $1310032.86        | $1068036.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  | 0.0000% | $359801.37         | $339434.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $886816.02         | $790095.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  | 0.0000% | $1133774.18        | $1114116.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1457 | 2051-04-01      | 2.0000%  | 0.0000% | $523879.55         | $426325.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3348 | 2049-08-01      | 5.0000%  | 0.0000% | $334319.83         | $345079.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3347 | 2055-02-01      | 5.0000%  | 0.0000% | $770553.83         | $771990.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8895 | 2055-09-01      | 6.5000%  | 0.0000% | $779397.52         | $832157.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8893 | 2055-09-01      | 6.5000%  | 0.0000% | $335388.25         | $358831.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4115 | 2055-03-01      | 6.0000%  | 0.0000% | $739754.58         | $763100.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDC9872 | 2054-12-01      | 4.0000%  | 0.0000% | $648773.32         | $618506.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2146 | 2054-09-01      | 5.5000%  | 0.0000% | $426461.53         | $439513.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB8454 | 2054-07-01      | 7.5000%  | 0.0000% | $351742.79         | $375398.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDB8302 | 2054-11-01      | 6.0000%  | 0.0000% | $332347.71         | $337570.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB7851 | 2054-07-01      | 7.5000%  | 0.0000% | $772298.66         | $827620.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | 0.0000% | $829749.83         | $842655.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $550027.33         | $538438.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5873 | 2055-09-01      | 6.5000%  | 0.0000% | $310663.88         | $320978.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7201 | 2055-08-01      | 6.5000%  | 0.0000% | $489660.82         | $517042.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8015 | 2055-09-01      | 6.5000%  | 0.0000% | $348255.39         | $366690.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8006 | 2055-09-01      | 6.5000%  | 0.0000% | $380085.21         | $400830.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8005 | 2055-09-01      | 6.5000%  | 0.0000% | $313440.95         | $331007.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7040 | 2055-07-01      | 6.5000%  | 0.0000% | $537146.83         | $561686.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE7030 | 2055-08-01      | 5.0000%  | 0.0000% | $359900.24         | $360628.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6751 | 2055-06-01      | 6.5000%  | 0.0000% | $517862.37         | $545653.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8318 | 2055-06-01      | 7.0000%  | 0.0000% | $320977.68         | $332344.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8317 | 2055-07-01      | 6.5000%  | 0.0000% | $479645.79         | $493233.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8239 | 2054-12-01      | 6.0000%  | 0.0000% | $714444.96         | $725673.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8202 | 2054-09-01      | 7.0000%  | 0.0000% | $686493.13         | $712054.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8200 | 2054-08-01      | 7.0000%  | 0.0000% | $318480.31         | $330918.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ8917 | 2054-11-01      | 4.0000%  | 0.0000% | $445313.49         | $424541.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7748 | 2054-11-01      | 6.0000%  | 0.0000% | $412246.48         | $427289.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4809 | 2054-09-01      | 5.5000%  | 0.0000% | $605808.10         | $624348.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2966 | 2054-07-01      | 7.0000%  | 0.0000% | $462807.91         | $493110.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB1313 | 2050-07-01      | 2.0000%  | 0.0000% | $750689.93         | $617962.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA8183 | 2050-03-01      | 3.0000%  | 0.0000% | $391185.10         | $352081.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8521 | 2055-04-01      | 4.0000%  | 0.0000% | $1087400.05        | $1036672.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8392 | 2053-12-01      | 4.0000%  | 0.0000% | $990660.47         | $944449.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $457599.39         | $459773.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  | 0.0000% | $501582.80         | $428699.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $391982.13         | $320918.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7191 | 2054-12-01      | 5.0000%  | 0.0000% | $520731.06         | $520922.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2954 | 2053-04-01      | 4.5000%  | 0.0000% | $632376.36         | $624534.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1131 | 2052-07-01      | 4.0000%  | 0.0000% | $371634.07         | $355989.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0790 | 2042-08-01      | 3.5000%  | 0.0000% | $910494.50         | $882666.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0361 | 2048-05-01      | 3.5000%  | 0.0000% | $861174.33         | $812435.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX2780 | 2052-11-01      | 6.0000%  | 0.0000% | $295035.69         | $306700.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB8906 | 2054-07-01      | 7.5000%  | 0.0000% | $1049992.28        | $1125053.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $1066725.85        | $1044249.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI1742 | 2054-03-01      | 7.5000%  | 0.0000% | $391214.62         | $417441.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB2020 | 2050-08-01      | 2.5000%  | 0.0000% | $820186.23         | $711885.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ6926 | 2054-10-01      | 4.0000%  | 0.0000% | $629712.09         | $600335.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6938 | 2050-09-01      | 2.0000%  | 0.0000% | $373402.85         | $306795.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5557 | 2039-12-01      | 4.5000%  | 0.0000% | $331473.91         | $332327.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ4194 | 2054-09-01      | 7.5000%  | 0.0000% | $314799.57         | $339159.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $468240.75         | $417750.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX3915 | 2055-01-01      | 4.0000%  | 0.0000% | $608776.39         | $580376.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ6258 | 2055-10-01      | 5.0000%  | 0.0000% | $1006533.00        | $1009411.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0523 | 2055-09-01      | 6.0000%  | 0.0000% | $525489.33         | $552371.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFA2255 | 2040-06-01      | 4.5000%  | 0.0000% | $429520.11         | $435596.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $478276.16         | $485714.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3051 | 2055-09-01      | 6.5000%  | 0.0000% | $353116.96         | $373335.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1959 | 2055-06-01      | 5.5000%  | 0.0000% | $499966.89         | $507853.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8333 | 2055-09-01      | 6.5000%  | 0.0000% | $416080.48         | $427867.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0858 | 2055-04-01      | 6.0000%  | 0.0000% | $914697.38         | $940697.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7550 | 2055-11-01      | 6.5000%  | 0.0000% | $312624.83         | $334278.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7512 | 2055-11-01      | 5.5000%  | 0.0000% | $695577.17         | $710617.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7477 | 2055-10-01      | 5.5000%  | 0.0000% | $310927.00         | $317630.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9186 | 2055-07-01      | 6.5000%  | 0.0000% | $420157.44         | $442014.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9835 | 2055-08-01      | 6.5000%  | 0.0000% | $676007.19         | $709259.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3335 | 2052-05-01      | 2.5000%  | 0.0000% | $1185489.50        | $1031511.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTFA3333 | 2040-03-01      | 3.0000%  | 0.0000% | $1089895.67        | $1044185.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFA3293 | 2035-05-01      | 3.5000%  | 0.0000% | $675114.17         | $668085.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNFA3264 | 2031-07-01      | 1.5000%  | 0.0000% | $895024.83         | $837755.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2379 | 2055-01-01      | 5.5000%  | 0.0000% | $813257.66         | $838315.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1343 | 2054-04-01      | 5.5000%  | 0.0000% | $672532.02         | $685709.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0161 | 2054-12-01      | 5.5000%  | 0.0000% | $619511.95         | $630860.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBU5732 | 2055-02-01      | 4.0000%  | 0.0000% | $487032.47         | $464463.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP5568 | 2050-06-01      | 3.0000%  | 0.0000% | $496101.27         | $445890.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4226 | 2055-11-01      | 6.0000%  | 0.0000% | $661386.67         | $684592.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9790 | 2055-07-01      | 6.5000%  | 0.0000% | $307488.65         | $324579.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4096 | 2055-11-01      | 5.5000%  | 0.0000% | $522145.33         | $532532.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5906 | 2053-03-01      | 5.5000%  | 0.0000% | $449411.00         | $458762.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $1079452.10        | $1115577.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  | 0.0000% | $392803.57         | $364225.80         | Agency Mortgage-Backed Securities |

### Security 144: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 4.090000%
- **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: ARP1BLFH0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1BLFH0_4.09_1107
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-135 CD      | 2052-04-20      | 5.0000%  | 0.0000% | $19526398.81       | $19647826.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  | 0.0000% | $721698.27         | $711030.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  | 0.0000% | $3557890.94        | $3572046.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC      | 2055-07-20      | 5.0000%  | 0.0000% | $2572682.49        | $2547070.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.6838% | 0.0000% | $3054669.93        | $3288943.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 N       | 2055-08-20      | 5.0000%  | 0.0000% | $9734382.02        | $9762073.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 D       | 2055-08-20      | 5.0000%  | 0.0000% | $7266881.00        | $7277597.23        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05585M 10/25/55  | 2055-10-25      | 5.0000%  | 0.0000% | $6522687.56        | $6487488.97        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05585D 10/25/55  | 2055-10-25      | 5.0000%  | 0.0000% | $108063.16         | $107890.01         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5574FB 09/25/55  | 2055-09-25      | 5.5328%  | 0.0000% | $7035156.49        | $7081188.44        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05568E 08/25/55  | 2055-08-25      | 5.0000%  | 0.0000% | $24107597.16       | $24169593.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC      | 2053-07-20      | 5.2338%  | 0.0000% | $16391930.44       | $16430553.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 5.3838%  | 0.0000% | $7847349.01        | $7888453.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.8338%  | 0.0000% | $12927819.13       | $13055591.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 5.5338%  | 0.0000% | $537.99            | $541.60            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA      | 2050-12-20      | 5.0000%  | 0.0000% | $6907948.31        | $6927308.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-211 LE      | 2049-03-20      | 5.0000%  | 0.0000% | $2754405.01        | $2789015.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  | 0.0000% | $274981.45         | $276509.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA      | 2047-09-20      | 4.0000%  | 0.0000% | $881790.19         | $864898.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD      | 2054-04-20      | 5.3338%  | 0.0000% | $17152823.76       | $17184089.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 L       | 2055-03-20      | 5.0000%  | 0.0000% | $2956989.07        | $2974564.43        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5558BV 05/25/36  | 2036-05-25      | 5.5000%  | 0.0000% | $3133996.87        | $3216798.11        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL077FB R24F077  | 2053-10-25      | 5.4828%  | 0.0000% | $21552827.70       | $21602157.77       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FH 06/25/55  | 2055-06-25      | 5.6828%  | 0.0000% | $12143033.68       | $12243191.02       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  | 0.0000% | $1575243.99        | $1249989.19        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083A R25F083   | 2055-10-25      | 5.0000%  | 0.0000% | $9030514.63        | $9062235.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  | 0.0000% | $4945120.48        | $5169449.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.4328%  | 0.0000% | $10002273.46       | $10051679.34       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC003N R22F003   | 2047-10-25      | 2.0000%  | 0.0000% | $10682132.74       | $9649551.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.8338%  | 0.0000% | $11819267.65       | $11914301.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  | 0.0000% | $5186879.68        | $5214627.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA      | 2052-02-20      | 5.0000%  | 0.0000% | $14797921.65       | $14828548.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  | 0.0000% | $5030771.16        | $5047159.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 H       | 2055-03-20      | 5.0000%  | 0.0000% | $2742368.16        | $2758171.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  | 0.0000% | $2056928.94        | $2069467.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG      | 2050-01-20      | 5.0000%  | 0.0000% | $4381276.17        | $4408570.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 5.2838%  | 0.0000% | $23909268.53       | $23963817.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 5.2338%  | 0.0000% | $15369486.82       | $15396709.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC      | 2054-01-20      | 5.3838%  | 0.0000% | $16110026.69       | $16154926.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.2838%  | 0.0000% | $11815927.10       | $11840462.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 4.9838%  | 0.0000% | $14572177.24       | $14551321.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-045 UE      | 2051-07-20      | 3.0000%  | 0.0000% | $816763.14         | $780622.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-029 PD      | 2052-02-20      | 2.2500%  | 0.0000% | $2135676.74        | $1925297.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  | 0.0000% | $1006544.01        | $829668.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 LF      | 2055-08-20      | 5.3338%  | 0.0000% | $5236826.20        | $5259285.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA9666 M      | 2054-05-20      | 4.5000%  | 0.0000% | $93806.45          | $92031.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  | 0.0000% | $93812.27          | $92044.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8148 M      | 2052-07-20      | 3.0000%  | 0.0000% | $195.07            | $176.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  | 0.0000% | $208928.34         | $181539.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  | 0.0000% | $807769.03         | $746585.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  | 0.0000% | $51593.60          | $49735.63          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704090 X      | 2038-12-15      | 6.0000%  | 0.0000% | $3128.74           | $3255.55           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727742 X      | 2040-03-15      | 6.0000%  | 0.0000% | $1315.21           | $1358.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M      | 2055-07-20      | 5.5000%  | 0.0000% | $16448.81          | $16691.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0663 C      | 2055-08-20      | 5.5000%  | 0.0000% | $439870.97         | $448721.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0312 C      | 2055-10-20      | 5.5000%  | 0.0000% | $1303398.24        | $1331226.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4546 C      | 2055-08-20      | 5.5000%  | 0.0000% | $74494.22          | $76073.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1253  | 2055-10-01      | 6.0000%  | 0.0000% | $18025473.83       | $18969630.12       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0594 M      | 2040-09-20      | 5.0000%  | 0.0000% | $7695091.17        | $7781481.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  | 0.0000% | $43652151.34       | $44262117.39       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M      | 2054-11-20      | 5.0000%  | 0.0000% | $4392116.98        | $4402678.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3171 C      | 2055-03-20      | 5.5000%  | 0.0000% | $1586990.60        | $1618921.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8523  | 2055-04-01      | 5.0000%  | 0.0000% | $500.04            | $500.22            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700918 X      | 2038-11-15      | 5.5000%  | 0.0000% | $1116.33           | $1164.33           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  | 0.0000% | $25851.28          | $26686.44          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680184 X      | 2038-03-15      | 5.5000%  | 0.0000% | $3114.33           | $3238.74           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  | 0.0000% | $2870.99           | $2996.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  | 0.0000% | $1408.58           | $1462.46           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782333 X      | 2038-06-15      | 5.5000%  | 0.0000% | $4024.08           | $4241.80           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  | 0.0000% | $3761.31           | $3882.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  | 0.0000% | $33233.67          | $35572.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9417 C      | 2055-04-20      | 5.5000%  | 0.0000% | $573253.41         | $584788.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6856 C      | 2055-02-20      | 5.5000%  | 0.0000% | $293865.52         | $299778.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5705 C      | 2055-04-20      | 6.5000%  | 0.0000% | $8465.58           | $8896.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5704 C      | 2055-04-20      | 6.5000%  | 0.0000% | $1519136.39        | $1597444.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M      | 2055-10-20      | 5.5000%  | 0.0000% | $7579597.01        | $7692975.14        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2021-KF1 | 2031-05-25      | 10.7076% | 0.0000% | $7833322.50        | $7744387.62        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MORTGAGE TR 202 | 2031-11-25      | 10.7076% | 0.0000% | $1462.02           | $1546.44           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-11-25      | 3.3030%  | 0.0000% | $509.77            | $505.13            | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-06-25      | 6.9721%  | 0.0000% | $605.33            | $583.80            | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2022-KF1 | 2032-06-25      | 9.5576%  | 0.0000% | $11262890.38       | $10946255.93       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TRUST 2021- | 2031-01-25      | 4.2557%  | 0.0000% | $6841764.99        | $5586249.37        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KL0 | 2029-06-25      | 3.9584%  | 0.0000% | $7894180.00        | $6668227.01        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0751%  | 0.0000% | $6281835.77        | $5998769.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5650  | 2053-02-01      | 6.0000%  | 0.0000% | $12239046.19       | $12730419.42       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0685 M      | 2055-10-20      | 5.0000%  | 0.0000% | $672889.42         | $674333.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0528 M      | 2040-08-20      | 5.0000%  | 0.0000% | $824815.21         | $836392.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M      | 2055-06-20      | 5.0000%  | 0.0000% | $1786502.03        | $1790478.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9362 C      | 2055-10-20      | 5.5000%  | 0.0000% | $2683886.47        | $2739540.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1616 C      | 2055-08-20      | 5.5000%  | 0.0000% | $145466.21         | $148393.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9645 C      | 2055-08-20      | 5.5000%  | 0.0000% | $48489.61          | $49541.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2208 C      | 2065-06-20      | 6.5000%  | 0.0000% | $5439397.52        | $5626902.62        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7026        | 2054-10-15      | 5.1800%  | 0.0000% | $193308.10         | $197554.24         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4190        | 2059-09-15      | 5.2000%  | 0.0000% | $168895.57         | $172798.30         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7596        | 2064-12-15      | 4.3900%  | 0.0000% | $51023.22          | $49407.49          | Agency Mortgage-Backed Securities         |

### Security 145: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.940000%
- **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: ARP1BOUP9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BOUP9_3.94_1107
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 782779 C     | 2035-12-20      | 6.0000%  | 0.0000% | $18.94             | $19.83             | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL6416 C     | 2065-08-20      | 7.0000%  | 0.0000% | $2717772.74        | $2810145.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6207 C     | 2055-04-20      | 5.5000%  | 0.0000% | $204239.36         | $208612.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ6759 C     | 2048-11-20      | 4.5000%  | 0.0000% | $29.59             | $29.23             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  | 0.0000% | $23295858.08       | $24518432.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL3006 | 2055-10-01      | 6.5000%  | 0.0000% | $2533576.00        | $2696770.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL2701 | 2054-10-01      | 4.5000%  | 0.0000% | $1257118.34        | $1236739.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0324 | 2055-02-01      | 5.5000%  | 0.0000% | $551080.33         | $567300.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ5046 | 2055-10-01      | 5.0000%  | 0.0000% | $323981.74         | $328312.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $3160221.36        | $3211512.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1218 | 2055-10-01      | 5.5000%  | 0.0000% | $20663599.31       | $21210365.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS2528 | 2051-01-01      | 1.5000%  | 0.0000% | $161806.28         | $125341.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2713 | 2037-01-01      | 2.5000%  | 0.0000% | $290392.55         | $275748.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5064 | 2055-10-01      | 5.5000%  | 0.0000% | $153787.38         | $158513.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2178 | 2054-10-01      | 5.5000%  | 0.0000% | $305715.34         | $313399.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $289397.89         | $297503.92         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC T61431 G | 2042-11-01      | 3.0000%  | 0.0000% | $48558.53          | $44406.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS9485 | 2044-12-01      | 4.5000%  | 0.0000% | $48.41             | $48.47             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9057 | 2054-09-01      | 6.0000%  | 0.0000% | $584282.90         | $614883.55         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6456       | 2060-05-15      | 5.5000%  | 0.0000% | $264158.76         | $274670.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA1349 | 2055-04-01      | 7.0000%  | 0.0000% | $36263920.00       | $38210905.68       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5422 | 2055-06-01      | 6.0000%  | 0.0000% | $1792593.70        | $1844863.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2759 | 2054-11-01      | 5.5000%  | 0.0000% | $3747905.95        | $3842343.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4588 | 2043-01-01      | 3.0000%  | 0.0000% | $152142.73         | $141418.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2474 | 2055-01-01      | 5.5000%  | 0.0000% | $1874812.84        | $1922184.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ7827 | 2055-10-01      | 7.0000%  | 0.0000% | $510007.00         | $537517.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3526 | 2055-07-01      | 6.0000%  | 0.0000% | $146759.63         | $151183.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9814 | 2055-01-01      | 6.0000%  | 0.0000% | $21421535.64       | $22282252.95       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8217 | 2038-03-01      | 5.0000%  | 0.0000% | $9328.00           | $9475.05           | Agency Mortgage-Backed Securities |

### Security 146: Societe Generale

- **C.1 - Title:** SG Americas Securities LLC 4.210000%
- **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: ARP1C3MU2, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ARP1C3MU2_4.21_1104
- **C.18 - Value (incl. sponsor support):** $99000000.00
- **C.18.a - Value (excl. sponsor support):** $99000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FMAR 8D0222 G        | 2052-05-01      | 3.4980%  | 0.0000% | $584904.55         | $564491.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $95873.48          | $98812.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7267 | 2054-12-01      | 5.5000%  | 0.0000% | $90877.32          | $93607.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8318 | 2046-11-01      | 3.0000%  | 0.0000% | $77244.56          | $70648.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5279 | 2054-11-01      | 5.5000%  | 0.0000% | $92.92             | $95.98             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8103 | 2055-04-01      | 5.5000%  | 0.0000% | $99617.44          | $102758.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0002 | 2055-10-01      | 6.0000%  | 0.0000% | $98.96             | $102.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3396 | 2055-10-01      | 6.0000%  | 0.0000% | $224323.11         | $233691.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4398 | 2040-11-01      | 4.5000%  | 0.0000% | $99.00             | $99.39             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM8733 | 2036-09-01      | 2.0000%  | 0.0000% | $37937.20          | $35075.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  | 0.0000% | $774.33            | $728.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7495 | 2036-04-01      | 2.0000%  | 0.0000% | $2121.27           | $1976.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6555 | 2051-04-01      | 2.0000%  | 0.0000% | $6806.74           | $5618.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6426 | 2051-03-01      | 2.0000%  | 0.0000% | $59.16             | $48.92             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5736 | 2050-12-01      | 4.0000%  | 0.0000% | $15316.61          | $14802.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5651 | 2051-01-01      | 2.5000%  | 0.0000% | $71350.50          | $61338.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS6537 | 2031-01-01      | 2.5000%  | 0.0000% | $10.42             | $10.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  | 0.0000% | $100.42            | $102.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9787 | 2055-01-01      | 5.0000%  | 0.0000% | $94.81             | $95.72             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  | 0.0000% | $97.85             | $98.06             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $139798.18         | $134317.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  | 0.0000% | $3626.21           | $3383.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA7477 | 2050-03-01      | 3.0000%  | 0.0000% | $4979.09           | $4526.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $16649.03          | $17312.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6943 | 2050-09-01      | 2.0000%  | 0.0000% | $62.83             | $51.63             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7926 | 2054-01-01      | 7.5000%  | 0.0000% | $58.05             | $63.05             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8171 | 2053-02-01      | 5.5000%  | 0.0000% | $108793.14         | $111034.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI9871 | 2054-07-01      | 4.5000%  | 0.0000% | $97.11             | $95.06             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8761 | 2052-10-01      | 5.5000%  | 0.0000% | $93083.42          | $97397.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAO7185 | 2042-09-01      | 4.0000%  | 0.0000% | $13.25             | $12.99             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  | 0.0000% | $46388.96          | $38209.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0903 | 2053-04-01      | 5.5000%  | 0.0000% | $3701.75           | $3779.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  | 0.0000% | $34.09             | $30.98             | Agency Mortgage-Backed Securities  |
| FMAC FKAR WV0127          | 2035-08-01      | 4.8570%  | 0.0000% | $1483907.83        | $1483834.38        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U49046 G | 2029-02-01      | 4.0000%  | 0.0000% | $2.34              | $2.33              | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC V82084 G | 2045-12-01      | 3.5000%  | 0.0000% | $27890.87          | $26506.83          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U99045 G | 2043-03-01      | 3.5000%  | 0.0000% | $17604.44          | $16846.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD4288 | 2053-10-01      | 4.5000%  | 0.0000% | $1039.05           | $1031.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA9432 | 2036-03-01      | 2.0000%  | 0.0000% | $25817.89          | $23931.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $64.20             | $55.44             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $82598.80          | $68184.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | 0.0000% | $97611.67          | $80200.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  | 0.0000% | $12302.67          | $10698.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6424 | 2050-07-01      | 3.0000%  | 0.0000% | $29865.89          | $26655.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  | 0.0000% | $46.98             | $40.41             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5549 | 2050-04-01      | 3.0000%  | 0.0000% | $83444.47          | $75490.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  | 0.0000% | $23411.07          | $22156.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5424 | 2050-03-01      | 3.0000%  | 0.0000% | $30.76             | $27.67             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  | 0.0000% | $5815.22           | $5750.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4804 | 2049-12-01      | 3.5000%  | 0.0000% | $185703.69         | $174873.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  | 0.0000% | $60463.33          | $54086.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5577 | 2053-12-01      | 7.0000%  | 0.0000% | $65.81             | $70.94             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5590 | 2053-12-01      | 7.0000%  | 0.0000% | $59.28             | $63.71             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH1842 | 2053-09-01      | 6.0000%  | 0.0000% | $93.54             | $96.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1248 | 2053-09-01      | 6.5000%  | 0.0000% | $282320.82         | $300359.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9475 | 2053-08-01      | 6.0000%  | 0.0000% | $82.79             | $85.87             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8217 | 2053-08-01      | 6.0000%  | 0.0000% | $162560.27         | $168093.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7097 | 2053-07-01      | 6.0000%  | 0.0000% | $39449.10          | $41215.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $2092.18           | $1783.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0645 | 2047-08-01      | 3.5000%  | 0.0000% | $335163.44         | $317635.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  | 0.0000% | $86.20             | $88.95             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9959 | 2055-02-01      | 5.0000%  | 0.0000% | $97.97             | $98.77             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | 0.0000% | $94.71             | $95.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $94.86             | $93.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9506 | 2054-11-01      | 6.0000%  | 0.0000% | $91.25             | $95.00             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  | 0.0000% | $191.58            | $192.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO2977 | 2042-05-01      | 3.5000%  | 0.0000% | $7553.08           | $7247.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  | 0.0000% | $26.91             | $26.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  | 0.0000% | $22387.69          | $21281.89          | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX JUAL8674 | 2049-01-01      | 5.6240%  | 0.0000% | $16.87             | $17.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  | 0.0000% | $31761.17          | $29147.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9500 | 2043-08-01      | 3.0000%  | 0.0000% | $76577.23          | $71180.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3530 | 2055-09-01      | 6.0000%  | 0.0000% | $101.67            | $104.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4345 | 2049-10-01      | 3.0000%  | 0.0000% | $32.45             | $29.23             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  | 0.0000% | $36.86             | $33.57             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6622 | 2052-01-01      | 2.5000%  | 0.0000% | $34035.41          | $29339.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  | 0.0000% | $41.15             | $37.06             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ8018 | 2054-11-01      | 6.0000%  | 0.0000% | $91.79             | $95.82             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ4917 | 2054-10-01      | 4.5000%  | 0.0000% | $96.94             | $95.32             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ3088 | 2054-08-01      | 6.5000%  | 0.0000% | $289150.91         | $301559.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ1155 | 2054-08-01      | 4.5000%  | 0.0000% | $95.21             | $93.26             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $39116.76          | $39230.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  | 0.0000% | $83.13             | $83.16             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC5480 | 2054-11-01      | 5.0000%  | 0.0000% | $93989.88          | $94103.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  | 0.0000% | $91.05             | $84.41             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  | 0.0000% | $93.62             | $94.52             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0582 | 2053-09-01      | 6.5000%  | 0.0000% | $86009.64          | $90263.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7489 | 2048-07-01      | 4.5000%  | 0.0000% | $224331.89         | $224567.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2506 | 2053-11-01      | 7.0000%  | 0.0000% | $56.91             | $60.93             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD5514 | 2053-07-01      | 4.5000%  | 0.0000% | $8380.30           | $8344.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA6956 | 2053-12-01      | 7.5000%  | 0.0000% | $80.88             | $86.74             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | 0.0000% | $16.55             | $15.58             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC1614 | 2054-09-01      | 6.0000%  | 0.0000% | $180324.81         | $186094.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDB0516 | 2054-06-01      | 7.5000%  | 0.0000% | $53302.17          | $56899.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI4437 | 2054-05-01      | 6.0000%  | 0.0000% | $89.32             | $93.55             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  | 0.0000% | $85.68             | $87.11             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE1079 | 2052-04-01      | 3.5000%  | 0.0000% | $74.93             | $69.39             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1775 | 2052-11-01      | 4.5000%  | 0.0000% | $82.95             | $81.79             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ6816 | 2045-07-01      | 3.5000%  | 0.0000% | $57819.39          | $54983.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU8670 | 2052-05-01      | 4.5000%  | 0.0000% | $61923.75          | $60894.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB8669 | 2051-02-01      | 2.0000%  | 0.0000% | $70.97             | $58.24             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL791406 | 2034-10-01      | 5.5000%  | 0.0000% | $33995.08          | $35436.78          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC5763 | 2051-08-01      | 3.0000%  | 0.0000% | $73.58             | $66.02             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB3205 | 2037-03-01      | 2.5000%  | 0.0000% | $2945.11           | $2777.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | 0.0000% | $90.72             | $94.44             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $80.84             | $73.55             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM1068 | 2032-01-01      | 3.5000%  | 0.0000% | $12.31             | $12.21             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  | 0.0000% | $100240.37         | $103425.51         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS2372 | 2031-06-01      | 1.9800%  | 0.0000% | $72533.24          | $64464.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | 0.0000% | $1.55              | $1.65              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAV5021 | 2044-02-01      | 3.5000%  | 0.0000% | $107591.69         | $102459.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAW0354 | 2044-03-01      | 4.5000%  | 0.0000% | $8625.17           | $8533.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIQO1516 | 2038-08-01      | 6.0000%  | 0.0000% | $125472.47         | $130492.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $19.08             | $17.45             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6520 | 2046-01-01      | 3.5000%  | 0.0000% | $30910.05          | $29342.71          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $94.31             | $89.91             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  | 0.0000% | $88196.31          | $87869.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8942 | 2052-09-01      | 5.0000%  | 0.0000% | $185817.25         | $189099.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY4200 | 2045-05-01      | 3.0000%  | 0.0000% | $59182.26          | $54532.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4031 | 2052-07-01      | 4.5000%  | 0.0000% | $78.71             | $77.44             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI5628 | 2054-05-01      | 7.0000%  | 0.0000% | $4415.90           | $4713.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2504 | 2053-12-01      | 7.0000%  | 0.0000% | $67.83             | $72.56             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO2256 | 2049-10-01      | 3.0000%  | 0.0000% | $42656.52          | $38604.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ2140 | 2054-08-01      | 6.5000%  | 0.0000% | $73.68             | $78.04             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  | 0.0000% | $2714.10           | $2493.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  | 0.0000% | $91.50             | $84.73             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5787 | 2053-12-01      | 7.5000%  | 0.0000% | $55.74             | $59.91             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD6679 | 2052-02-01      | 2.5000%  | 0.0000% | $762.08            | $660.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ2855 | 2054-09-01      | 6.5000%  | 0.0000% | $122818.65         | $130828.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7162 | 2046-05-01      | 3.5000%  | 0.0000% | $220262.68         | $209981.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  | 0.0000% | $68.98             | $59.27             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC9677 | 2051-10-01      | 3.0000%  | 0.0000% | $142678.29         | $129424.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $2588.68           | $2450.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0711 | 2048-10-01      | 3.5000%  | 0.0000% | $8.02              | $7.52              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS3707 | 2044-11-01      | 4.0000%  | 0.0000% | $11981.42          | $11674.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ0742 | 2054-08-01      | 6.5000%  | 0.0000% | $149789.80         | $156210.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ0341 | 2054-07-01      | 7.0000%  | 0.0000% | $131745.90         | $141164.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ0160 | 2054-07-01      | 4.5000%  | 0.0000% | $96.94             | $94.89             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH8657 | 2054-01-01      | 7.0000%  | 0.0000% | $95.28             | $102.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  | 0.0000% | $96.54             | $94.50             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | 0.0000% | $276.73            | $296.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $14.40             | $13.73             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7630 | 2054-01-01      | 7.5000%  | 0.0000% | $61.23             | $65.78             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7499 | 2053-12-01      | 7.5000%  | 0.0000% | $39.46             | $42.38             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7472 | 2054-01-01      | 7.5000%  | 0.0000% | $71.87             | $77.76             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH4699 | 2053-11-01      | 6.0000%  | 0.0000% | $86.56             | $90.15             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  | 0.0000% | $21.92             | $20.57             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  | 0.0000% | $301265.47         | $299464.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  | 0.0000% | $2555.32           | $2536.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | 0.0000% | $23.86             | $23.31             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA1864 | 2038-06-01      | 4.5000%  | 0.0000% | $140291.14         | $141985.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $11446.78          | $11136.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1540 | 2048-04-01      | 4.0000%  | 0.0000% | $24674.69          | $24006.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  | 0.0000% | $16.06             | $15.30             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $79.58             | $64.91             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $36.62             | $35.59             | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5060 | 2035-09-01      | 5.0400%  | 0.0000% | $1200870.00        | $1248071.40        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4064 | 2032-06-01      | 4.6300%  | 0.0000% | $2626310.51        | $2681217.03        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4026 | 2032-07-01      | 4.7200%  | 0.0000% | $1007750.30        | $1036280.05        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3843 | 2032-08-01      | 4.6500%  | 0.0000% | $221705.35         | $226640.96         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3761 | 2035-05-01      | 4.3000%  | 0.0000% | $306801.00         | $303421.08         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4483 | 2032-07-01      | 4.7000%  | 0.0000% | $2203954.73        | $2265014.56        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3284 | 2030-03-01      | 4.8100%  | 0.0000% | $1847439.00        | $1903431.80        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3273 | 2030-03-01      | 4.5500%  | 0.0000% | $1702701.00        | $1738920.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7985 | 2054-01-01      | 7.5000%  | 0.0000% | $67.09             | $72.03             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6876 | 2053-12-01      | 7.5000%  | 0.0000% | $133728.77         | $146178.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6533 | 2053-12-01      | 7.0000%  | 0.0000% | $83.86             | $89.71             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6079 | 2053-12-01      | 7.5000%  | 0.0000% | $63.97             | $68.81             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  | 0.0000% | $84.19             | $89.62             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6042 | 2053-12-01      | 7.5000%  | 0.0000% | $70.39             | $76.63             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5868 | 2053-11-01      | 6.5000%  | 0.0000% | $191783.38         | $204818.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5827 | 2053-12-01      | 7.5000%  | 0.0000% | $64.83             | $69.83             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5717 | 2053-12-01      | 7.0000%  | 0.0000% | $54.58             | $58.21             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA2908 | 2045-11-01      | 4.0000%  | 0.0000% | $2670.25           | $2599.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  | 0.0000% | $42661.52          | $40453.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR9603 | 2051-05-01      | 2.5000%  | 0.0000% | $4733.13           | $4030.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6496 | 2051-04-01      | 2.5000%  | 0.0000% | $39756.75          | $34657.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1340 | 2051-02-01      | 2.0000%  | 0.0000% | $7330.74           | $6061.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  | 0.0000% | $6848.61           | $5662.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ8516 | 2045-09-01      | 4.0000%  | 0.0000% | $182922.44         | $178927.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF2486 | 2055-10-01      | 6.0000%  | 0.0000% | $99.00             | $103.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF2159 | 2055-10-01      | 6.0000%  | 0.0000% | $99.00             | $103.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIDF2611 | 2040-11-01      | 4.5000%  | 0.0000% | $99.00             | $99.30             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF1741 | 2050-10-01      | 4.5000%  | 0.0000% | $117169.97         | $115960.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1682 | 2055-10-01      | 5.5000%  | 0.0000% | $99.00             | $101.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0449 | 2055-10-01      | 6.0000%  | 0.0000% | $99.00             | $101.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0267 | 2055-09-01      | 6.0000%  | 0.0000% | $99.70             | $102.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0231 | 2055-10-01      | 5.5000%  | 0.0000% | $99.79             | $102.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  | 0.0000% | $99.00             | $101.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0809 | 2055-10-01      | 5.5000%  | 0.0000% | $15137.69          | $15434.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE9661 | 2055-09-01      | 7.0000%  | 0.0000% | $99.00             | $105.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  | 0.0000% | $98.92             | $101.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6216 | 2055-10-01      | 5.5000%  | 0.0000% | $110585.67         | $113659.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4455 | 2055-06-01      | 6.5000%  | 0.0000% | $131488.33         | $136854.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  | 0.0000% | $99.00             | $101.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE3530 | 2055-06-01      | 5.0000%  | 0.0000% | $111781.34         | $112578.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  | 0.0000% | $90.44             | $92.83             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1852 | 2055-06-01      | 6.0000%  | 0.0000% | $279467.53         | $291543.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1559 | 2055-07-01      | 5.5000%  | 0.0000% | $102.68            | $104.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  | 0.0000% | $44.45             | $38.65             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ8429 | 2050-12-01      | 2.0000%  | 0.0000% | $134467.00         | $112095.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ4495 | 2051-02-01      | 2.0000%  | 0.0000% | $28602.30          | $23452.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP9679 | 2050-07-01      | 3.0000%  | 0.0000% | $128043.37         | $115124.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  | 0.0000% | $6622.51           | $5437.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $35486.09          | $30536.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS8610 | 2032-01-01      | 3.0000%  | 0.0000% | $21824.56          | $21345.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  | 0.0000% | $31500.50          | $28810.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7031 | 2050-09-01      | 2.5000%  | 0.0000% | $59458.68          | $51819.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  | 0.0000% | $235101.20         | $209564.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  | 0.0000% | $26.61             | $23.96             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4725 | 2053-11-01      | 7.0000%  | 0.0000% | $141310.41         | $151251.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4200 | 2053-11-01      | 7.0000%  | 0.0000% | $95084.76          | $101629.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  | 0.0000% | $71.73             | $74.20             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  | 0.0000% | $96.66             | $98.48             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  | 0.0000% | $59185.54          | $57698.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6536 | 2046-01-01      | 3.5000%  | 0.0000% | $5934.04           | $5629.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  | 0.0000% | $41.78             | $40.14             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  | 0.0000% | $76.25             | $79.48             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  | 0.0000% | $56.62             | $60.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7405 | 2053-12-01      | 7.5000%  | 0.0000% | $55.32             | $59.49             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA1422 | 2033-03-01      | 2.5000%  | 0.0000% | $11231.71          | $10727.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6046 | 2053-12-01      | 7.5000%  | 0.0000% | $69.55             | $74.82             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  | 0.0000% | $29530.60          | $24195.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC5706 | 2054-11-01      | 4.5000%  | 0.0000% | $336667.28         | $330555.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB2781 | 2050-09-01      | 2.5000%  | 0.0000% | $199696.04         | $171088.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  | 0.0000% | $1076.15           | $1063.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5695 | 2049-02-01      | 4.0000%  | 0.0000% | $6988.86           | $6779.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0160 | 2041-07-01      | 2.0000%  | 0.0000% | $65.91             | $57.91             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  | 0.0000% | $75313.71          | $78658.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K2918243 | 2037-05-01      | 6.0000%  | 0.0000% | $2584.14           | $2639.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8462 | 2054-07-01      | 6.0000%  | 0.0000% | $40330.38          | $41740.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5044 | 2053-06-01      | 4.5000%  | 0.0000% | $2551.10           | $2533.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0846 | 2052-02-01      | 3.0000%  | 0.0000% | $144224.72         | $128647.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9716 | 2051-12-01      | 2.5000%  | 0.0000% | $10947.76          | $9490.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQZ7298 | 2055-10-01      | 7.0000%  | 0.0000% | $65715.21          | $69950.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  | 0.0000% | $19398.59          | $17282.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFA2615 | 2037-05-01      | 3.0000%  | 0.0000% | $92140.85          | $89497.33          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4756 | 2054-02-01      | 6.0000%  | 0.0000% | $90.74             | $95.37             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1010 | 2048-07-01      | 3.5000%  | 0.0000% | $320601.74         | $301079.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8149 | 2053-05-01      | 6.0000%  | 0.0000% | $84548.46          | $88734.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7383 | 2055-01-01      | 6.0000%  | 0.0000% | $93.92             | $97.93             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5575 | 2055-03-01      | 6.5000%  | 0.0000% | $84.04             | $87.98             | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3602 | 2032-04-01      | 4.7100%  | 0.0000% | $98.46             | $101.15            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ5317 | 2035-10-01      | 4.4200%  | 0.0000% | $8415000.00        | $8401059.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4936 | 2047-11-01      | 3.5000%  | 0.0000% | $84.64             | $79.75             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  | 0.0000% | $13080.52          | $13101.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  | 0.0000% | $88468.50          | $92264.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  | 0.0000% | $27.48             | $27.47             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BF0548 | 2061-07-01      | 3.0000%  | 0.0000% | $62.92             | $54.65             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $76.93             | $74.55             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH7191 | 2053-12-01      | 7.0000%  | 0.0000% | $66.86             | $71.57             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  | 0.0000% | $3494.62           | $3110.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  | 0.0000% | $230581.26         | $230891.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1639 | 2055-01-01      | 6.5000%  | 0.0000% | $74628.25          | $78063.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8378 | 2040-04-01      | 5.0000%  | 0.0000% | $84.38             | $85.61             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE6557 | 2055-08-01      | 5.0000%  | 0.0000% | $198181.11         | $198984.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5315 | 2054-12-01      | 5.0000%  | 0.0000% | $89.59             | $90.03             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI7739 | 2054-06-01      | 6.0000%  | 0.0000% | $90.16             | $93.23             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD8540 | 2047-01-01      | 4.0000%  | 0.0000% | $12875.49          | $12478.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF3006 | 2052-11-01      | 5.5000%  | 0.0000% | $82.43             | $85.07             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $7173.68           | $7317.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE7181 | 2052-06-01      | 3.5000%  | 0.0000% | $76.89             | $71.29             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE5591 | 2052-07-01      | 4.0000%  | 0.0000% | $36370.80          | $34844.44          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5080 | 2052-07-01      | 5.0000%  | 0.0000% | $67.99             | $68.58             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  | 0.0000% | $96.29             | $98.95             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD3879 | 2051-12-01      | 2.5000%  | 0.0000% | $79.15             | $67.72             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  | 0.0000% | $89721.95          | $77965.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $88.86             | $91.73             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  | 0.0000% | $69767.88          | $74021.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $49527.59          | $51130.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  | 0.0000% | $96875.69          | $103369.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $65.13             | $68.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6186 | 2053-05-01      | 5.5000%  | 0.0000% | $82.21             | $84.52             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  | 0.0000% | $65.14             | $69.11             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4290 | 2052-08-01      | 5.0000%  | 0.0000% | $31476.54          | $31682.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3755 | 2052-05-01      | 3.5000%  | 0.0000% | $37093.81          | $34391.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4424 | 2052-07-01      | 5.5000%  | 0.0000% | $96885.77          | $100495.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  | 0.0000% | $33902.79          | $32136.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  | 0.0000% | $77227.86          | $66078.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  | 0.0000% | $242207.42         | $217293.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2668 | 2052-01-01      | 3.0000%  | 0.0000% | $237.53            | $211.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2621 | 2052-01-01      | 2.5000%  | 0.0000% | $54670.77          | $47561.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | 0.0000% | $80.70             | $71.80             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIQO0744 | 2037-08-01      | 3.0000%  | 0.0000% | $9652.46           | $9278.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8810 | 2043-03-01      | 3.5000%  | 0.0000% | $23596.66          | $22500.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR6195 | 2043-04-01      | 3.5000%  | 0.0000% | $14051.14          | $13386.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ1567 | 2050-09-01      | 3.0000%  | 0.0000% | $11972.37          | $10865.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  | 0.0000% | $142057.33         | $131512.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5791 | 2053-12-01      | 7.5000%  | 0.0000% | $76.49             | $82.28             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | 0.0000% | $3891.31           | $3166.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  | 0.0000% | $13.25             | $12.40             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $3000.15           | $3116.95           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4771 | 2032-09-01      | 4.8700%  | 0.0000% | $10988.80          | $11333.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMB0295 | 2055-01-01      | 4.5000%  | 0.0000% | $40507.12          | $39653.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4930 | 2055-04-01      | 5.5000%  | 0.0000% | $4325.84           | $4395.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  | 0.0000% | $139482.40         | $114881.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $3182.31           | $2840.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  | 0.0000% | $94.54             | $96.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6996 | 2050-09-01      | 2.5000%  | 0.0000% | $26837.11          | $22894.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBP2389 | 2050-04-01      | 4.5000%  | 0.0000% | $2961.99           | $2917.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2505 | 2053-12-01      | 7.0000%  | 0.0000% | $59.57             | $63.71             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2503 | 2053-12-01      | 7.0000%  | 0.0000% | $65.59             | $69.90             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1268 | 2053-10-01      | 6.5000%  | 0.0000% | $63.62             | $68.02             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1668 | 2053-10-01      | 6.5000%  | 0.0000% | $76634.64          | $81888.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA0279 | 2053-12-01      | 7.5000%  | 0.0000% | $81.42             | $87.14             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA0846 | 2053-11-01      | 5.5000%  | 0.0000% | $3655.88           | $3716.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL787216 | 2034-07-01      | 5.5000%  | 0.0000% | $12.25             | $12.44             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $0.91              | $0.95              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  | 0.0000% | $8640.25           | $9008.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL735036 | 2034-12-01      | 5.5000%  | 0.0000% | $12061.98          | $12461.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $30382.27          | $31789.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL708631 | 2033-06-01      | 6.0000%  | 0.0000% | $1.89              | $1.94              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ7024 | 2045-10-01      | 3.5000%  | 0.0000% | $67241.16          | $63977.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ4763 | 2045-10-01      | 4.0000%  | 0.0000% | $128351.15         | $124941.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ2953 | 2030-09-01      | 3.0000%  | 0.0000% | $30023.24          | $29479.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ2109 | 2045-10-01      | 4.0000%  | 0.0000% | $24.81             | $24.15             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  | 0.0000% | $66085.52          | $59789.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY8429 | 2045-08-01      | 3.5000%  | 0.0000% | $29659.42          | $27941.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7802 | 2045-04-01      | 3.0000%  | 0.0000% | $177105.27         | $163189.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3676 | 2053-08-01      | 6.0000%  | 0.0000% | $100976.61         | $106110.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4382 | 2053-11-01      | 6.0000%  | 0.0000% | $40799.94          | $42512.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | 0.0000% | $87.15             | $87.40             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $84.19             | $85.69             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $82.20             | $82.30             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  | 0.0000% | $557.51            | $566.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | 0.0000% | $674.81            | $701.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $29.00             | $28.02             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2541 | 2054-09-01      | 6.5000%  | 0.0000% | $138658.96         | $147910.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2008 | 2054-09-01      | 6.5000%  | 0.0000% | $190470.56         | $202826.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC2016 | 2054-09-01      | 5.0000%  | 0.0000% | $91886.25          | $91964.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1674 | 2054-09-01      | 5.5000%  | 0.0000% | $96.48             | $99.17             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7008 | 2054-07-01      | 6.0000%  | 0.0000% | $96606.65          | $100146.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB6834 | 2054-07-01      | 5.0000%  | 0.0000% | $87.92             | $88.36             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB6204 | 2054-07-01      | 5.5000%  | 0.0000% | $96.03             | $99.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4843 | 2054-10-01      | 6.5000%  | 0.0000% | $98.13             | $102.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2541 | 2054-08-01      | 6.0000%  | 0.0000% | $83579.94          | $85978.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB2307 | 2054-10-01      | 4.5000%  | 0.0000% | $164560.11         | $161959.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $2612.06           | $2582.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA2734 | 2033-11-01      | 3.0000%  | 0.0000% | $20548.30          | $19882.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1795 | 2054-11-01      | 5.5000%  | 0.0000% | $97.89             | $100.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | 0.0000% | $14051.95          | $13264.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7192 | 2053-02-01      | 5.5000%  | 0.0000% | $66.71             | $69.17             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB7463 | 2055-02-01      | 5.5000%  | 0.0000% | $118406.71         | $121539.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3108 | 2054-10-01      | 6.0000%  | 0.0000% | $99.00             | $102.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  | 0.0000% | $2677.19           | $2781.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB1997 | 2054-10-01      | 6.5000%  | 0.0000% | $98.06             | $103.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB1696 | 2054-06-01      | 6.5000%  | 0.0000% | $93102.34          | $98084.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA7568 | 2054-02-01      | 7.0000%  | 0.0000% | $97.07             | $103.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  | 0.0000% | $50.49             | $52.06             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA5879 | 2053-12-01      | 7.0000%  | 0.0000% | $89.11             | $94.34             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA4359 | 2054-02-01      | 6.0000%  | 0.0000% | $51232.39          | $52900.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | 0.0000% | $49861.75          | $47960.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  | 0.0000% | $73.44             | $68.40             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  | 0.0000% | $76.91             | $77.86             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  | 0.0000% | $124309.73         | $122836.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0451 | 2050-10-01      | 3.0000%  | 0.0000% | $51.33             | $45.69             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0390 | 2050-04-01      | 3.0000%  | 0.0000% | $28.82             | $26.07             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $1.19              | $1.24              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ7663 | 2055-11-01      | 6.5000%  | 0.0000% | $79243.16          | $83027.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5577 | 2052-11-01      | 5.0000%  | 0.0000% | $86.04             | $86.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY5063 | 2053-07-01      | 6.5000%  | 0.0000% | $23397.43          | $24972.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1684 | 2052-11-01      | 5.5000%  | 0.0000% | $248324.26         | $255851.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2170 | 2055-03-01      | 6.5000%  | 0.0000% | $77966.27          | $81663.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3033 | 2055-06-01      | 6.5000%  | 0.0000% | $128869.88         | $135738.60         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5017 | 2032-09-01      | 4.8700%  | 0.0000% | $98.90             | $102.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0638 | 2055-05-01      | 5.0000%  | 0.0000% | $138411.63         | $139495.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC2628 | 2055-04-01      | 5.0000%  | 0.0000% | $119504.48         | $119622.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  | 0.0000% | $69.32             | $56.79             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  | 0.0000% | $11.64             | $10.72             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA7144 | 2035-09-01      | 2.5000%  | 0.0000% | $15320.50          | $14527.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4444 | 2054-10-01      | 6.0000%  | 0.0000% | $98.05             | $100.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  | 0.0000% | $141623.43         | $141734.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3569 | 2054-10-01      | 5.5000%  | 0.0000% | $97226.22          | $100364.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  | 0.0000% | $22.17             | $21.60             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1382 | 2052-08-01      | 4.0000%  | 0.0000% | $28004.15          | $26825.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1377 | 2052-07-01      | 3.5000%  | 0.0000% | $4677.06           | $4357.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  | 0.0000% | $128163.76         | $117617.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8154 | 2046-10-01      | 4.5000%  | 0.0000% | $6.14              | $6.15              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8074 | 2046-10-01      | 3.0000%  | 0.0000% | $3764.16           | $3442.74           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4834 | 2055-09-01      | 5.5000%  | 0.0000% | $808053.15         | $822855.33         | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.850 WRWR0001 | 2040-06-01      | 4.8500%  | 0.0000% | $99.10             | $99.29             | Agency Mortgage-Backed Securities  |
| FMAC FMAR 8B0498 G        | 2055-10-01      | 5.2840%  | 0.0000% | $642682.66         | $653821.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3192 | 2055-11-01      | 6.0000%  | 0.0000% | $49906.99          | $51941.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQZ4544 | 2055-10-01      | 4.5000%  | 0.0000% | $68478.09          | $67298.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7327 | 2055-03-01      | 6.0000%  | 0.0000% | $90.91             | $94.73             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9465 | 2047-04-01      | 4.0000%  | 0.0000% | $147249.05         | $143624.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  | 0.0000% | $14.80             | $14.45             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | 0.0000% | $22.86             | $20.77             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF8469 | 2053-03-01      | 6.5000%  | 0.0000% | $65.48             | $69.99             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7245 | 2053-02-01      | 5.5000%  | 0.0000% | $108109.16         | $110378.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF6885 | 2053-02-01      | 6.0000%  | 0.0000% | $77.65             | $80.19             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  | 0.0000% | $82.93             | $84.78             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5855 | 2053-01-01      | 5.5000%  | 0.0000% | $55.66             | $56.71             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  | 0.0000% | $70.37             | $71.02             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  | 0.0000% | $346.37            | $354.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  | 0.0000% | $3342.82           | $3436.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD5125 | 2054-04-01      | 7.0000%  | 0.0000% | $71.63             | $76.54             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4980 | 2054-03-01      | 5.0000%  | 0.0000% | $84.00             | $84.97             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4698 | 2054-01-01      | 6.0000%  | 0.0000% | $85.38             | $88.43             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4679 | 2053-05-01      | 5.0000%  | 0.0000% | $86.48             | $86.89             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4746 | 2054-07-01      | 6.0000%  | 0.0000% | $86.73             | $90.37             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4253 | 2053-11-01      | 6.5000%  | 0.0000% | $191146.73         | $203816.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  | 0.0000% | $77.64             | $63.78             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT7713 | 2051-09-01      | 2.5000%  | 0.0000% | $121924.40         | $105975.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  | 0.0000% | $174525.45         | $148793.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC4794 | 2051-08-01      | 3.0000%  | 0.0000% | $228023.51         | $206278.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC3597 | 2051-06-01      | 2.0000%  | 0.0000% | $74.12             | $60.73             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB7230 | 2051-01-01      | 2.0000%  | 0.0000% | $56.85             | $46.26             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB4948 | 2050-11-01      | 2.0000%  | 0.0000% | $65.61             | $53.88             | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $26552.98          | $27919.22          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  | 0.0000% | $12084.88          | $11811.38          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4215 | 2050-12-01      | 2.0000%  | 0.0000% | $137.34            | $112.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $5959.32           | $5859.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $86.34             | $90.52             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $10.62             | $10.31             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  | 0.0000% | $31714.71          | $31508.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | 0.0000% | $43.78             | $40.66             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD7992 | 2055-04-01      | 4.5000%  | 0.0000% | $190574.79         | $187374.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6411 | 2055-04-01      | 6.5000%  | 0.0000% | $87.48             | $91.14             | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.802 WVWV0105 | 2031-12-01      | 4.7560%  | 0.0000% | $99.00             | $98.81             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1029 | 2055-09-01      | 6.0000%  | 0.0000% | $98.46             | $102.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE8220 | 2055-08-01      | 5.0000%  | 0.0000% | $98.68             | $99.08             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  | 0.0000% | $2317.39           | $2405.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  | 0.0000% | $110831.16         | $114222.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2284 | 2054-10-01      | 5.5000%  | 0.0000% | $96.96             | $100.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD9459 | 2055-05-01      | 7.0000%  | 0.0000% | $114066.65         | $121501.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6413 | 2055-03-01      | 6.5000%  | 0.0000% | $85.34             | $89.21             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  | 0.0000% | $74.26             | $67.30             | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAM7016 | 2029-10-01      | 3.4700%  | 0.0000% | $84.57             | $82.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY0098 | 2053-05-01      | 6.5000%  | 0.0000% | $59616.49          | $63627.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  | 0.0000% | $4113.63           | $3546.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  | 0.0000% | $7576.25           | $7762.35           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI7899 | 2054-06-01      | 7.5000%  | 0.0000% | $61096.43          | $65229.00          | Agency Mortgage-Backed Securities  |
| FMAC FKAR 03.800 WAWA4844 | 2042-10-01      | 3.8000%  | 0.0000% | $161227.99         | $143279.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  | 0.0000% | $84.27             | $85.71             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $83.53             | $85.86             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1897 | 2055-06-01      | 6.0000%  | 0.0000% | $53346.96          | $55489.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ1092 | 2050-08-01      | 3.0000%  | 0.0000% | $45.35             | $41.00             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2717 | 2050-02-01      | 3.0000%  | 0.0000% | $99.76             | $91.24             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9802 | 2055-01-01      | 5.5000%  | 0.0000% | $93.80             | $96.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CTFA3074 | 2041-08-01      | 1.5000%  | 0.0000% | $107470.14         | $90001.95          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA7048 | 2050-02-01      | 3.5000%  | 0.0000% | $595.98            | $566.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  | 0.0000% | $63.58             | $52.48             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC4690 | 2051-08-01      | 2.5000%  | 0.0000% | $21433.33          | $18635.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD5246 | 2052-04-01      | 2.5000%  | 0.0000% | $88.26             | $75.54             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS9519 | 2032-04-01      | 3.5000%  | 0.0000% | $8877.29           | $8796.38           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785561 C     | 2051-07-20      | 3.0000%  | 0.0000% | $132796.99         | $120830.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1446 | 2052-08-01      | 4.5000%  | 0.0000% | $76.49             | $75.27             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  | 0.0000% | $19.04             | $18.99             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1751 | 2051-10-01      | 2.5000%  | 0.0000% | $75.57             | $65.75             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4344 | 2048-06-01      | 4.5000%  | 0.0000% | $120967.90         | $121134.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  | 0.0000% | $32.98             | $31.14             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8172 | 2037-07-01      | 4.0000%  | 0.0000% | $180273.97         | $178318.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $85.93             | $79.66             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | 0.0000% | $98.00             | $103.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD6918 | 2054-11-01      | 6.5000%  | 0.0000% | $84.18             | $89.24             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4542 | 2051-02-01      | 2.5000%  | 0.0000% | $270.38            | $230.56            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4585 | 2030-08-01      | 4.1700%  | 0.0000% | $750311.50         | $753308.99         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4292 | 2030-07-01      | 4.5200%  | 0.0000% | $4452795.17        | $4529586.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0811 | 2055-10-01      | 6.0000%  | 0.0000% | $98.99             | $102.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | 0.0000% | $163.28            | $151.39            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3128 | 2053-06-01      | 5.0000%  | 0.0000% | $231430.36         | $233257.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM3487 | 2031-06-01      | 3.5000%  | 0.0000% | $8921.09           | $8859.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $41.29             | $37.93             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  | 0.0000% | $84.61             | $90.48             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5809 | 2053-12-01      | 7.5000%  | 0.0000% | $56.46             | $60.14             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2043 | 2048-12-01      | 4.5000%  | 0.0000% | $71710.17          | $71672.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  | 0.0000% | $58.26             | $47.86             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5821 | 2053-12-01      | 7.0000%  | 0.0000% | $76.45             | $81.78             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE7936 | 2055-08-01      | 6.5000%  | 0.0000% | $113646.20         | $120015.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD9401 | 2055-05-01      | 5.0000%  | 0.0000% | $148583.71         | $148914.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  | 0.0000% | $69.01             | $56.60             | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.500 WNWN4016 | 2033-12-01      | 4.5000%  | 0.0000% | $636669.00         | $641887.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9341 | 2052-09-01      | 4.5000%  | 0.0000% | $271110.71         | $267709.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5317 | 2050-03-01      | 3.0000%  | 0.0000% | $26.86             | $24.18             | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ2356 | 2034-11-01      | 4.6100%  | 0.0000% | $198.00            | $201.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4252 | 2050-09-01      | 2.0000%  | 0.0000% | $90.76             | $74.55             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  | 0.0000% | $76.66             | $73.75             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ7709 | 2041-12-01      | 3.5000%  | 0.0000% | $297482.67         | $286001.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4503 | 2048-09-01      | 4.0000%  | 0.0000% | $12053.72          | $11706.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  | 0.0000% | $20.43             | $20.36             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $19495.13          | $16915.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  | 0.0000% | $253.45            | $262.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0454 | 2051-05-01      | 2.5000%  | 0.0000% | $70.37             | $60.85             | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G60961 G | 2047-04-01      | 4.5000%  | 0.0000% | $228053.75         | $228712.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ1703 | 2054-08-01      | 6.5000%  | 0.0000% | $126467.34         | $134748.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD3580 | 2052-04-01      | 2.0000%  | 0.0000% | $83.07             | $68.17             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $77.73             | $72.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9154 | 2051-10-01      | 2.0000%  | 0.0000% | $71895.35          | $58956.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9714 | 2053-09-01      | 6.0000%  | 0.0000% | $87.22             | $90.45             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  | 0.0000% | $41.01             | $39.05             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  | 0.0000% | $16.63             | $15.73             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1330 | 2052-11-01      | 5.0000%  | 0.0000% | $74.88             | $75.70             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH8528 | 2047-12-01      | 3.5000%  | 0.0000% | $23213.95          | $21842.60          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1238 | 2029-07-01      | 5.7800%  | 0.0000% | $58199.82          | $60018.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ7199 | 2048-09-01      | 3.5000%  | 0.0000% | $30.85             | $29.16             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $11.00             | $10.93             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G15950 G | 2031-08-01      | 3.5000%  | 0.0000% | $18364.00          | $18241.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4786 | 2045-04-01      | 3.0000%  | 0.0000% | $6895.35           | $6378.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7627 | 2054-01-01      | 7.5000%  | 0.0000% | $83.88             | $90.12             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $46.03             | $39.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  | 0.0000% | $18021.31          | $17524.60          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1632 | 2029-09-01      | 4.3900%  | 0.0000% | $1528263.00        | $1549640.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1146 | 2049-06-01      | 3.5000%  | 0.0000% | $11.84             | $11.09             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  | 0.0000% | $912.68            | $947.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I3BF0292 | 2048-05-01      | 3.0000%  | 0.0000% | $16611.75          | $15112.62          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0808 | 2034-04-01      | 4.7200%  | 0.0000% | $557172.00         | $571259.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX8367 | 2044-11-01      | 4.0000%  | 0.0000% | $11.88             | $11.63             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI0818 | 2054-02-01      | 7.0000%  | 0.0000% | $74470.16          | $79413.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CVAL8047 | 2030-11-01      | 3.5000%  | 0.0000% | $21.11             | $20.96             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0211 | 2041-12-01      | 2.0000%  | 0.0000% | $7258.36           | $6340.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  | 0.0000% | $18.25             | $16.69             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | 0.0000% | $6788.25           | $6700.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8295 | 2046-11-01      | 3.0000%  | 0.0000% | $133950.45         | $123425.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6672 | 2053-07-01      | 5.0000%  | 0.0000% | $74708.35          | $75298.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  | 0.0000% | $47514.81          | $42938.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAV8711 | 2029-03-01      | 3.5000%  | 0.0000% | $3067.94           | $3043.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAU1691 | 2043-08-01      | 3.0000%  | 0.0000% | $291848.46         | $271274.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3060 | 2043-04-01      | 3.0000%  | 0.0000% | $191329.81         | $177966.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  | 0.0000% | $12.46             | $11.89             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQAT2404 | 2033-05-01      | 3.0000%  | 0.0000% | $15352.87          | $14866.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT2021 | 2043-04-01      | 3.5000%  | 0.0000% | $58100.92          | $55571.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  | 0.0000% | $16.40             | $15.64             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  | 0.0000% | $92.51             | $93.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC5420 | 2054-11-01      | 5.0000%  | 0.0000% | $156728.69         | $157455.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC4977 | 2054-11-01      | 4.5000%  | 0.0000% | $229919.96         | $225982.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC4702 | 2054-09-01      | 7.0000%  | 0.0000% | $48266.43          | $51095.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  | 0.0000% | $97096.34          | $98904.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  | 0.0000% | $140138.67         | $146194.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  | 0.0000% | $168602.20         | $168442.03         | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SOBM7863 | 2055-10-01      | 5.3580%  | 0.0000% | $752.40            | $762.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U6BM7360 | 2057-02-01      | 3.0000%  | 0.0000% | $89.56             | $79.01             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5897 | 2048-05-01      | 3.5000%  | 0.0000% | $25353.27          | $23884.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKBM5598 | 2043-02-01      | 3.0000%  | 0.0000% | $15.90             | $14.70             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  | 0.0000% | $6841.34           | $6205.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  | 0.0000% | $25.72             | $23.52             | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX LBBM4874 | 2048-11-01      | 3.1560%  | 0.0000% | $2729.26           | $2678.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  | 0.0000% | $18560.07          | $18511.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM4614 | 2033-03-01      | 3.0000%  | 0.0000% | $5913.30           | $5787.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $27.33             | $27.18             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4322 | 2048-07-01      | 4.0000%  | 0.0000% | $9257.16           | $8995.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  | 0.0000% | $18.55             | $17.96             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $27.92             | $27.30             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  | 0.0000% | $20.48             | $20.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $14.45             | $13.67             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM1565 | 2047-04-01      | 3.0000%  | 0.0000% | $72137.43          | $66200.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD1735 | 2055-02-01      | 5.0000%  | 0.0000% | $169964.47         | $172525.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9671 | 2055-01-01      | 5.5000%  | 0.0000% | $91.38             | $93.38             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC9610 | 2055-01-01      | 6.5000%  | 0.0000% | $68718.36          | $71836.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9101 | 2055-06-01      | 6.0000%  | 0.0000% | $130953.95         | $136747.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8570 | 2055-01-01      | 5.5000%  | 0.0000% | $241160.84         | $248208.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ1785 | 2054-07-01      | 7.0000%  | 0.0000% | $82022.51          | $87496.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL9418 | 2031-08-01      | 3.5000%  | 0.0000% | $8.87              | $8.81              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL9378 | 2031-09-01      | 3.0000%  | 0.0000% | $4966.00           | $4876.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $70.73             | $70.01             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CVAL5759 | 2029-07-01      | 3.5000%  | 0.0000% | $4.98              | $4.94              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAL5218 | 2044-03-01      | 5.0000%  | 0.0000% | $3220.32           | $3293.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK5856 | 2042-04-01      | 4.0000%  | 0.0000% | $2661.79           | $2616.88           | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX LBAK0020 | 2042-02-01      | 6.7500%  | 0.0000% | $52736.28          | $55160.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $9378.22           | $9057.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAJ4557 | 2041-11-01      | 4.0000%  | 0.0000% | $17.69             | $17.46             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  | 0.0000% | $5.95              | $6.15              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAH2683 | 2041-01-01      | 4.0000%  | 0.0000% | $13393.82          | $13184.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 K2602324 | 2031-09-01      | 7.5000%  | 0.0000% | $7491.10           | $7711.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CT257536 | 2029-01-01      | 5.0000%  | 0.0000% | $5350.85           | $5404.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO1487 | 2038-07-01      | 5.0000%  | 0.0000% | $88460.41          | $89965.71          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ2295 | 2034-10-01      | 4.3500%  | 0.0000% | $5786030.65        | $5765432.38        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ2075 | 2029-11-01      | 4.0600%  | 0.0000% | $4349074.46        | $4367890.00        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1585 | 2029-08-01      | 4.6500%  | 0.0000% | $1348677.00        | $1376992.47        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ1575 | 2034-10-01      | 4.5450%  | 0.0000% | $116075.52         | $117578.41         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1388 | 2029-08-01      | 4.7400%  | 0.0000% | $2960000.21        | $3030270.61        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1296 | 2029-07-01      | 4.7700%  | 0.0000% | $1246311.00        | $1279592.49        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1293 | 2029-07-01      | 4.7700%  | 0.0000% | $1473120.00        | $1512458.20        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1263 | 2029-07-01      | 4.6200%  | 0.0000% | $2187900.00        | $2239271.89        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1249 | 2029-07-01      | 4.7200%  | 0.0000% | $1868087.93        | $1913890.33        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1167 | 2029-06-01      | 4.8350%  | 0.0000% | $1709631.00        | $1758542.12        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0708 | 2029-04-01      | 4.8200%  | 0.0000% | $9801155.43        | $10067753.40       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0521 | 2029-02-01      | 4.8800%  | 0.0000% | $845253.98         | $867412.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY8516 | 2053-08-01      | 6.0000%  | 0.0000% | $65.65             | $67.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  | 0.0000% | $60185.87          | $62768.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  | 0.0000% | $87.63             | $88.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  | 0.0000% | $192090.15         | $195759.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2239 | 2053-05-01      | 6.5000%  | 0.0000% | $117629.09         | $124109.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6113 | 2053-01-01      | 6.0000%  | 0.0000% | $11033.17          | $11436.20          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG5435 | 2053-06-01      | 5.0000%  | 0.0000% | $88.33             | $88.64             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  | 0.0000% | $78.39             | $78.81             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2759 | 2053-05-01      | 5.5000%  | 0.0000% | $83920.29          | $86282.09          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF9945 | 2053-04-01      | 6.0000%  | 0.0000% | $96.28             | $99.38             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBT6754 | 2036-09-01      | 2.0000%  | 0.0000% | $19097.50          | $17624.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $2808.01           | $2600.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  | 0.0000% | $3495.87           | $2985.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $5252.73           | $4292.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $126151.92         | $116973.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $67.26             | $55.19             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQAY1959 | 2035-03-01      | 3.0000%  | 0.0000% | $38259.97          | $36306.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAX5308 | 2042-01-01      | 3.5000%  | 0.0000% | $10.61             | $10.16             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAW2074 | 2029-04-01      | 3.5000%  | 0.0000% | $7701.98           | $7630.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  | 0.0000% | $239681.82         | $247237.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7565 | 2053-09-01      | 5.5000%  | 0.0000% | $158.58            | $163.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD7538 | 2051-04-01      | 2.0000%  | 0.0000% | $64.20             | $53.63             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $31.80             | $30.10             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7270 | 2054-12-01      | 6.0000%  | 0.0000% | $92.61             | $95.68             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $10.48             | $10.12             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6905 | 2054-11-01      | 6.0000%  | 0.0000% | $184.26            | $190.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBJ5515 | 2033-01-01      | 3.0000%  | 0.0000% | $4817.26           | $4658.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ4626 | 2048-02-01      | 4.5000%  | 0.0000% | $202166.40         | $200976.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ3997 | 2048-02-01      | 3.5000%  | 0.0000% | $11694.56          | $11076.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH6713 | 2047-08-01      | 3.5000%  | 0.0000% | $6470.57           | $6080.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $214028.70         | $209342.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $16.49             | $15.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  | 0.0000% | $132072.48         | $129575.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 R3BF0725 | 2052-07-01      | 4.5000%  | 0.0000% | $48763.54          | $48761.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  | 0.0000% | $287840.66         | $247273.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 R3BF0444 | 2049-09-01      | 3.0000%  | 0.0000% | $39.78             | $35.46             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0316 | 2052-07-01      | 4.0000%  | 0.0000% | $36.65             | $35.44             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  | 0.0000% | $18.26             | $18.33             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $35.59             | $34.06             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBE0084 | 2046-12-01      | 3.0000%  | 0.0000% | $30.37             | $27.98             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD7043 | 2047-03-01      | 4.0000%  | 0.0000% | $15963.77          | $15516.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC9078 | 2046-12-01      | 4.0000%  | 0.0000% | $46394.66          | $45094.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  | 0.0000% | $75.29             | $79.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA4107 | 2053-12-01      | 7.5000%  | 0.0000% | $66.97             | $72.08             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $30.71             | $30.29             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  | 0.0000% | $32.37             | $30.86             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNSA0069 | 2032-05-01      | 1.5000%  | 0.0000% | $76.58             | $71.34             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZT0936 | 2043-09-01      | 3.0000%  | 0.0000% | $11.77             | $11.17             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | 0.0000% | $37.22             | $35.07             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $3304.32           | $3292.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8514 | 2029-01-01      | 3.5000%  | 0.0000% | $2692.30           | $2674.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS3771 | 2043-07-01      | 3.5000%  | 0.0000% | $13.20             | $12.62             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65450 G | 2047-12-01      | 3.5000%  | 0.0000% | $7.95              | $7.41              | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  | 0.0000% | $28278.52          | $26358.60          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65432 G | 2047-08-01      | 3.5000%  | 0.0000% | $13.41             | $12.50             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  | 0.0000% | $18.15             | $17.85             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  | 0.0000% | $14.28             | $13.18             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  | 0.0000% | $10.18             | $9.47              | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G18683 G | 2033-04-01      | 2.5000%  | 0.0000% | $50.08             | $48.28             | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18587 G | 2031-02-01      | 3.0000%  | 0.0000% | $8461.82           | $8299.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  | 0.0000% | $89.93             | $83.30             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3132 | 2052-01-01      | 2.5000%  | 0.0000% | $224759.44         | $197205.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3126 | 2053-06-01      | 6.0000%  | 0.0000% | $62.54             | $64.66             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  | 0.0000% | $96957.93          | $99124.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD2536 | 2051-10-01      | 2.5000%  | 0.0000% | $80.48             | $70.54             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2421 | 2053-03-01      | 5.5000%  | 0.0000% | $73.43             | $75.70             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $77.38             | $79.78             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  | 0.0000% | $13636.06          | $12321.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  | 0.0000% | $114119.78         | $118492.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  | 0.0000% | $90.86             | $92.41             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $82.88             | $87.10             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6357 | 2054-05-01      | 6.0000%  | 0.0000% | $91.75             | $96.10             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI5499 | 2054-05-01      | 4.5000%  | 0.0000% | $95.58             | $93.57             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI5153 | 2054-05-01      | 5.5000%  | 0.0000% | $88771.46          | $91438.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | 0.0000% | $90.97             | $92.02             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3PSE9055 | 2052-03-01      | 2.0000%  | 0.0000% | $63227.40          | $50273.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 3PRE6054 | 2050-04-01      | 4.5000%  | 0.0000% | $5.27              | $5.11              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PRE6046 | 2050-05-01      | 3.5000%  | 0.0000% | $21826.18          | $19996.37          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  | 0.0000% | $71.15             | $56.56             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  | 0.0000% | $767.44            | $794.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $80.20             | $80.73             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $80.39             | $81.25             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8307 | 2052-12-01      | 6.0000%  | 0.0000% | $3461.49           | $3598.08           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  | 0.0000% | $75.80             | $70.70             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX3681 | 2052-12-01      | 6.5000%  | 0.0000% | $90389.97          | $96148.41          | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.600 WNWN4084 | 2035-07-01      | 4.6000%  | 0.0000% | $3977424.00        | $4015739.85        | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.750 WNWN2662 | 2032-04-01      | 4.7500%  | 0.0000% | $587763.00         | $602828.74         | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.370 WNWN1644 | 2035-06-01      | 4.3700%  | 0.0000% | $2474505.00        | $2455262.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP2099 | 2050-02-01      | 3.0000%  | 0.0000% | $28.96             | $26.15             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBP0672 | 2035-03-01      | 3.0000%  | 0.0000% | $17190.25          | $16716.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBN7758 | 2049-09-01      | 3.0000%  | 0.0000% | $142390.09         | $128820.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  | 0.0000% | $37.94             | $37.98             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9389 | 2052-09-01      | 5.0000%  | 0.0000% | $167938.94         | $170033.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  | 0.0000% | $24785.32          | $24993.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9913 | 2052-06-01      | 3.5000%  | 0.0000% | $106084.69         | $98371.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV9909 | 2052-06-01      | 4.5000%  | 0.0000% | $219519.98         | $218015.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9868 | 2052-05-01      | 3.5000%  | 0.0000% | $80.66             | $74.79             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5391 | 2047-04-01      | 3.0000%  | 0.0000% | $335851.37         | $306318.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV3023 | 2052-02-01      | 2.0000%  | 0.0000% | $166619.99         | $135923.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV1659 | 2055-05-01      | 5.5000%  | 0.0000% | $141748.27         | $144214.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6701 | 2051-12-01      | 2.5000%  | 0.0000% | $70.46             | $60.74             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3898 | 2048-12-01      | 4.5000%  | 0.0000% | $9636.46           | $9590.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1012 | 2055-06-01      | 5.5000%  | 0.0000% | $29583.31          | $30113.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0004 | 2055-05-01      | 5.0000%  | 0.0000% | $141059.87         | $142109.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9320 | 2055-05-01      | 6.5000%  | 0.0000% | $102876.10         | $107769.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9296 | 2055-04-01      | 6.0000%  | 0.0000% | $78190.77          | $80403.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8432 | 2055-06-01      | 5.5000%  | 0.0000% | $265615.21         | $273989.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD8124 | 2055-05-01      | 5.0000%  | 0.0000% | $199283.25         | $200704.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7709 | 2055-06-01      | 6.5000%  | 0.0000% | $142116.48         | $148329.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7565 | 2055-04-01      | 6.5000%  | 0.0000% | $155226.46         | $163854.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7311 | 2055-06-01      | 5.5000%  | 0.0000% | $103356.54         | $106549.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  | 0.0000% | $95.74             | $97.34             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6414 | 2055-03-01      | 6.5000%  | 0.0000% | $90.96             | $94.74             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD6331 | 2055-04-01      | 5.0000%  | 0.0000% | $285367.26         | $286480.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  | 0.0000% | $12281.46          | $12480.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5334 | 2055-04-01      | 6.5000%  | 0.0000% | $86.62             | $90.77             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3470 | 2055-03-01      | 6.0000%  | 0.0000% | $25869.19          | $26967.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1646 | 2055-01-01      | 6.5000%  | 0.0000% | $151590.15         | $158659.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6636 | 2054-10-01      | 5.5000%  | 0.0000% | $92.70             | $94.92             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6050 | 2054-09-01      | 6.0000%  | 0.0000% | $148375.17         | $154247.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $97.36             | $97.88             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO4151 | 2042-06-01      | 3.5000%  | 0.0000% | $8077.52           | $7740.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAO9750 | 2042-08-01      | 3.0000%  | 0.0000% | $10.61             | $9.86              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY0448 | 2053-05-01      | 6.5000%  | 0.0000% | $81.01             | $85.91             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  | 0.0000% | $80.95             | $82.57             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1767 | 2052-11-01      | 5.5000%  | 0.0000% | $80387.87          | $81964.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS0024 | 2043-07-01      | 3.5000%  | 0.0000% | $7582.27           | $7238.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  | 0.0000% | $3477.42           | $3154.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR5259 | 2043-02-01      | 3.0000%  | 0.0000% | $111524.08         | $103664.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR3391 | 2043-01-01      | 3.0000%  | 0.0000% | $19.14             | $17.79             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ9950 | 2028-01-01      | 2.5000%  | 0.0000% | $4861.25           | $4784.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  | 0.0000% | $3.21              | $3.17              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW4881 | 2053-04-01      | 5.5000%  | 0.0000% | $317595.76         | $328767.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBO7258 | 2035-01-01      | 3.0000%  | 0.0000% | $9963.67           | $9647.63           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7402 | 2052-05-01      | 3.5000%  | 0.0000% | $76.10             | $70.83             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  | 0.0000% | $77.12             | $66.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | 0.0000% | $9070.65           | $8928.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP8743 | 2042-10-01      | 3.5000%  | 0.0000% | $12.05             | $11.51             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  | 0.0000% | $12.96             | $12.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP0048 | 2042-07-01      | 3.5000%  | 0.0000% | $36224.73          | $34931.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO8131 | 2042-08-01      | 3.5000%  | 0.0000% | $230069.19         | $219909.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  | 0.0000% | $12.03             | $11.55             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5537 | 2036-01-01      | 2.0000%  | 0.0000% | $14652.62          | $13581.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4904 | 2050-11-01      | 2.5000%  | 0.0000% | $31763.73          | $27644.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4719 | 2050-11-01      | 3.0000%  | 0.0000% | $10487.86          | $9496.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3951 | 2050-07-01      | 3.0000%  | 0.0000% | $6853.38           | $6230.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4416 | 2050-09-01      | 3.0000%  | 0.0000% | $12965.69          | $11672.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  | 0.0000% | $2613.78           | $2588.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  | 0.0000% | $613.18            | $585.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3152 | 2045-02-01      | 4.0000%  | 0.0000% | $34.71             | $34.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3117 | 2050-05-01      | 3.0000%  | 0.0000% | $21240.63          | $19354.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2714 | 2050-03-01      | 3.0000%  | 0.0000% | $33.37             | $30.03             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD0783 | 2051-12-01      | 2.0000%  | 0.0000% | $75.69             | $62.65             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTSC0765 | 2045-08-01      | 5.0000%  | 0.0000% | $194858.07         | $198423.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0188 | 2041-09-01      | 2.0000%  | 0.0000% | $859.34            | $754.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8509 | 2036-01-01      | 2.0000%  | 0.0000% | $50.03             | $46.22             | Agency Mortgage-Backed Securities  |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $29.70             | $30.78             | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  | 0.0000% | $389733.30         | $388556.31         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | 0.0000% | $2504.70           | $2482.01           | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27     | 2027-04-30      | 3.9255%  | 0.0000% | $73636.20          | $73602.99          | U.S. Treasuries (including strips) |

### Security 147: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.130000%
- **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: ARP1C3MV0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C3MV0_4.13_1104
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLBY4940 | 2053-07-01      | 5.0000%  | 0.0000% | $89486.67          | $89726.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4144 | 2053-07-01      | 5.5000%  | 0.0000% | $1274042.40        | $1297527.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBY1448 | 2053-12-01      | 4.0000%  | 0.0000% | $2326.62           | $2219.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY1365 | 2054-02-01      | 6.0000%  | 0.0000% | $2445536.37        | $2522715.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD5527 | 2055-06-01      | 5.0000%  | 0.0000% | $126594.03         | $128157.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3428 | 2055-04-01      | 6.0000%  | 0.0000% | $951638.57         | $994444.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2562 | 2055-02-01      | 6.0000%  | 0.0000% | $234417.89         | $244690.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD2331 | 2055-03-01      | 5.5000%  | 0.0000% | $242178.74         | $245945.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2290 | 2055-02-01      | 6.0000%  | 0.0000% | $154974.37         | $160473.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA3317 | 2048-02-01      | 3.5000%  | 0.0000% | $14344.78          | $13497.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0337 | 2054-03-01      | 6.5000%  | 0.0000% | $17386.59          | $18498.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT2334 | 2052-03-01      | 2.5000%  | 0.0000% | $153742.67         | $131499.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0007 | 2050-08-01      | 3.0000%  | 0.0000% | $19873.26          | $17786.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CICC0044 | 2040-02-01      | 5.0000%  | 0.0000% | $351522.17         | $356921.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  | 0.0000% | $8006474.21        | $7837777.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8693 | 2054-12-01      | 5.5000%  | 0.0000% | $9903.67           | $10082.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDD0668 | 2040-08-01      | 5.5000%  | 0.0000% | $128063.04         | $132003.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6471 | 2053-06-01      | 4.5000%  | 0.0000% | $31679.22          | $31109.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3306 | 2050-11-01      | 3.0000%  | 0.0000% | $29902.86          | $27172.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8681 | 2055-02-01      | 5.0000%  | 0.0000% | $138798.00         | $140032.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY8494 | 2053-08-01      | 5.5000%  | 0.0000% | $5750.14           | $5874.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5755 | 2040-05-01      | 6.5000%  | 0.0000% | $255034.22         | $267149.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0589 | 2055-09-01      | 5.5000%  | 0.0000% | $288325.61         | $295587.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5261 | 2053-02-01      | 5.0000%  | 0.0000% | $75967.85          | $76111.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0575 | 2055-04-01      | 6.0000%  | 0.0000% | $770229.76         | $803981.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5887 | 2040-11-01      | 5.5000%  | 0.0000% | $2215327.10        | $2274034.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9797 | 2055-09-01      | 6.0000%  | 0.0000% | $667352.03         | $686404.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $49632.09          | $48880.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $19025476.54       | $19033955.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4932 | 2053-01-01      | 3.0000%  | 0.0000% | $49704.70          | $44235.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4120 | 2055-03-01      | 6.5000%  | 0.0000% | $198660.85         | $211095.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $857.18            | $879.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0003 | 2054-09-01      | 6.0000%  | 0.0000% | $1260957.99        | $1327763.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2791 | 2048-12-01      | 4.0000%  | 0.0000% | $562778.55         | $541957.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB7668 | 2054-07-01      | 5.5000%  | 0.0000% | $31075.33          | $31558.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDC6763 | 2039-12-01      | 4.0000%  | 0.0000% | $115405.90         | $114094.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5133 | 2055-07-01      | 6.0000%  | 0.0000% | $148780.25         | $155182.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC7573 | 2046-05-01      | 3.0000%  | 0.0000% | $2808.91           | $2572.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5580 | 2036-01-01      | 1.5000%  | 0.0000% | $24649.29          | $22283.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5659 | 2050-05-01      | 2.5000%  | 0.0000% | $26933.85          | $22977.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1614 | 2055-03-01      | 5.0000%  | 0.0000% | $680204.92         | $686922.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0734 | 2055-10-01      | 5.5000%  | 0.0000% | $1369500.05        | $1392336.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6724 | 2055-04-01      | 6.5000%  | 0.0000% | $104821.45         | $111554.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3493 | 2055-10-01      | 6.5000%  | 0.0000% | $136788.10         | $144862.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4751 | 2053-05-01      | 3.5000%  | 0.0000% | $180828.81         | $167450.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  | 0.0000% | $320995.21         | $331404.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBR2278 | 2036-08-01      | 2.0000%  | 0.0000% | $625058.56         | $577264.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2874 | 2055-03-01      | 6.0000%  | 0.0000% | $122401.46         | $127675.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3090 | 2055-02-01      | 5.5000%  | 0.0000% | $167440.09         | $171192.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9108 | 2055-10-01      | 6.0000%  | 0.0000% | $168013.04         | $174538.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4116 | 2055-11-01      | 6.0000%  | 0.0000% | $206396.10         | $214498.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  | 0.0000% | $47294.62          | $43402.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8193 | 2055-09-01      | 6.0000%  | 0.0000% | $977564.20         | $1010238.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE2090 | 2055-07-01      | 5.0000%  | 0.0000% | $164140.35         | $165046.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE3178 | 2040-07-01      | 6.0000%  | 0.0000% | $174729.47         | $181808.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8699 | 2055-09-01      | 6.0000%  | 0.0000% | $258273.53         | $269592.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0439 | 2052-08-01      | 3.5000%  | 0.0000% | $1195109.86        | $1107970.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE0391 | 2046-09-01      | 3.0000%  | 0.0000% | $16285.21          | $14985.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6679 | 2055-07-01      | 6.0000%  | 0.0000% | $147530.92         | $155775.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 K2255062 | 2033-12-01      | 7.0000%  | 0.0000% | $94.19             | $96.14             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  | 0.0000% | $3928.79           | $3949.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAB9382 | 2043-05-01      | 4.0000%  | 0.0000% | $125062.41         | $122862.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB8615 | 2043-03-01      | 3.0000%  | 0.0000% | $148153.72         | $137712.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6768 | 2042-10-01      | 3.0000%  | 0.0000% | $2868.83           | $2667.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB2346 | 2041-02-01      | 4.5000%  | 0.0000% | $3992.41           | $4032.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL995713 | 2038-10-01      | 6.0000%  | 0.0000% | $105.89            | $112.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL995681 | 2038-05-01      | 6.0000%  | 0.0000% | $256.41            | $271.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA5385 | 2050-03-01      | 4.5000%  | 0.0000% | $159.81            | $158.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3861 | 2049-07-01      | 3.5000%  | 0.0000% | $18093.02          | $17129.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2798 | 2048-12-01      | 4.5000%  | 0.0000% | $7221.44           | $7187.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  | 0.0000% | $4130.86           | $4103.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1510 | 2048-04-01      | 3.5000%  | 0.0000% | $3102.01           | $2920.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA0562 | 2047-10-01      | 5.0000%  | 0.0000% | $887.70            | $905.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY8581 | 2053-08-01      | 6.5000%  | 0.0000% | $545629.09         | $572844.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2669 | 2055-04-01      | 6.0000%  | 0.0000% | $107881.95         | $112931.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1751 | 2055-01-01      | 5.5000%  | 0.0000% | $348906.78         | $356633.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0646 | 2055-08-01      | 6.0000%  | 0.0000% | $474141.69         | $495644.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9695 | 2055-01-01      | 6.0000%  | 0.0000% | $1144546.14        | $1177582.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY0750 | 2053-05-01      | 6.5000%  | 0.0000% | $48449.55          | $51529.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6306 | 2052-08-01      | 5.0000%  | 0.0000% | $661.08            | $670.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3929 | 2052-08-01      | 5.0000%  | 0.0000% | $459354.25         | $460932.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBW1804 | 2037-07-01      | 2.5000%  | 0.0000% | $6182.97           | $5855.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1485 | 2052-06-01      | 5.0000%  | 0.0000% | $1855899.66        | $1865291.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 ZLFP0051 | 2050-10-01      | 2.0000%  | 0.0000% | $2870.16           | $2369.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9438 | 2054-09-01      | 5.5000%  | 0.0000% | $2417915.41        | $2460715.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9853 | 2054-11-01      | 5.5000%  | 0.0000% | $18166.15          | $18512.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6228 | 2045-11-01      | 4.0000%  | 0.0000% | $2728506.25        | $2655746.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $519.33            | $521.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS0656 | 2043-10-01      | 4.0000%  | 0.0000% | $12906.23          | $12668.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ9047 | 2042-12-01      | 3.5000%  | 0.0000% | $82211.13          | $78885.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAQ8803 | 2043-01-01      | 3.5000%  | 0.0000% | $4051.73           | $3872.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO9944 | 2042-07-01      | 3.5000%  | 0.0000% | $2117.95           | $2024.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9876 | 2042-07-01      | 3.5000%  | 0.0000% | $46840.37          | $44829.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO1013 | 2042-04-01      | 3.5000%  | 0.0000% | $5181.80           | $4969.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8626 | 2046-06-01      | 3.5000%  | 0.0000% | $116937.81         | $111117.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9403 | 2046-11-01      | 3.0000%  | 0.0000% | $43149.67          | $39599.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL7306 | 2042-09-01      | 4.5000%  | 0.0000% | $28563.82          | $28845.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8317 | 2054-04-01      | 5.0000%  | 0.0000% | $88187.88          | $88986.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  | 0.0000% | $14082.57          | $14200.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBV9019 | 2037-04-01      | 3.0000%  | 0.0000% | $2606.57           | $2510.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0766 | 2055-06-01      | 6.0000%  | 0.0000% | $361226.76         | $376769.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9726 | 2055-06-01      | 5.5000%  | 0.0000% | $178420.55         | $181661.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDD9483 | 2040-06-01      | 5.5000%  | 0.0000% | $99291.68          | $102745.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9811 | 2055-05-01      | 6.0000%  | 0.0000% | $1112722.88        | $1144487.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  | 0.0000% | $32566.70          | $32913.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA4027 | 2040-05-01      | 3.5000%  | 0.0000% | $1340.84           | $1287.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $195.81            | $187.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4491 | 2051-12-01      | 1.5000%  | 0.0000% | $3286.39           | $2542.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3215 | 2037-12-01      | 3.5000%  | 0.0000% | $43891.40          | $42493.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3128 | 2037-09-01      | 3.5000%  | 0.0000% | $21669.77          | $21006.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7164 | 2055-04-01      | 6.5000%  | 0.0000% | $112836.69         | $119503.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7147 | 2055-09-01      | 5.0000%  | 0.0000% | $261198.60         | $261294.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDD5613 | 2040-03-01      | 6.5000%  | 0.0000% | $97900.25          | $102639.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDD5598 | 2040-03-01      | 5.0000%  | 0.0000% | $102084.27         | $103593.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2389 | 2050-02-01      | 3.5000%  | 0.0000% | $41044.81          | $38638.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM2274 | 2049-08-01      | 4.0000%  | 0.0000% | $163756.90         | $158965.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  | 0.0000% | $538.11            | $512.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL747594 | 2033-11-01      | 6.5000%  | 0.0000% | $157.12            | $163.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL735227 | 2035-02-01      | 5.5000%  | 0.0000% | $206.70            | $215.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1006 | 2049-06-01      | 3.5000%  | 0.0000% | $332.34            | $313.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3036 | 2055-10-01      | 5.5000%  | 0.0000% | $6551184.58        | $6757725.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA2365 | 2052-07-01      | 4.0000%  | 0.0000% | $4434389.30        | $4283612.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  | 0.0000% | $6080057.49        | $5631146.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CICB9576 | 2039-08-01      | 6.5000%  | 0.0000% | $147143.26         | $154172.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CICB9569 | 2039-11-01      | 6.0000%  | 0.0000% | $222119.25         | $231317.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9489 | 2054-11-01      | 5.5000%  | 0.0000% | $829059.46         | $847811.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9338 | 2054-10-01      | 6.0000%  | 0.0000% | $8862286.75        | $9232118.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8173 | 2054-03-01      | 6.5000%  | 0.0000% | $3641070.81        | $3840440.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  | 0.0000% | $3758955.49        | $3855516.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7300 | 2053-10-01      | 5.5000%  | 0.0000% | $778782.29         | $801481.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7274 | 2053-10-01      | 6.5000%  | 0.0000% | $6189095.41        | $6581302.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | 0.0000% | $10660.75          | $10716.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6830 | 2053-07-01      | 4.5000%  | 0.0000% | $864595.95         | $848791.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6705 | 2053-07-01      | 6.5000%  | 0.0000% | $2026446.04        | $2162821.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5534 | 2053-01-01      | 4.5000%  | 0.0000% | $371833.46         | $365727.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICB3424 | 2037-05-01      | 3.0000%  | 0.0000% | $2792.46           | $2708.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3299 | 2047-04-01      | 2.5000%  | 0.0000% | $58835.32          | $51155.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | 0.0000% | $296243.87         | $253011.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA8635 | 2051-01-01      | 4.0000%  | 0.0000% | $75311.17          | $73351.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICA6840 | 2035-09-01      | 2.0000%  | 0.0000% | $370021.76         | $342994.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 PLAR8153 | 2042-12-01      | 3.0000%  | 0.0000% | $61847.24          | $55698.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9019 | 2043-04-01      | 3.0000%  | 0.0000% | $1279.79           | $1189.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL7521 | 2039-06-01      | 5.0000%  | 0.0000% | $34343.09          | $34935.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  | 0.0000% | $41038.71          | $42416.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7322 | 2047-07-01      | 4.5000%  | 0.0000% | $704.67            | $705.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4229 | 2036-01-01      | 2.0000%  | 0.0000% | $517280.29         | $478867.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9059 | 2054-08-01      | 5.5000%  | 0.0000% | $398007.78         | $405400.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | 0.0000% | $54539.43          | $56541.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  | 0.0000% | $1065158.62        | $1022080.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  | 0.0000% | $18346.86          | $19179.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1121 | 2046-12-01      | 3.5000%  | 0.0000% | $44175.09          | $41950.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CJBK4844 | 2032-11-01      | 2.5000%  | 0.0000% | $20469.36          | $19780.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK2023 | 2048-04-01      | 5.0000%  | 0.0000% | $1246.66           | $1265.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ8411 | 2049-08-01      | 3.5000%  | 0.0000% | $7801.91           | $7386.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9695 | 2055-09-01      | 5.5000%  | 0.0000% | $347299.44         | $355475.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9320 | 2055-09-01      | 6.5000%  | 0.0000% | $277318.54         | $293417.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9812 | 2055-09-01      | 6.0000%  | 0.0000% | $186984.26         | $195138.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6755 | 2055-08-01      | 5.5000%  | 0.0000% | $324265.18         | $330205.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6420 | 2055-07-01      | 7.0000%  | 0.0000% | $130176.27         | $137828.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  | 0.0000% | $242.36            | $249.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $4144278.80        | $4265644.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  | 0.0000% | $52242.99          | $54421.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | 0.0000% | $266.30            | $254.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $231454.94         | $235719.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $5888.48           | $5625.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $601448.75         | $603810.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4958 | 2053-03-01      | 4.5000%  | 0.0000% | $183952.93         | $180780.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $113468.53         | $111535.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  | 0.0000% | $2080743.43        | $2148388.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $51913.89          | $48128.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 I4BF0340 | 2059-01-01      | 5.0000%  | 0.0000% | $45526.08          | $45993.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | 0.0000% | $35195.83          | $33714.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE7499 | 2047-01-01      | 3.0000%  | 0.0000% | $39582.63          | $36202.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC6028 | 2046-05-01      | 3.5000%  | 0.0000% | $248067.40         | $236611.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0152 | 2046-01-01      | 3.5000%  | 0.0000% | $5567.99           | $5287.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4067 | 2055-11-01      | 6.0000%  | 0.0000% | $346899.60         | $358392.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2707 | 2055-10-01      | 5.5000%  | 0.0000% | $912174.70         | $932164.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2272 | 2055-09-01      | 6.0000%  | 0.0000% | $105162.80         | $109572.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  | 0.0000% | $5251.08           | $5304.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  | 0.0000% | $150.36            | $160.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5876 | 2055-11-01      | 4.0000%  | 0.0000% | $4316366.80        | $4114979.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CTMA5787 | 2045-06-01      | 7.5000%  | 0.0000% | $43323.89          | $46188.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $3069.42           | $3156.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  | 0.0000% | $71.59             | $71.61             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL906302 | 2037-01-01      | 6.0000%  | 0.0000% | $568.21            | $596.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889529 | 2038-03-01      | 6.0000%  | 0.0000% | $881.66            | $934.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL888876 | 2033-05-01      | 5.5000%  | 0.0000% | $5995.63           | $6226.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1180 | 2055-10-01      | 4.5000%  | 0.0000% | $2152417.78        | $2124404.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0666 | 2055-07-01      | 6.0000%  | 0.0000% | $286533.97         | $296556.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0012 | 2055-02-01      | 6.5000%  | 0.0000% | $1276930.74        | $1365693.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  | 0.0000% | $3839.45           | $3670.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $12717.56          | $11334.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNMA4503 | 2031-12-01      | 1.5000%  | 0.0000% | $48937.33          | $45925.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS7351 | 2052-08-01      | 3.5000%  | 0.0000% | $284390.36         | $263759.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  | 0.0000% | $23987.15          | $24166.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6340 | 2055-08-01      | 6.0000%  | 0.0000% | $100394.86         | $103199.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6248 | 2055-10-01      | 6.0000%  | 0.0000% | $100935.90         | $105103.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU7516 | 2051-12-01      | 2.5000%  | 0.0000% | $3241298.96        | $2775373.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5490 | 2055-02-01      | 5.0000%  | 0.0000% | $255822.50         | $259865.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU4003 | 2053-06-01      | 4.5000%  | 0.0000% | $2038000.15        | $2002009.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU2803 | 2051-11-01      | 2.5000%  | 0.0000% | $49578.48          | $42221.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT4675 | 2051-08-01      | 2.5000%  | 0.0000% | $5803.54           | $4969.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ9287 | 2035-12-01      | 2.0000%  | 0.0000% | $31099.08          | $28958.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ6681 | 2036-10-01      | 2.0000%  | 0.0000% | $56058.43          | $51787.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBQ6485 | 2036-09-01      | 1.5000%  | 0.0000% | $78506.47          | $70512.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 REBP2499 | 2050-02-01      | 3.0000%  | 0.0000% | $3796.42           | $3482.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5319 | 2049-03-01      | 4.5000%  | 0.0000% | $616732.49         | $617379.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN0474 | 2048-10-01      | 5.0000%  | 0.0000% | $24212.46          | $24640.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BM7845 | 2057-06-01      | 4.0000%  | 0.0000% | $1431101.90        | $1367017.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRBM7344 | 2044-12-01      | 4.5000%  | 0.0000% | $197199.23         | $196954.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5694 | 2048-06-01      | 4.0000%  | 0.0000% | $110463.94         | $107347.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4807 | 2043-09-01      | 4.5000%  | 0.0000% | $23197.60          | $23483.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3451 | 2048-02-01      | 4.0000%  | 0.0000% | $1907.23           | $1853.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8889 | 2054-12-01      | 5.5000%  | 0.0000% | $112184.08         | $114790.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6812 | 2054-12-01      | 5.0000%  | 0.0000% | $183707.42         | $185037.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6404 | 2054-11-01      | 5.5000%  | 0.0000% | $268765.69         | $276413.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5724 | 2054-11-01      | 5.0000%  | 0.0000% | $1836526.37        | $1842999.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3982 | 2054-10-01      | 5.0000%  | 0.0000% | $2352.49           | $2356.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC3826 | 2054-11-01      | 4.5000%  | 0.0000% | $91477.35          | $90818.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3324 | 2054-09-01      | 5.0000%  | 0.0000% | $169975.27         | $170458.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC2066 | 2054-10-01      | 4.5000%  | 0.0000% | $93449.19          | $91662.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7223 | 2048-10-01      | 4.5000%  | 0.0000% | $293992.24         | $293836.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBP1161 | 2050-01-01      | 4.0000%  | 0.0000% | $138429.21         | $133565.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM6149 | 2036-02-01      | 2.0000%  | 0.0000% | $35323.58          | $32742.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCB0805 | 2051-06-01      | 1.5000%  | 0.0000% | $18210.43          | $14124.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3852 | 2052-05-01      | 3.0000%  | 0.0000% | $741.18            | $660.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4033 | 2050-05-01      | 5.0000%  | 0.0000% | $105097.65         | $106758.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3977 | 2052-11-01      | 4.5000%  | 0.0000% | $14915.54          | $14745.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL888205 | 2037-02-01      | 6.5000%  | 0.0000% | $6883.65           | $7294.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM3244 | 2045-07-01      | 5.0000%  | 0.0000% | $4818.83           | $4974.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3173 | 2047-07-01      | 3.5000%  | 0.0000% | $7082.18           | $6768.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3331 | 2054-09-01      | 5.0000%  | 0.0000% | $382772.06         | $383315.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CT257007 | 2027-12-01      | 6.0000%  | 0.0000% | $575.52            | $591.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL889117 | 2035-10-01      | 5.0000%  | 0.0000% | $506.34            | $515.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8520 | 2054-05-01      | 5.0000%  | 0.0000% | $1554022.10        | $1579404.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  | 0.0000% | $22793.43          | $23018.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2239 | 2048-12-01      | 3.0000%  | 0.0000% | $43423.04          | $39716.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 ZL310017 | 2035-06-01      | 7.0000%  | 0.0000% | $498.75            | $524.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7518 | 2051-06-01      | 2.5000%  | 0.0000% | $20553.45          | $17841.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3578 | 2053-01-01      | 3.5000%  | 0.0000% | $319823.05         | $300002.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $577.03            | $534.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  | 0.0000% | $4389.12           | $4076.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  | 0.0000% | $13483.39          | $13024.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $620.15            | $627.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH2892 | 2041-01-01      | 4.5000%  | 0.0000% | $211618.48         | $213556.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1290 | 2052-10-01      | 5.0000%  | 0.0000% | $11949.99          | $12009.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  | 0.0000% | $6057.63           | $5991.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB8640 | 2054-07-01      | 7.0000%  | 0.0000% | $6528.23           | $6894.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  | 0.0000% | $138.71            | $139.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3674 | 2048-03-01      | 3.5000%  | 0.0000% | $1436632.15        | $1345544.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  | 0.0000% | $101.12            | $93.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $6474.63           | $6003.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQAS9236 | 2044-02-01      | 3.0000%  | 0.0000% | $284.40            | $264.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS2596 | 2052-03-01      | 2.5000%  | 0.0000% | $9839.43           | $8427.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  | 0.0000% | $46472.79          | $38105.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA0866 | 2053-09-01      | 5.5000%  | 0.0000% | $110588.27         | $112657.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0759 | 2036-06-01      | 2.0000%  | 0.0000% | $352965.51         | $326068.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1798 | 2039-10-01      | 6.5000%  | 0.0000% | $55.02             | $58.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  | 0.0000% | $648.70            | $649.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 RIBM5530 | 2034-01-01      | 3.0000%  | 0.0000% | $8489.01           | $8277.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8817 | 2052-05-01      | 3.0000%  | 0.0000% | $8094.27           | $7292.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBO9414 | 2053-06-01      | 6.0000%  | 0.0000% | $42146.49          | $43431.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNMA2801 | 2026-11-01      | 2.5000%  | 0.0000% | $513755.24         | $509929.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4868 | 2049-12-01      | 3.0000%  | 0.0000% | $3819.81           | $3404.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7083 | 2054-06-01      | 6.5000%  | 0.0000% | $32328.16          | $33841.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8001 | 2054-06-01      | 5.5000%  | 0.0000% | $97744.75          | $100122.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  | 0.0000% | $49283.19          | $44096.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  | 0.0000% | $62018.24          | $57371.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ2999 | 2050-10-01      | 2.5000%  | 0.0000% | $14346.47          | $12330.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9021 | 2053-08-01      | 6.5000%  | 0.0000% | $7389.53           | $7758.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3669 | 2047-06-01      | 4.5000%  | 0.0000% | $433770.99         | $430553.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0326 | 2045-12-01      | 3.5000%  | 0.0000% | $12047.46          | $11444.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0183 | 2057-01-01      | 4.0000%  | 0.0000% | $789656.70         | $754313.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  | 0.0000% | $1592.14           | $1511.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  | 0.0000% | $623.75            | $578.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2410 | 2051-12-01      | 2.5000%  | 0.0000% | $394696.42         | $338085.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBW4947 | 2053-02-01      | 6.5000%  | 0.0000% | $74004.78          | $77531.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  | 0.0000% | $85.13             | $77.89             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $6046829.39        | $6086470.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4917 | 2052-10-01      | 5.5000%  | 0.0000% | $431282.73         | $440660.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $17799406.26       | $17807801.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0816 | 2054-04-01      | 5.5000%  | 0.0000% | $421393.99         | $428854.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8118 | 2050-12-01      | 2.0000%  | 0.0000% | $58748.70          | $48266.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1909 | 2055-10-01      | 5.5000%  | 0.0000% | $273850.50         | $279876.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0592 | 2055-06-01      | 6.5000%  | 0.0000% | $1189586.64        | $1267482.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC8994 | 2055-01-01      | 4.5000%  | 0.0000% | $125992.04         | $123964.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $21410.99          | $22009.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  | 0.0000% | $7555836.32        | $7755781.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL253546 | 2030-12-01      | 7.5000%  | 0.0000% | $582.77            | $607.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ5441 | 2041-11-01      | 4.0000%  | 0.0000% | $9199.93           | $9047.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2503 | 2036-12-01      | 2.5000%  | 0.0000% | $45033.85          | $42644.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH0210 | 2040-12-01      | 4.5000%  | 0.0000% | $28406.65          | $28669.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL535811 | 2031-04-01      | 6.5000%  | 0.0000% | $220.93            | $229.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CT257132 | 2028-03-01      | 5.0000%  | 0.0000% | $544.31            | $549.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  | 0.0000% | $438.79            | $380.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CT257500 | 2028-11-01      | 6.0000%  | 0.0000% | $89.48             | $91.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5204 | 2055-07-01      | 6.0000%  | 0.0000% | $1085677.12        | $1121388.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDE4630 | 2040-08-01      | 5.5000%  | 0.0000% | $133116.64         | $137581.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE4537 | 2040-07-01      | 5.0000%  | 0.0000% | $152564.79         | $155136.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3046 | 2055-06-01      | 6.0000%  | 0.0000% | $160650.50         | $168225.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE2771 | 2040-06-01      | 6.0000%  | 0.0000% | $153675.05         | $159915.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE1948 | 2055-06-01      | 5.0000%  | 0.0000% | $183249.50         | $184491.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE1444 | 2055-06-01      | 5.0000%  | 0.0000% | $699024.13         | $699768.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $985356.59         | $987447.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5294 | 2052-11-01      | 5.5000%  | 0.0000% | $163431.74         | $167174.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  | 0.0000% | $161907.62         | $149573.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFS6691 | 2042-03-01      | 1.5000%  | 0.0000% | $6066191.39        | $5145040.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6610 | 2053-12-01      | 6.5000%  | 0.0000% | $35388.33          | $36909.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6360 | 2047-07-01      | 3.5000%  | 0.0000% | $1801161.62        | $1711529.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5993 | 2051-02-01      | 3.0000%  | 0.0000% | $594998.76         | $542101.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5891 | 2047-05-01      | 3.5000%  | 0.0000% | $34350.51          | $32792.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5885 | 2053-09-01      | 5.5000%  | 0.0000% | $287704.91         | $293160.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFS5429 | 2038-03-01      | 4.0000%  | 0.0000% | $4153.36           | $4109.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9640 | 2054-12-01      | 5.0000%  | 0.0000% | $2913597.25        | $2955377.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  | 0.0000% | $15701.41          | $15518.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA7695 | 2053-12-01      | 5.5000%  | 0.0000% | $3934.16           | $3999.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  | 0.0000% | $7578.13           | $7674.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  | 0.0000% | $4539.52           | $4641.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS2369 | 2036-11-01      | 2.0000%  | 0.0000% | $13896.57          | $12829.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  | 0.0000% | $7161.95           | $6135.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  | 0.0000% | $6154.06           | $5750.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  | 0.0000% | $116.19            | $104.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1977 | 2051-11-01      | 2.0000%  | 0.0000% | $5400.14           | $4423.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | 0.0000% | $25761.95          | $24963.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS1605 | 2048-05-01      | 4.5000%  | 0.0000% | $1043.27           | $1054.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1598 | 2052-04-01      | 2.0000%  | 0.0000% | $11882.90          | $9713.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1396 | 2052-04-01      | 4.0000%  | 0.0000% | $2549.34           | $2470.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1227 | 2052-04-01      | 3.0000%  | 0.0000% | $60107.95          | $54123.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM1468 | 2049-08-01      | 5.0000%  | 0.0000% | $3066.68           | $3119.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0834 | 2052-02-01      | 2.5000%  | 0.0000% | $85764.56          | $73037.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  | 0.0000% | $19473.65          | $17683.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8196 | 2048-12-01      | 3.5000%  | 0.0000% | $766502.47         | $724863.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8966 | 2051-10-01      | 2.5000%  | 0.0000% | $1353.12           | $1168.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM7531 | 2051-05-01      | 3.0000%  | 0.0000% | $5382.70           | $4834.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | 0.0000% | $361.08            | $323.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM5992 | 2051-02-01      | 2.5000%  | 0.0000% | $12952.88          | $11169.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  | 0.0000% | $609.15            | $606.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM5575 | 2036-01-01      | 3.5000%  | 0.0000% | $224.49            | $219.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTMA4473 | 2041-11-01      | 1.5000%  | 0.0000% | $348741.04         | $295787.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM4383 | 2047-02-01      | 4.5000%  | 0.0000% | $250103.31         | $252365.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV8166 | 2052-04-01      | 2.5000%  | 0.0000% | $226982.70         | $193812.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV8156 | 2052-04-01      | 2.5000%  | 0.0000% | $49999.93          | $42698.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1330 | 2054-09-01      | 6.0000%  | 0.0000% | $12005.17          | $12523.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1090 | 2054-09-01      | 6.0000%  | 0.0000% | $1051247.82        | $1083505.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC0637 | 2054-10-01      | 5.0000%  | 0.0000% | $30427.96          | $30677.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8213 | 2054-07-01      | 6.5000%  | 0.0000% | $211669.81         | $220437.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7825 | 2054-08-01      | 6.0000%  | 0.0000% | $69426.29          | $71640.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB5294 | 2054-06-01      | 6.0000%  | 0.0000% | $39544.33          | $41020.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDB2693 | 2039-04-01      | 6.0000%  | 0.0000% | $34057.64          | $35396.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $513.65            | $463.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3016 | 2032-03-01      | 3.5000%  | 0.0000% | $410040.45         | $408858.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2778 | 2050-03-01      | 3.0000%  | 0.0000% | $44067.37          | $39839.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6362 | 2050-07-01      | 2.5000%  | 0.0000% | $81654.36          | $70485.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1034 | 2055-09-01      | 6.5000%  | 0.0000% | $93095.27          | $99190.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0606 | 2055-09-01      | 6.0000%  | 0.0000% | $257173.91         | $267328.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0432 | 2055-10-01      | 5.5000%  | 0.0000% | $199105.20         | $205532.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0292 | 2055-09-01      | 5.5000%  | 0.0000% | $128782.01         | $131117.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9929 | 2055-09-01      | 6.0000%  | 0.0000% | $502085.28         | $525147.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQMA2919 | 2047-02-01      | 3.0000%  | 0.0000% | $234172.35         | $212726.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $68101.61          | $58495.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA2537 | 2046-02-01      | 3.5000%  | 0.0000% | $22033.03          | $20731.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRMA1417 | 2043-04-01      | 3.0000%  | 0.0000% | $7512.70           | $6983.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKMA1214 | 2042-10-01      | 3.0000%  | 0.0000% | $147.12            | $134.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA1574 | 2048-04-01      | 5.0000%  | 0.0000% | $26029.61          | $26593.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA1689 | 2033-12-01      | 4.0000%  | 0.0000% | $7744.04           | $7711.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL9105 | 2046-10-01      | 4.5000%  | 0.0000% | $5002.91           | $5009.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL994168 | 2038-11-01      | 5.5000%  | 0.0000% | $93.34             | $97.07             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL988123 | 2029-03-01      | 7.5000%  | 0.0000% | $1180.52           | $1188.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL929626 | 2038-06-01      | 5.5000%  | 0.0000% | $4581.45           | $4776.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIDF2647 | 2040-11-01      | 5.5000%  | 0.0000% | $106179.70         | $109300.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1325 | 2055-10-01      | 6.0000%  | 0.0000% | $130039.07         | $135316.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1174 | 2055-09-01      | 6.0000%  | 0.0000% | $509351.94         | $528344.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL733533 | 2033-08-01      | 4.5000%  | 0.0000% | $1007.89           | $1011.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY1670 | 2045-02-01      | 3.5000%  | 0.0000% | $3424.97           | $3259.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7629 | 2045-02-01      | 3.5000%  | 0.0000% | $1933173.75        | $1801292.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU0949 | 2043-08-01      | 3.5000%  | 0.0000% | $19719.85          | $18867.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8299 | 2046-11-01      | 3.0000%  | 0.0000% | $1743.40           | $1603.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS8141 | 2046-10-01      | 4.0000%  | 0.0000% | $3198.33           | $3109.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | 0.0000% | $308.88            | $299.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIAS7855 | 2031-09-01      | 2.0000%  | 0.0000% | $7818.60           | $7477.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBE9612 | 2047-06-01      | 3.5000%  | 0.0000% | $5080.71           | $4784.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL5096 | 2043-11-01      | 4.0000%  | 0.0000% | $101924.51         | $99492.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM3295 | 2032-12-01      | 2.0000%  | 0.0000% | $1322.27           | $1264.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFM1112 | 2034-05-01      | 4.0000%  | 0.0000% | $760.14            | $761.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL545121 | 2031-08-01      | 6.5000%  | 0.0000% | $657.58            | $683.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0093 | 2056-05-01      | 3.5000%  | 0.0000% | $17509.52          | $15858.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3148 | 2050-02-01      | 4.0000%  | 0.0000% | $10214.70          | $9884.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC1497 | 2046-08-01      | 4.0000%  | 0.0000% | $781.49            | $760.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4239 | 2051-01-01      | 3.0000%  | 0.0000% | $8925.89           | $8008.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $734.17            | $729.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  | 0.0000% | $19238.51          | $19018.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3026 | 2042-12-01      | 3.5000%  | 0.0000% | $2332.44           | $2229.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI2310 | 2041-05-01      | 4.5000%  | 0.0000% | $7035.55           | $7102.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CT256962 | 2027-11-01      | 6.0000%  | 0.0000% | $185.49            | $190.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | 0.0000% | $27468.39          | $24566.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  | 0.0000% | $78232.83          | $69604.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5275 | 2053-07-01      | 5.0000%  | 0.0000% | $20824.76          | $21157.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  | 0.0000% | $17122.35          | $15998.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM5759 | 2050-04-01      | 4.5000%  | 0.0000% | $14903.59          | $14793.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  | 0.0000% | $1871.18           | $1748.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $2901.52           | $2896.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS8157 | 2046-10-01      | 4.5000%  | 0.0000% | $1138.58           | $1135.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | 0.0000% | $93981.92          | $85131.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  | 0.0000% | $1261.07           | $1224.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  | 0.0000% | $71656.07          | $67163.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA0907 | 2041-11-01      | 4.0000%  | 0.0000% | $2058.25           | $2023.76           | Agency Mortgage-Backed Securities |

### Security 148: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.050000%
- **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: ARP1C4Q77, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C4Q77_4.05_1105
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 5.2828%  | 0.0000% | $13091699.18       | $13129736.65       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 6.0000%  | 0.0000% | $16463104.82       | $16582758.67       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 6.0000%  | 0.0000% | $16463104.82       | $16582758.67       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549DF 06/25/55 | 2055-06-25      | 5.5828%  | 0.0000% | $165925.33         | $166586.61         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.6828%  | 0.0000% | $5406850.78        | $5450295.53        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 6.0000%  | 0.0000% | $7495896.83        | $7548225.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508JF 02/25/55 | 2055-02-25      | 5.5328%  | 0.0000% | $12526301.05       | $12596249.57       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.6328%  | 0.0000% | $7932345.65        | $7997333.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FQ 11/25/54 | 2054-11-25      | 5.5628%  | 0.0000% | $5949193.86        | $5979422.50        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FB 11/25/54 | 2054-11-25      | 5.4828%  | 0.0000% | $20838556.25       | $20882292.19       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FA 11/25/54 | 2054-11-25      | 5.2828%  | 0.0000% | $4696393.57        | $4706060.94        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 5.5328%  | 0.0000% | $4513005.79        | $4539254.03        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.4828%  | 0.0000% | $35533975.34       | $35711460.37       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082BF R24F082 | 2054-11-25      | 5.5328%  | 0.0000% | $12520532.50       | $12594881.08       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 5.1828%  | 0.0000% | $3757943.54        | $3772640.10        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 5.1828%  | 0.0000% | $1730887.71        | $1740344.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 5.1828%  | 0.0000% | $8961976.96        | $9010907.54        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL026FC R24F026 | 2054-05-25      | 5.4328%  | 0.0000% | $4335857.63        | $4355531.43        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 6.0000%  | 0.0000% | $12212645.22       | $12303006.59       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.5328%  | 0.0000% | $11199063.38       | $11249382.24       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565FB 08/25/55 | 2055-08-25      | 5.1328%  | 0.0000% | $1079686.55        | $1080632.86        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FE R24F103 | 2055-01-25      | 5.4828%  | 0.0000% | $4326689.97        | $4346829.84        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.5328%  | 0.0000% | $3665826.45        | $3686667.16        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 5.2328%  | 0.0000% | $10666517.89       | $10691830.95       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.6828%  | 0.0000% | $5043975.83        | $5084282.91        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.6328%  | 0.0000% | $7254753.57        | $7300029.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.6828%  | 0.0000% | $26738076.76       | $26907171.89       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CL963148 | 2038-05-01      | 5.5000%  | 0.0000% | $516.63            | $538.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929836 | 2038-08-01      | 6.0000%  | 0.0000% | $437.40            | $463.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL899147 | 2037-04-01      | 5.5000%  | 0.0000% | $708.56            | $741.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3158 | 2052-03-01      | 2.5000%  | 0.0000% | $3300.05           | $2844.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  | 0.0000% | $6027.47           | $5627.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175 | 2045-06-01      | 3.5000%  | 0.0000% | $123495.79         | $117528.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV4130 | 2052-03-01      | 2.0000%  | 0.0000% | $16628.39          | $13762.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $33448.17          | $34185.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAA2043 | 2039-02-01      | 5.0000%  | 0.0000% | $649.79            | $670.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4978 | 2050-01-01      | 3.0000%  | 0.0000% | $5512.73           | $4924.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX4147 | 2052-12-01      | 6.0000%  | 0.0000% | $16994.91          | $17884.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | 0.0000% | $145898.99         | $140027.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8526 | 2051-01-01      | 2.5000%  | 0.0000% | $124984.81         | $107473.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $182061.64         | $155215.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB9607 | 2054-08-01      | 5.5000%  | 0.0000% | $457930.72         | $467549.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1052 | 2055-09-01      | 6.5000%  | 0.0000% | $8171553.58        | $8683629.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  | 0.0000% | $112187.72         | $113502.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7624 | 2054-03-01      | 6.5000%  | 0.0000% | $107994.52         | $112862.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL9741 | 2029-02-01      | 3.0000%  | 0.0000% | $274331.51         | $270888.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7903 | 2053-10-01      | 4.5000%  | 0.0000% | $1244.22           | $1220.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0086 | 2055-06-01      | 5.0000%  | 0.0000% | $2116754.20        | $2117530.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3397 | 2055-10-01      | 5.5000%  | 0.0000% | $1182090.18        | $1201202.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8825 | 2055-09-01      | 6.5000%  | 0.0000% | $193594.86         | $207053.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE5027 | 2055-09-01      | 5.5000%  | 0.0000% | $5375.12           | $5524.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLCB8049 | 2054-02-01      | 7.5000%  | 0.0000% | $1355583.20        | $1460104.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDD8709 | 2040-09-01      | 5.0000%  | 0.0000% | $387432.74         | $394977.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0596 | 2055-09-01      | 6.0000%  | 0.0000% | $191113.81         | $200117.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $2247793.59        | $2254302.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBE0927 | 2031-11-01      | 2.0000%  | 0.0000% | $1951.89           | $1866.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2450 | 2047-01-01      | 3.5000%  | 0.0000% | $9185.33           | $8703.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD2424 | 2047-01-01      | 4.0000%  | 0.0000% | $187050.59         | $181809.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0300 | 2046-03-01      | 3.5000%  | 0.0000% | $19163.51          | $18185.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3021 | 2055-10-01      | 6.0000%  | 0.0000% | $190928.21         | $199254.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDF2979 | 2040-10-01      | 4.5000%  | 0.0000% | $343993.39         | $345037.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1777 | 2055-10-01      | 5.5000%  | 0.0000% | $1746161.05        | $1778149.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0103 | 2055-10-01      | 6.0000%  | 0.0000% | $1097015.54        | $1141068.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9749 | 2055-09-01      | 5.5000%  | 0.0000% | $604530.35         | $618576.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9516 | 2055-09-01      | 6.5000%  | 0.0000% | $198526.98         | $210991.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9105 | 2055-10-01      | 6.0000%  | 0.0000% | $231395.19         | $241886.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8746 | 2046-06-01      | 3.5000%  | 0.0000% | $3084438.28        | $2930816.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4316 | 2036-04-01      | 2.5000%  | 0.0000% | $432.70            | $407.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5771 | 2050-04-01      | 4.0000%  | 0.0000% | $19105.66          | $18390.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5340 | 2053-07-01      | 6.0000%  | 0.0000% | $4360596.60        | $4518929.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0931 | 2055-09-01      | 5.5000%  | 0.0000% | $595500.86         | $606410.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8667 | 2054-06-01      | 5.0000%  | 0.0000% | $844634.46         | $846906.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1458 | 2055-04-01      | 5.0000%  | 0.0000% | $45511.82          | $45553.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $13561758.89       | $13948919.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2918 | 2055-07-01      | 5.5000%  | 0.0000% | $512179.87         | $521483.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6982 | 2054-11-01      | 4.5000%  | 0.0000% | $297584.73         | $294601.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  | 0.0000% | $3926.94           | $3713.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLBR8623 | 2051-05-01      | 1.5000%  | 0.0000% | $494455.76         | $382511.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDE0128 | 2040-05-01      | 6.5000%  | 0.0000% | $136281.59         | $142804.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CQMA2517 | 2046-01-01      | 3.5000%  | 0.0000% | $19006.60          | $17884.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  | 0.0000% | $164.34            | $156.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  | 0.0000% | $987260.54         | $1014811.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9608 | 2054-12-01      | 4.5000%  | 0.0000% | $6081.35           | $5953.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFS4802 | 2038-05-01      | 4.0000%  | 0.0000% | $14036.33          | $13884.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8777 | 2053-11-01      | 6.0000%  | 0.0000% | $1219251.25        | $1268862.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4571 | 2049-11-01      | 4.0000%  | 0.0000% | $87378.07          | $84373.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1391 | 2048-03-01      | 4.5000%  | 0.0000% | $1557217.85        | $1542776.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY7618 | 2053-07-01      | 6.5000%  | 0.0000% | $302734.21         | $317268.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4218 | 2053-06-01      | 5.5000%  | 0.0000% | $158618.90         | $161748.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX1231 | 2052-10-01      | 5.5000%  | 0.0000% | $119291.25         | $121878.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9912 | 2052-10-01      | 5.0000%  | 0.0000% | $1888203.34        | $1919078.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9247 | 2052-06-01      | 4.0000%  | 0.0000% | $165582.47         | $161346.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5584 | 2052-05-01      | 3.5000%  | 0.0000% | $50015.61          | $46851.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1465 | 2055-04-01      | 6.0000%  | 0.0000% | $427691.23         | $450351.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $22888.86          | $22234.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBK0710 | 2035-02-01      | 3.0000%  | 0.0000% | $46007.44          | $44456.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBK0433 | 2049-12-01      | 3.5000%  | 0.0000% | $239072.83         | $221997.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBH0237 | 2037-04-01      | 4.0000%  | 0.0000% | $84555.54          | $84093.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0301 | 2058-08-01      | 4.5000%  | 0.0000% | $79291.50          | $77623.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  | 0.0000% | $10889.90          | $10840.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1714 | 2055-06-01      | 5.0000%  | 0.0000% | $472652.31         | $475734.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5455 | 2055-01-01      | 4.5000%  | 0.0000% | $181791.93         | $177961.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBT2752 | 2036-08-01      | 2.0000%  | 0.0000% | $12163.55          | $11320.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  | 0.0000% | $23564.01          | $20257.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO3807 | 2049-08-01      | 3.5000%  | 0.0000% | $62872.14          | $59053.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REBO0317 | 2049-05-01      | 3.5000%  | 0.0000% | $140159.26         | $130841.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRBM6152 | 2044-06-01      | 3.5000%  | 0.0000% | $6554.49           | $6248.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5841 | 2045-09-01      | 3.5000%  | 0.0000% | $220727.65         | $211120.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTBM5440 | 2038-11-01      | 4.5000%  | 0.0000% | $176.95            | $178.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4971 | 2041-07-01      | 6.0000%  | 0.0000% | $22331.67          | $23658.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2154 | 2055-06-01      | 6.0000%  | 0.0000% | $180016.73         | $189555.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDE7534 | 2040-10-01      | 5.0000%  | 0.0000% | $196813.97         | $200450.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7052 | 2055-08-01      | 5.5000%  | 0.0000% | $1154705.84        | $1173183.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9833 | 2055-10-01      | 6.0000%  | 0.0000% | $195456.07         | $204798.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3097 | 2055-08-01      | 6.0000%  | 0.0000% | $606985.99         | $633716.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2915 | 2055-07-01      | 6.0000%  | 0.0000% | $186920.79         | $195668.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0763 | 2055-07-01      | 6.0000%  | 0.0000% | $675905.05         | $707537.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9608 | 2055-05-01      | 6.0000%  | 0.0000% | $242183.45         | $254227.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7293 | 2055-06-01      | 5.5000%  | 0.0000% | $456281.10         | $465358.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4246 | 2055-03-01      | 6.0000%  | 0.0000% | $179781.40         | $185435.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2517 | 2055-03-01      | 6.5000%  | 0.0000% | $1494830.02        | $1560787.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD0376 | 2055-01-01      | 7.0000%  | 0.0000% | $583461.12         | $626448.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC9012 | 2055-02-01      | 5.0000%  | 0.0000% | $231360.59         | $233830.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7008 | 2054-12-01      | 5.5000%  | 0.0000% | $102678.63         | $106025.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3838 | 2054-11-01      | 5.0000%  | 0.0000% | $2097877.14        | $2118869.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0746 | 2055-02-01      | 6.0000%  | 0.0000% | $189834.07         | $198002.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB9831 | 2054-10-01      | 5.5000%  | 0.0000% | $456654.47         | $470768.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8166 | 2054-07-01      | 6.5000%  | 0.0000% | $19368.25          | $20197.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  | 0.0000% | $1233170.27        | $1206292.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  | 0.0000% | $13000.28          | $11890.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6539 | 2046-01-01      | 3.5000%  | 0.0000% | $18942.12          | $18067.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS5971 | 2030-10-01      | 3.0000%  | 0.0000% | $10635.01          | $10448.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5640 | 2045-08-01      | 3.5000%  | 0.0000% | $123372.40         | $117333.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $584.65            | $556.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAQ5150 | 2042-11-01      | 2.5000%  | 0.0000% | $41543.88          | $37863.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB6666 | 2054-06-01      | 7.0000%  | 0.0000% | $230658.36         | $243799.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAZ0886 | 2030-07-01      | 3.0000%  | 0.0000% | $162.55            | $159.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV7104 | 2044-03-01      | 4.0000%  | 0.0000% | $28752.11          | $28237.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAU1319 | 2033-07-01      | 3.5000%  | 0.0000% | $361378.50         | $354784.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9829 | 2047-06-01      | 3.5000%  | 0.0000% | $337.20            | $318.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS5946 | 2037-03-01      | 2.0000%  | 0.0000% | $23027.44          | $21251.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5544 | 2053-02-01      | 4.5000%  | 0.0000% | $18455.57          | $18236.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1553 | 2050-11-01      | 2.5000%  | 0.0000% | $12901.86          | $11195.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  | 0.0000% | $81677.53          | $70629.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFM9367 | 2036-11-01      | 1.5000%  | 0.0000% | $16364.73          | $14707.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9335 | 2051-10-01      | 2.5000%  | 0.0000% | $39445.14          | $33828.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8642 | 2051-09-01      | 2.5000%  | 0.0000% | $888458.29         | $767496.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM5428 | 2035-10-01      | 2.0000%  | 0.0000% | $11412.61          | $10620.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3841 | 2035-07-01      | 3.5000%  | 0.0000% | $90991.72          | $90103.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM4459 | 2050-05-01      | 4.0000%  | 0.0000% | $224.02            | $217.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | 0.0000% | $918817.53         | $897807.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  | 0.0000% | $39996.27          | $39460.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1532 | 2049-08-01      | 3.5000%  | 0.0000% | $32244.33          | $30285.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3033 | 2047-01-01      | 3.5000%  | 0.0000% | $2821337.10        | $2693673.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $61301341.56       | $52205346.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1693 | 2051-08-01      | 4.0000%  | 0.0000% | $3428182.63        | $3327398.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9152 | 2054-09-01      | 6.0000%  | 0.0000% | $29022229.52       | $30214056.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8753 | 2054-06-01      | 5.5000%  | 0.0000% | $5261610.42        | $5345229.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  | 0.0000% | $12682004.59       | $13007784.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7746 | 2053-12-01      | 6.5000%  | 0.0000% | $3977.13           | $4152.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6105 | 2053-04-01      | 6.5000%  | 0.0000% | $969809.35         | $1027796.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  | 0.0000% | $34633.58          | $34434.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4030 | 2052-06-01      | 4.5000%  | 0.0000% | $106575.99         | $105363.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  | 0.0000% | $3104.39           | $2892.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3164 | 2052-03-01      | 2.5000%  | 0.0000% | $83509.91          | $71428.81          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL006A2 R16M006 | 2026-05-25      | 2.4880%  | 0.0000% | $1028527.92        | $1020167.36        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  | 0.0000% | $74444.73          | $73173.49          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  | 0.0000% | $27652.86          | $25906.18          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  | 0.0000% | $58649.17          | $54147.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8832 | 2042-10-01      | 4.5000%  | 0.0000% | $2194.20           | $2219.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8556 | 2044-08-01      | 4.5000%  | 0.0000% | $234.50            | $236.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  | 0.0000% | $1414.59           | $1288.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9371 | 2046-10-01      | 3.0000%  | 0.0000% | $50346.46          | $46203.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $3989.85           | $3795.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8091 | 2044-06-01      | 4.0000%  | 0.0000% | $32461.15          | $31930.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3829 | 2043-06-01      | 3.5000%  | 0.0000% | $14359.32          | $13761.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  | 0.0000% | $16674.11          | $16879.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  | 0.0000% | $184.06            | $184.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ3145 | 2041-10-01      | 4.5000%  | 0.0000% | $5449.38           | $5484.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH7018 | 2041-03-01      | 5.0000%  | 0.0000% | $6183.33           | $6281.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL634563 | 2032-03-01      | 6.5000%  | 0.0000% | $278.98            | $296.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CICC0474 | 2040-05-01      | 5.5000%  | 0.0000% | $1897029.92        | $1948627.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0132 | 2055-02-01      | 6.5000%  | 0.0000% | $5305132.93        | $5526758.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8507 | 2047-07-01      | 3.5000%  | 0.0000% | $264111.02         | $253212.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $27652519.55       | $27761101.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6086 | 2053-10-01      | 6.5000%  | 0.0000% | $950816.27         | $1008942.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  | 0.0000% | $116741.44         | $95979.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB1202 | 2036-07-01      | 2.0000%  | 0.0000% | $6023.55           | $5564.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT257145 | 2028-03-01      | 6.5000%  | 0.0000% | $722.92            | $751.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | 0.0000% | $564658.39         | $581123.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  | 0.0000% | $1170766.18        | $1219440.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  | 0.0000% | $732667.74         | $732936.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  | 0.0000% | $15494845.54       | $15500526.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $9820.46           | $9613.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $6806994.48        | $7082723.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $64954.70          | $66121.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2643 | 2052-01-01      | 2.5000%  | 0.0000% | $54380.25          | $46406.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $4630845.87        | $4653086.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4743 | 2052-08-01      | 2.5000%  | 0.0000% | $55717.09          | $47638.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $231336.95         | $224869.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4603 | 2037-05-01      | 2.5000%  | 0.0000% | $91598.05          | $86341.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $1130155.72        | $1011670.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4571 | 2042-03-01      | 2.5000%  | 0.0000% | $163375.19         | $146610.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNMA4200 | 2030-12-01      | 1.5000%  | 0.0000% | $27639.77          | $26243.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  | 0.0000% | $53730.76          | $50566.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4407 | 2041-08-01      | 2.0000%  | 0.0000% | $122.22            | $107.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3391 | 2033-06-01      | 3.0000%  | 0.0000% | $43446.59          | $42401.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  | 0.0000% | $5335.78           | $5348.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  | 0.0000% | $270.57            | $254.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | 0.0000% | $946.78            | $853.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL995097 | 2037-10-01      | 6.5000%  | 0.0000% | $3775.62           | $4025.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  | 0.0000% | $17611.96          | $18188.37          | Agency Mortgage-Backed Securities         |

### Security 149: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.940000%
- **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: ARP1C58S8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1C58S8_3.94_1107
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 05477F 11/25/54 | 2054-11-25      | 5.4828%  | 0.0000% | $2468857.33        | $2474500.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $395686.89         | $396556.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1244 | 2055-10-01      | 6.0000%  | 0.0000% | $18555718.75       | $19278204.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0878 | 2055-08-01      | 6.0000%  | 0.0000% | $16098769.08       | $16592775.91       | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4574 C     | 2045-04-20      | 4.0000%  | 0.0000% | $242110.21         | $230720.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004029 M     | 2037-09-20      | 6.5000%  | 0.0000% | $15601.56          | $16890.96          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602212 X     | 2033-03-15      | 6.0000%  | 0.0000% | $1441.71           | $1487.44           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0681 M     | 2055-10-20      | 3.0000%  | 0.0000% | $1170337.68        | $1056249.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0621 M     | 2055-09-20      | 4.5000%  | 0.0000% | $2286950.10        | $2242761.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1487 C     | 2055-10-20      | 5.5000%  | 0.0000% | $251129.14         | $256182.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C     | 2043-02-20      | 3.5000%  | 0.0000% | $72566.86          | $68155.06          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 708520 X     | 2039-04-15      | 5.0000%  | 0.0000% | $1024.84           | $1057.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $111.10            | $100.27            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU9418 X     | 2046-09-15      | 4.0000%  | 0.0000% | $4209.23           | $4054.25           | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 5.1828%  | 0.0000% | $2377245.41        | $2389727.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DM7011 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1041.03           | $1062.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $11343084.17       | $10884521.09       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $4079727.69        | $3544888.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $903919.35         | $754041.99         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671529 X     | 2037-09-15      | 6.5000%  | 0.0000% | $1028.92           | $1079.46           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 662537 X     | 2037-08-15      | 6.5000%  | 0.0000% | $1637.27           | $1714.42           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X     | 2036-12-15      | 6.0000%  | 0.0000% | $804.02            | $851.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  | 0.0000% | $89230.46          | $94439.50          | Agency Mortgage-Backed Securities         |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.6328%  | 0.0000% | $2362626.83        | $2381983.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 744060 X     | 2041-05-15      | 6.0000%  | 0.0000% | $1524.13           | $1571.76           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726832 X     | 2039-10-15      | 5.0000%  | 0.0000% | $17814.91          | $18386.92          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-127 FG     | 2055-07-20      | 5.5038%  | 0.0000% | $10085373.67       | $10150118.89       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5579CA 09/25/45 | 2045-09-25      | 4.5000%  | 0.0000% | $976225.47         | $970919.68         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLCB9654 | 2054-12-01      | 5.0000%  | 0.0000% | $12733295.24       | $12856192.76       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0258 M     | 2055-03-20      | 5.0000%  | 0.0000% | $1481283.84        | $1484922.86        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6655 X     | 2047-01-15      | 4.5000%  | 0.0000% | $6651.86           | $6603.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6657 C     | 2055-03-20      | 5.5000%  | 0.0000% | $224048.55         | $228608.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0306 M     | 2055-04-20      | 4.5000%  | 0.0000% | $71854.93          | $70466.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $12616130.14       | $12790501.88       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X     | 2038-08-15      | 6.0000%  | 0.0000% | $1756.23           | $1836.60           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674510 X     | 2037-10-15      | 6.0000%  | 0.0000% | $869.82            | $905.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1223 | 2055-10-01      | 5.5000%  | 0.0000% | $17695096.34       | $18073618.04       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  | 0.0000% | $11664460.79       | $11881691.93       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135 | 2054-12-01      | 5.0000%  | 0.0000% | $17227241.28       | $17393512.88       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  | 0.0000% | $8389.16           | $8623.02           | Agency Mortgage-Backed Securities         |

### Security 150: Natixis Financial Products LLC

- **C.1 - Title:** Bank of New York Mellon Natixi Repo - 11dec25 3.990000%
- **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: ARP1C5X76, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: ARP1C5X76_3.99_1107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  | 0.0000% | $573111.11         | $492661.66         | Agency Debentures and Agency Strips |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  | 0.0000% | $235333.33         | $244740.35         | Agency Debentures and Agency Strips |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $444444.44         | $374880.25         | Agency Debentures and Agency Strips |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  | 0.0000% | $659038.83         | $661254.96         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  | 0.0000% | $1984142.01        | $2088053.51        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBW7379 | 2052-12-01      | 5.0000%  | 0.0000% | $200.52            | $202.83            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $16192369.51       | $16007517.42       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $300280.41         | $315096.74         | Agency Mortgage-Backed Securities   |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $8837733.33        | $9170614.15        | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $1989333.33        | $2039989.44        | U.S. Treasuries (including strips)  |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  | 0.0000% | $4291337.04        | $4386563.23        | Agency Mortgage-Backed Securities   |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $1258866.67        | $1311611.18        | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $1353022.22        | $1381345.10        | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $5555533.33        | $5701215.30        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $3703511.11        | $3815012.02        | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $22.22             | $22.94             | U.S. Treasuries (including strips)  |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  | 0.0000% | $8750947.28        | $7979481.27        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  | 0.0000% | $11572815.04       | $12129629.46       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  | 0.0000% | $6445948.87        | $6487974.31        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  | 0.0000% | $9934716.96        | $10153323.78       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $27783853.46       | $28395218.63       | Agency Mortgage-Backed Securities   |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $4440155.56        | $4508145.44        | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  | 0.0000% | $444444.44         | $450676.05         | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $2444044.44        | $2521444.58        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $27686644.44       | $27823646.54       | U.S. Treasuries (including strips)  |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $177.78            | $174.41            | U.S. Treasuries (including strips)  |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $764488.89         | $520408.90         | U.S. Treasuries (including strips)  |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $25255911.11       | $18994367.76       | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $2358822.22        | $2462220.90        | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $11111111.11       | $11415680.42       | U.S. Treasuries (including strips)  |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $1826577.78        | $1930904.16        | U.S. Treasuries (including strips)  |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $10468022.22       | $10249547.49       | U.S. Treasuries (including strips)  |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $19159244.44       | $19521935.29       | U.S. Treasuries (including strips)  |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $22.22             | $20.85             | U.S. Treasuries (including strips)  |
| FMAC FEPC 06.000 CLSD4696 | 2054-02-01      | 6.0000%  | 0.0000% | $6461967.64        | $6788516.71        | Agency Mortgage-Backed Securities   |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $326222.22         | $260125.42         | U.S. Treasuries (including strips)  |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $13722800.00       | $13692747.07       | U.S. Treasuries (including strips)  |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  | 0.0000% | $27466.67          | $27348.48          | U.S. Treasuries (including strips)  |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  | 0.0000% | $3257922.66        | $3140268.21        | Agency Mortgage-Backed Securities   |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $44.44             | $45.36             | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $1111044.44        | $1123459.29        | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $22.22             | $22.50             | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $1630088.89        | $1695614.39        | U.S. Treasuries (including strips)  |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $44.44             | $40.63             | U.S. Treasuries (including strips)  |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $2488711.11        | $1874587.87        | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $11311.11          | $11836.19          | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $22.22             | $23.03             | U.S. Treasuries (including strips)  |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | 0.0000% | $5065977.78        | $4792908.91        | U.S. Treasuries (including strips)  |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $22.22             | $21.65             | U.S. Treasuries (including strips)  |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $1258200.00        | $966188.36         | U.S. Treasuries (including strips)  |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $9354666.67        | $5931446.89        | U.S. Treasuries (including strips)  |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $33333311.11       | $19959579.45       | U.S. Treasuries (including strips)  |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $49627822.22       | $45847726.30       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $7643800.00        | $7213841.32        | U.S. Treasuries (including strips)  |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $14369688.89       | $10986463.10       | U.S. Treasuries (including strips)  |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $1181533.33        | $1176783.29        | U.S. Treasuries (including strips)  |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $4874933.33        | $4442948.27        | U.S. Treasuries (including strips)  |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $44.44             | $36.97             | U.S. Treasuries (including strips)  |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $762288.89         | $816590.50         | U.S. Treasuries (including strips)  |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  | 0.0000% | $171.44            | $169.17            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  | 0.0000% | $222.22            | $226.59            | Agency Mortgage-Backed Securities   |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | 0.0000% | $8214888.89        | $8140462.00        | U.S. Treasuries (including strips)  |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $620688.89         | $618402.12         | U.S. Treasuries (including strips)  |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $22.22             | $11.21             | U.S. Treasuries (including strips)  |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $424622.22         | $392440.11         | U.S. Treasuries (including strips)  |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $5448577.34        | $5428357.67        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $6725640.02        | $6902533.32        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $1230633.70        | $1247074.56        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  | 0.0000% | $516407.65         | $534034.37         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  | 0.0000% | $185.47            | $186.34            | Agency Mortgage-Backed Securities   |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $842666.67         | $724602.51         | Agency Debentures and Agency Strips |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  | 0.0000% | $222.22            | $159.49            | Agency Debentures and Agency Strips |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  | 0.0000% | $1174266.24        | $1184330.49        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAB6218 | 2042-09-01      | 3.5000%  | 0.0000% | $6369860.11        | $6094533.53        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CLDA9503 | 2054-02-01      | 7.0000%  | 0.0000% | $185234.97         | $197989.94         | Agency Mortgage-Backed Securities   |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | 0.0000% | $88.89             | $90.14             | U.S. Treasuries (including strips)  |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $10067688.89       | $9509843.20        | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $22.22             | $22.54             | U.S. Treasuries (including strips)  |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $1486244.44        | $1388886.52        | U.S. Treasuries (including strips)  |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  | 0.0000% | $44.44             | $42.03             | U.S. Treasuries (including strips)  |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $1666222.22        | $1666440.87        | U.S. Treasuries (including strips)  |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $3110400.00        | $2069105.07        | U.S. Treasuries (including strips)  |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $6444800.00        | $3312614.56        | U.S. Treasuries (including strips)  |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $8444377.78        | $7251493.90        | U.S. Treasuries (including strips)  |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $5555488.89        | $6298949.11        | U.S. Treasuries (including strips)  |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $1104844.44        | $933129.43         | U.S. Treasuries (including strips)  |

### Security 151: BMO Bank, N.A.

- **C.1 - Title:** Bank of Montreal/US 3.990000%
- **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: ARP1C5XD3, C.3 - LEI: 3Y4U8VZURTYWI1W2K376, C.5 - Other ID: ARP1C5XD3_3.99_1107
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  | 0.0000% | $8639959.43        | $7713145.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  | 0.0000% | $704881.17         | $642330.01         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  | 0.0000% | $19853188.00       | $17684114.72       | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  | 0.0000% | $1199317.04        | $1131510.06        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  | 0.0000% | $5428094.80        | $5137154.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $1196510.68        | $1080590.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  | 0.0000% | $150336.68         | $136054.54         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  | 0.0000% | $19448646.49       | $18398004.66       | Agency Mortgage-Backed Securities         |

### Security 152: Fixed Income Clearing Corp. - ING

- **C.1 - Title:** Ing Baring Furman Selz LLC Repo - 03nov25 4.150000%
- **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: ARP1C7GM8, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7GM8_4.15_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLCB8325 | 2054-04-01      | 5.5000%  | 0.0000% | $52223012.85       | $53604642.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1023 | 2055-09-01      | 5.5000%  | 0.0000% | $195537194.08      | $201483545.26      | Agency Mortgage-Backed Securities |

### Security 153: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 4.160000%
- **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: ARP1C7GV8, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7GV8_4.16_1103
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 11.6300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | 0.0000% | $941.95            | $989.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | 0.0000% | $4330128.36        | $4478621.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $26233160.04       | $27735882.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB7695 | 2054-08-01      | 7.0000%  | 0.0000% | $793.79            | $849.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6657 | 2054-07-01      | 6.5000%  | 0.0000% | $1112564.63        | $1159200.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB6539 | 2054-08-01      | 5.5000%  | 0.0000% | $306015.95         | $310925.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5434 | 2054-07-01      | 5.5000%  | 0.0000% | $3508902.97        | $3567250.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | 0.0000% | $13.74             | $14.17             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4805 | 2049-11-01      | 3.5000%  | 0.0000% | $1229588.86        | $1156223.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCB9195 | 2054-08-01      | 7.5000%  | 0.0000% | $687.10            | $745.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCB9190 | 2054-09-01      | 7.5000%  | 0.0000% | $825.99            | $887.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  | 0.0000% | $6688558.19        | $6824425.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9241 | 2054-07-01      | 6.5000%  | 0.0000% | $2567848.00        | $2731288.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9240 | 2054-07-01      | 6.5000%  | 0.0000% | $1142440.52        | $1218518.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI4862 | 2054-04-01      | 5.5000%  | 0.0000% | $6917976.74        | $7046466.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI3651 | 2054-04-01      | 6.0000%  | 0.0000% | $820131.89         | $864599.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  | 0.0000% | $3842612.72        | $4099005.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8755 | 2054-06-01      | 6.0000%  | 0.0000% | $38383.14          | $39623.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  | 0.0000% | $806.99            | $773.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1027 | 2051-07-01      | 2.5000%  | 0.0000% | $141900.92         | $121335.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8968 | 2054-09-01      | 6.0000%  | 0.0000% | $26079.65          | $26863.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB1816 | 2054-04-01      | 6.5000%  | 0.0000% | $58862.26          | $61738.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9442 | 2046-11-01      | 3.5000%  | 0.0000% | $14336307.16       | $13534816.80       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3PSE9060 | 2052-02-01      | 2.0000%  | 0.0000% | $203657.30         | $158900.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU1241 | 2052-03-01      | 3.0000%  | 0.0000% | $403568.80         | $359769.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $19019.07          | $17611.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM5950 | 2048-11-01      | 3.0000%  | 0.0000% | $212866.92         | $194613.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC0245 | 2054-08-01      | 6.5000%  | 0.0000% | $757.64            | $795.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4560 | 2045-03-01      | 3.5000%  | 0.0000% | $2232633.79        | $2123805.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  | 0.0000% | $8676094.35        | $9056246.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3332 | 2052-04-01      | 3.5000%  | 0.0000% | $260586.23         | $243483.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $5426512.94        | $5095830.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  | 0.0000% | $97563.81          | $87592.40          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q18598 G | 2043-05-01      | 3.5000%  | 0.0000% | $1212602.74        | $1159871.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ3138 | 2050-10-01      | 2.5000%  | 0.0000% | $617563.22         | $536859.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $4882304.38        | $4008355.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBP8820 | 2035-07-01      | 2.5000%  | 0.0000% | $99070.26          | $94073.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | 0.0000% | $533.13            | $469.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6769 | 2055-06-01      | 6.5000%  | 0.0000% | $1610712.85        | $1679770.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC2202 | 2036-09-01      | 2.0000%  | 0.0000% | $585.02            | $544.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC2098 | 2036-07-01      | 2.0000%  | 0.0000% | $3126798.27        | $2906851.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8743 | 2053-03-01      | 6.0000%  | 0.0000% | $6009158.59        | $6211228.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  | 0.0000% | $358421.44         | $361158.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7774 | 2052-08-01      | 4.5000%  | 0.0000% | $4565679.06        | $4526733.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7671 | 2052-07-01      | 4.5000%  | 0.0000% | $9250081.27        | $9164490.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA6986 | 2052-03-01      | 3.5000%  | 0.0000% | $629770.29         | $587671.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $846.45            | $873.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0739 | 2053-05-01      | 5.0000%  | 0.0000% | $1269111.03        | $1282299.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1048 | 2053-10-01      | 6.5000%  | 0.0000% | $323305.39         | $336866.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG5569 | 2053-06-01      | 5.5000%  | 0.0000% | $6880990.88        | $7058460.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9718 | 2055-09-01      | 5.5000%  | 0.0000% | $5162998.32        | $5269476.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD9440 | 2055-05-01      | 5.0000%  | 0.0000% | $1203054.05        | $1210943.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV1433 | 2055-04-01      | 5.0000%  | 0.0000% | $14094944.28       | $14130670.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6435 | 2051-12-01      | 2.5000%  | 0.0000% | $113212.61         | $97591.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  | 0.0000% | $9999750.90        | $9613993.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9437 | 2054-11-01      | 5.5000%  | 0.0000% | $15725418.63       | $16154885.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $946.59            | $964.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8362 | 2054-04-01      | 6.5000%  | 0.0000% | $1671.36           | $1758.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $13137635.38       | $13588037.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP7125 | 2050-07-01      | 2.5000%  | 0.0000% | $438.45            | $377.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6482 | 2055-08-01      | 5.5000%  | 0.0000% | $1051955.79        | $1071226.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5799 | 2055-07-01      | 6.0000%  | 0.0000% | $2814956.20        | $2923869.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5602 | 2055-08-01      | 6.5000%  | 0.0000% | $1700251.22        | $1791496.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3315 | 2052-04-01      | 3.5000%  | 0.0000% | $6913669.04        | $6410317.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  | 0.0000% | $790.43            | $719.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6468 | 2054-06-01      | 6.5000%  | 0.0000% | $1049971.71        | $1112192.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  | 0.0000% | $234838.86         | $242447.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL190371 | 2036-07-01      | 6.5000%  | 0.0000% | $1279424.61        | $1363204.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | 0.0000% | $64461231.79       | $64809107.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2097 | 2051-11-01      | 3.0000%  | 0.0000% | $68712.76          | $61314.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2635 | 2052-01-01      | 2.5000%  | 0.0000% | $765599.75         | $658154.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1371 | 2051-08-01      | 2.5000%  | 0.0000% | $792119.59         | $682322.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  | 0.0000% | $3689278.75        | $3524650.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0456 | 2053-09-01      | 6.0000%  | 0.0000% | $4453868.05        | $4710250.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7553 | 2052-06-01      | 4.0000%  | 0.0000% | $5356.90           | $5128.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV8912 | 2052-06-01      | 4.5000%  | 0.0000% | $1423942.53        | $1405062.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5700 | 2050-05-01      | 2.5000%  | 0.0000% | $1314647.18        | $1142353.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  | 0.0000% | $854.39            | $871.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7053 | 2054-06-01      | 6.0000%  | 0.0000% | $1066366.52        | $1100797.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4579 | 2055-08-01      | 5.5000%  | 0.0000% | $8542171.42        | $8752935.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE7301 | 2055-08-01      | 5.5000%  | 0.0000% | $2004.04           | $2041.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF2978 | 2055-10-01      | 6.0000%  | 0.0000% | $5186168.00        | $5344999.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 DLDE6515 | 2055-09-01      | 6.5000%  | 0.0000% | $1567655.00        | $1662050.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9238 | 2054-12-01      | 6.0000%  | 0.0000% | $971.74            | $999.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | 0.0000% | $898.23            | $915.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | 0.0000% | $676.11            | $556.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $4888155.40        | $5045565.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD0452 | 2055-02-01      | 5.0000%  | 0.0000% | $26841.65          | $26896.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $88548.70          | $76143.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAW8157 | 2027-01-01      | 3.0000%  | 0.0000% | $374981.31         | $372831.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLCA8010 | 2050-12-01      | 1.5000%  | 0.0000% | $9297.83           | $7228.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6839 | 2053-08-01      | 6.0000%  | 0.0000% | $858.46            | $887.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  | 0.0000% | $6528.24           | $6653.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | 0.0000% | $1162.48           | $1097.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4925 | 2052-10-01      | 6.0000%  | 0.0000% | $5334.11           | $5499.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4008 | 2055-08-01      | 6.5000%  | 0.0000% | $951.16            | $1008.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1615 | 2051-02-01      | 2.0000%  | 0.0000% | $1890954.44        | $1550897.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3011 | 2048-11-01      | 4.5000%  | 0.0000% | $1760351.60        | $1754012.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  | 0.0000% | $1019178.64        | $1048463.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $17535639.02       | $17918693.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0565 | 2054-06-01      | 6.0000%  | 0.0000% | $824.75            | $851.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5361 | 2054-12-01      | 5.0000%  | 0.0000% | $85563.23          | $85799.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU5621 | 2055-02-01      | 6.5000%  | 0.0000% | $858.25            | $915.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  | 0.0000% | $62249589.07       | $61545546.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4112 | 2053-07-01      | 5.0000%  | 0.0000% | $384583.24         | $386389.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $564434.33         | $483259.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU1319 | 2052-02-01      | 3.0000%  | 0.0000% | $496086.35         | $442851.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD4490 | 2053-03-01      | 7.0000%  | 0.0000% | $9120986.48        | $9832700.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  | 0.0000% | $932.16            | $966.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $806787.38         | $687805.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8170 | 2051-08-01      | 4.0000%  | 0.0000% | $240415.59         | $230701.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $923.99            | $952.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  | 0.0000% | $9634.77           | $10148.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD3232 | 2053-06-01      | 6.5000%  | 0.0000% | $745.79            | $786.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5141 | 2055-07-01      | 6.0000%  | 0.0000% | $2201687.01        | $2284987.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4780 | 2055-07-01      | 6.0000%  | 0.0000% | $2989.92           | $3118.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2380 | 2055-06-01      | 5.5000%  | 0.0000% | $1495727.19        | $1537394.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1295 | 2055-06-01      | 5.0000%  | 0.0000% | $6971.94           | $7046.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1273 | 2055-06-01      | 5.0000%  | 0.0000% | $1142625.57        | $1145168.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1004 | 2055-06-01      | 5.0000%  | 0.0000% | $1740064.71        | $1751127.47        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81756 G | 2045-05-01      | 4.0000%  | 0.0000% | $3747009.10        | $3648951.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2853 | 2052-02-01      | 2.0000%  | 0.0000% | $82906.53          | $67880.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG7930 | 2053-08-01      | 5.5000%  | 0.0000% | $1329143.05        | $1377063.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2777 | 2053-06-01      | 5.5000%  | 0.0000% | $1324974.13        | $1367311.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7216 | 2048-10-01      | 4.0000%  | 0.0000% | $566.69            | $551.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  | 0.0000% | $1657.18           | $1690.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $30319392.86       | $31851825.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBP6118 | 2050-05-01      | 4.0000%  | 0.0000% | $135112.10         | $135107.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  | 0.0000% | $954.86            | $985.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $80484.47          | $79265.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9608 | 2054-12-01      | 4.5000%  | 0.0000% | $973.02            | $952.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT2292 | 2052-04-01      | 2.5000%  | 0.0000% | $43785.08          | $37304.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CKBT0972 | 2051-05-01      | 2.5000%  | 0.0000% | $170238.33         | $138857.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5578 | 2052-05-01      | 3.0000%  | 0.0000% | $1093588.56        | $975076.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2977 | 2049-09-01      | 3.5000%  | 0.0000% | $184362.04         | $172598.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4659 | 2047-07-01      | 4.0000%  | 0.0000% | $5468.74           | $5321.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | 0.0000% | $6604437.77        | $6683517.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9799 | 2053-04-01      | 6.5000%  | 0.0000% | $1248695.32        | $1330745.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  | 0.0000% | $89206.53          | $90666.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  | 0.0000% | $2294618.36        | $2368414.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7654 | 2053-02-01      | 5.5000%  | 0.0000% | $1934197.38        | $2014004.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  | 0.0000% | $1242112.06        | $1283569.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  | 0.0000% | $1451144.66        | $1499115.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4595 | 2052-12-01      | 6.0000%  | 0.0000% | $10006226.32       | $10511931.00       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $5544778.28        | $5654539.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  | 0.0000% | $813.15            | $829.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | 0.0000% | $749.46            | $783.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL759432 | 2034-02-01      | 5.5000%  | 0.0000% | $107537.02         | $109380.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL735795 | 2035-06-01      | 5.0000%  | 0.0000% | $102784.09         | $104462.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT4813 | 2051-07-01      | 2.5000%  | 0.0000% | $604524.47         | $524989.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $27383.96          | $24416.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2076 | 2045-09-01      | 3.5000%  | 0.0000% | $10870319.84       | $10322452.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  | 0.0000% | $70579.66          | $63855.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAZ0857 | 2045-07-01      | 3.0000%  | 0.0000% | $714063.51         | $658992.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2283 | 2052-04-01      | 3.0000%  | 0.0000% | $15817537.07       | $14226941.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD1854 | 2052-11-01      | 6.0000%  | 0.0000% | $16760920.24       | $17489802.38       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2690 | 2053-04-01      | 5.5000%  | 0.0000% | $34012789.53       | $35077979.38       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD2677 | 2053-04-01      | 6.0000%  | 0.0000% | $28552022.49       | $29859019.87       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8093 | 2036-03-01      | 2.0000%  | 0.0000% | $1055677.23        | $975260.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3SZT1755 | 2047-02-01      | 3.5000%  | 0.0000% | $2416068.35        | $2273437.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA4212 | 2043-04-01      | 3.5000%  | 0.0000% | $5269539.14        | $5032471.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7247 | 2048-07-01      | 4.5000%  | 0.0000% | $1276140.01        | $1273254.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY8306 | 2053-08-01      | 6.0000%  | 0.0000% | $9310993.69        | $9759094.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $26278427.95       | $27333585.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8327 | 2054-04-01      | 5.5000%  | 0.0000% | $21185611.02       | $21580178.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3572 | 2052-05-01      | 2.5000%  | 0.0000% | $4673749.96        | $4005793.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $15513167.54       | $15992669.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $8012763.69        | $8094547.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8870 | 2054-07-01      | 6.5000%  | 0.0000% | $1000.82           | $1058.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  | 0.0000% | $29734962.91       | $25720306.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $2675420.64        | $2791658.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  | 0.0000% | $429580.83         | $383027.16         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $79.27             | $84.12             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | 0.0000% | $10881161.56       | $11671638.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7620 | 2053-12-01      | 6.0000%  | 0.0000% | $1702.45           | $1788.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | 0.0000% | $872.10            | $902.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $4428.39           | $4614.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | 0.0000% | $5408009.88        | $5752590.24        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $109.60            | $110.90            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $33.25             | $33.44             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7985 | 2054-02-01      | 5.5000%  | 0.0000% | $70352.79          | $72130.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  | 0.0000% | $86647.76          | $77359.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  | 0.0000% | $5790983.92        | $5982534.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6926 | 2053-08-01      | 6.0000%  | 0.0000% | $20460440.07       | $21117076.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  | 0.0000% | $1174103.59        | $1205193.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  | 0.0000% | $1086435.13        | $1081803.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAW0354 | 2044-03-01      | 4.5000%  | 0.0000% | $82852.72          | $81969.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH9886 | 2047-10-01      | 3.5000%  | 0.0000% | $48410.50          | $45670.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAU1624 | 2043-07-01      | 3.0000%  | 0.0000% | $1965387.82        | $1826839.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  | 0.0000% | $1472.35           | $1517.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  | 0.0000% | $674.07            | $557.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9533 | 2053-03-01      | 6.0000%  | 0.0000% | $752758.78         | $793029.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9232 | 2053-04-01      | 6.0000%  | 0.0000% | $753.67            | $782.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9100 | 2053-03-01      | 5.0000%  | 0.0000% | $1468953.08        | $1478583.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5799 | 2055-04-01      | 5.5000%  | 0.0000% | $1061841.66        | $1090688.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5575 | 2055-03-01      | 6.5000%  | 0.0000% | $9338.37           | $9775.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD5203 | 2055-05-01      | 5.0000%  | 0.0000% | $1306471.18        | $1315323.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7401 | 2052-05-01      | 4.5000%  | 0.0000% | $15027225.01       | $14785166.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6191 | 2053-05-01      | 6.0000%  | 0.0000% | $5267440.97        | $5549723.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6186 | 2053-05-01      | 5.5000%  | 0.0000% | $1098633.18        | $1129475.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA3149 | 2046-04-01      | 3.5000%  | 0.0000% | $1605347.46        | $1527113.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8011 | 2050-12-01      | 2.0000%  | 0.0000% | $663.89            | $548.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 GLCB5115 | 2052-11-01      | 6.0000%  | 0.0000% | $869243.04         | $904687.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $2343.46           | $2397.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD4468 | 2055-04-01      | 5.0000%  | 0.0000% | $1313303.37        | $1328076.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | 0.0000% | $5949.64           | $6025.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1108 | 2055-01-01      | 5.5000%  | 0.0000% | $5958.86           | $6173.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD0756 | 2055-02-01      | 6.0000%  | 0.0000% | $992.51            | $1020.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  | 0.0000% | $620.84            | $583.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0102 | 2041-04-01      | 2.5000%  | 0.0000% | $33666.17          | $30297.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA8794 | 2036-01-01      | 2.5000%  | 0.0000% | $4799105.59        | $4535780.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA8374 | 2035-12-01      | 3.0000%  | 0.0000% | $2457.87           | $2384.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  | 0.0000% | $36668285.57       | $31516036.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | 0.0000% | $74870763.95       | $61805191.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | 0.0000% | $3597.16           | $2952.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $653.45            | $538.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7312 | 2050-10-01      | 2.5000%  | 0.0000% | $8868711.81        | $7649497.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7297 | 2050-10-01      | 2.5000%  | 0.0000% | $80198116.63       | $68962306.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7282 | 2050-10-01      | 2.0000%  | 0.0000% | $1365.37           | $1120.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTCB1337 | 2041-08-01      | 2.0000%  | 0.0000% | $39210.72          | $34374.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7248 | 2050-10-01      | 2.5000%  | 0.0000% | $1266797.65        | $1081684.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7234 | 2050-10-01      | 2.5000%  | 0.0000% | $9220383.29        | $7928638.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  | 0.0000% | $170032863.56      | $173676101.10      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8063 | 2050-12-01      | 2.0000%  | 0.0000% | $4648301.53        | $3842786.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  | 0.0000% | $35143538.82       | $28830658.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7007 | 2053-09-01      | 5.5000%  | 0.0000% | $66737581.29       | $68544857.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6778 | 2054-01-01      | 6.5000%  | 0.0000% | $16815169.16       | $17750322.38       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $2787326.94        | $2846224.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5868 | 2052-05-01      | 3.0000%  | 0.0000% | $41324344.31       | $37329809.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS5014 | 2053-01-01      | 4.0000%  | 0.0000% | $6213483.15        | $6010683.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  | 0.0000% | $2058742.61        | $2197291.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $11307.96          | $11659.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  | 0.0000% | $1.17              | $1.19              | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A96200 G | 2041-01-01      | 4.5000%  | 0.0000% | $1201920.27        | $1215425.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | 0.0000% | $123717.20         | $108134.07         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC H09189 G | 2037-03-01      | 5.5000%  | 0.0000% | $1271997.09        | $1310025.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  | 0.0000% | $29139.63          | $25971.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5217 | 2054-07-01      | 6.0000%  | 0.0000% | $7129006.46        | $7341857.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB5060 | 2054-06-01      | 6.5000%  | 0.0000% | $1500743.66        | $1572111.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB3983 | 2054-05-01      | 6.0000%  | 0.0000% | $2429313.32        | $2526845.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB4469 | 2054-09-01      | 5.0000%  | 0.0000% | $244240.03         | $244469.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3252 | 2054-06-01      | 5.5000%  | 0.0000% | $1101271.94        | $1135311.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB3477 | 2054-06-01      | 6.0000%  | 0.0000% | $893.94            | $930.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB2410 | 2054-05-01      | 5.5000%  | 0.0000% | $975.45            | $991.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB1987 | 2054-10-01      | 5.5000%  | 0.0000% | $853414.90         | $875679.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD1766 | 2055-02-01      | 6.0000%  | 0.0000% | $997.91            | $1026.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | 0.0000% | $9259050.06        | $9044243.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1892 | 2048-06-01      | 4.0000%  | 0.0000% | $13823925.69       | $13425801.23       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $1105202.58        | $1177282.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | 0.0000% | $26589.89          | $25035.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1015 | 2048-01-01      | 4.0000%  | 0.0000% | $447.03            | $435.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0317 | 2047-09-01      | 3.5000%  | 0.0000% | $404.83            | $381.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  | 0.0000% | $20980.73          | $19428.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0271 | 2047-08-01      | 3.5000%  | 0.0000% | $677211.19         | $640982.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | 0.0000% | $425.40            | $413.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0023 | 2047-07-01      | 3.5000%  | 0.0000% | $947611.33         | $897213.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBY9470 | 2053-09-01      | 7.0000%  | 0.0000% | $1581.27           | $1707.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY8376 | 2053-09-01      | 6.5000%  | 0.0000% | $2025.69           | $2149.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB1933 | 2054-09-01      | 5.5000%  | 0.0000% | $982.66            | $1000.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB0948 | 2054-04-01      | 5.0000%  | 0.0000% | $82345.86          | $82525.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9447 | 2054-11-01      | 4.5000%  | 0.0000% | $9836012.46        | $9693577.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB0187 | 2054-03-01      | 6.5000%  | 0.0000% | $65626.37          | $69128.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  | 0.0000% | $239453.23         | $243581.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3342 | 2049-04-01      | 4.5000%  | 0.0000% | $2578424.20        | $2563544.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  | 0.0000% | $49513.90          | $51425.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3089 | 2049-02-01      | 4.5000%  | 0.0000% | $59992.88          | $59835.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7346 | 2050-10-01      | 2.0000%  | 0.0000% | $69869686.33       | $57391915.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $15875804.44       | $15975102.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9207 | 2054-09-01      | 5.0000%  | 0.0000% | $286172.97         | $286632.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ6640 | 2046-01-01      | 4.0000%  | 0.0000% | $1572818.36        | $1539778.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $835502.83         | $860977.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $109280.03         | $112960.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2784 | 2052-01-01      | 2.0000%  | 0.0000% | $452389.41         | $369342.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | 0.0000% | $3220.10           | $3286.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | 0.0000% | $1711123.75        | $1472290.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR8552 | 2051-04-01      | 3.0000%  | 0.0000% | $2119015.70        | $1927594.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $615302.02         | $605073.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR2103 | 2051-07-01      | 2.5000%  | 0.0000% | $706.20            | $612.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9128 | 2055-10-01      | 5.5000%  | 0.0000% | $1657680.00        | $1692173.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8702 | 2055-09-01      | 5.5000%  | 0.0000% | $1155243.61        | $1182617.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8599 | 2055-09-01      | 6.5000%  | 0.0000% | $1040019.04        | $1106540.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8607 | 2055-10-01      | 6.5000%  | 0.0000% | $1343562.92        | $1417631.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8570 | 2055-10-01      | 5.5000%  | 0.0000% | $1508684.26        | $1536785.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $9605183.67        | $10267678.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6422 | 2052-08-01      | 5.0000%  | 0.0000% | $605129.51         | $615161.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU5011 | 2054-09-01      | 6.5000%  | 0.0000% | $2299838.91        | $2454619.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1636 | 2043-07-01      | 3.5000%  | 0.0000% | $142613.24         | $136197.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY8612 | 2053-09-01      | 5.5000%  | 0.0000% | $260431.64         | $265229.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8098 | 2036-04-01      | 2.0000%  | 0.0000% | $810940.92         | $748203.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | 0.0000% | $804.97            | $812.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM1145 | 2043-03-01      | 3.0000%  | 0.0000% | $138017.29         | $128289.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU0955 | 2043-08-01      | 3.5000%  | 0.0000% | $58758.05          | $56114.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1407 | 2054-12-01      | 5.0000%  | 0.0000% | $5783252.60        | $5807459.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0002 | 2055-10-01      | 6.0000%  | 0.0000% | $4925513.50        | $5123164.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9185 | 2055-04-01      | 6.0000%  | 0.0000% | $1137074.63        | $1176992.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6508 | 2054-11-01      | 5.5000%  | 0.0000% | $1150043.45        | $1169161.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5058 | 2055-04-01      | 6.0000%  | 0.0000% | $1188611.92        | $1239974.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2866 | 2052-12-01      | 5.5000%  | 0.0000% | $1448185.66        | $1498048.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | 0.0000% | $2367.97           | $2447.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRBM7714 | 2046-02-01      | 3.5000%  | 0.0000% | $1729239.16        | $1652787.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1688 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2293 | 2055-08-01      | 5.5000%  | 0.0000% | $23009633.15       | $23600758.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0214 | 2055-04-01      | 5.5000%  | 0.0000% | $39105011.98       | $39965491.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF1094 | 2055-10-01      | 6.5000%  | 0.0000% | $1999.31           | $2105.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  | 0.0000% | $48035.87          | $50962.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5165 | 2052-11-01      | 6.5000%  | 0.0000% | $609.49            | $636.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBO5799 | 2049-09-01      | 5.0000%  | 0.0000% | $33832.12          | $34748.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY8872 | 2053-09-01      | 5.5000%  | 0.0000% | $1188964.29        | $1208357.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE8518 | 2047-03-01      | 4.0000%  | 0.0000% | $1457334.61        | $1417845.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9208 | 2055-10-01      | 5.5000%  | 0.0000% | $1328818.20        | $1350018.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9130 | 2055-10-01      | 5.5000%  | 0.0000% | $1683650.00        | $1726364.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9542 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9547 | 2055-10-01      | 6.0000%  | 0.0000% | $3778650.00        | $3925779.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9646 | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  | 0.0000% | $847569.13         | $785158.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0386 | 2051-01-01      | 2.0000%  | 0.0000% | $776.56            | $636.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1967 | 2051-02-01      | 2.0000%  | 0.0000% | $739.31            | $610.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0705 | 2055-09-01      | 6.0000%  | 0.0000% | $8414590.19        | $8765352.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1718 | 2055-05-01      | 5.5000%  | 0.0000% | $970.42            | $992.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4440 | 2055-03-01      | 6.5000%  | 0.0000% | $888.51            | $940.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  | 0.0000% | $429028.24         | $431641.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  | 0.0000% | $5821322.03        | $6197080.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $25241425.84       | $26336794.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7126 | 2053-09-01      | 6.0000%  | 0.0000% | $892.55            | $930.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7099 | 2055-06-01      | 6.0000%  | 0.0000% | $691839.91         | $715083.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7120 | 2053-09-01      | 6.0000%  | 0.0000% | $894239.62         | $921403.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7116 | 2053-09-01      | 6.0000%  | 0.0000% | $33382.40          | $34845.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | 0.0000% | $885.44            | $905.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | 0.0000% | $3177.75           | $2610.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  | 0.0000% | $765.78            | $778.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  | 0.0000% | $3655.14           | $3592.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | 0.0000% | $1903.76           | $1568.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  | 0.0000% | $2351.75           | $2308.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $819725.80         | $805844.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $847.24            | $837.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $846.51            | $887.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  | 0.0000% | $9815610.15        | $10226079.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $7662628.73        | $6325397.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR9224 | 2043-03-01      | 3.5000%  | 0.0000% | $1461716.79        | $1397162.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR5877 | 2043-01-01      | 3.0000%  | 0.0000% | $714424.94         | $664060.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9496 | 2049-05-01      | 4.5000%  | 0.0000% | $1707983.95        | $1709775.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN8870 | 2049-05-01      | 3.5000%  | 0.0000% | $1218576.20        | $1154779.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7935 | 2049-06-01      | 3.5000%  | 0.0000% | $1225881.50        | $1158053.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6557 | 2049-04-01      | 4.5000%  | 0.0000% | $1343068.87        | $1337809.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5893 | 2053-02-01      | 6.0000%  | 0.0000% | $16092120.71       | $16905400.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN1280 | 2049-06-01      | 3.5000%  | 0.0000% | $2589079.77        | $2423882.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN0962 | 2048-12-01      | 4.0000%  | 0.0000% | $44205.32          | $42911.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8003 | 2050-12-01      | 2.0000%  | 0.0000% | $725.71            | $596.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7015 | 2050-09-01      | 2.0000%  | 0.0000% | $835.18            | $688.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6984 | 2050-09-01      | 2.0000%  | 0.0000% | $1353504.71        | $1111362.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | 0.0000% | $35007182.81       | $28762729.91       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6919 | 2050-09-01      | 2.5000%  | 0.0000% | $572.04            | $492.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL7781 | 2044-02-01      | 4.0000%  | 0.0000% | $2042.82           | $2000.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6490 | 2050-07-01      | 2.0000%  | 0.0000% | $577.86            | $474.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  | 0.0000% | $15315.66          | $13065.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6315 | 2050-07-01      | 3.0000%  | 0.0000% | $378.53            | $337.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA7175 | 2035-09-01      | 2.0000%  | 0.0000% | $129316.70         | $119868.13         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A90775 G | 2040-01-01      | 5.5000%  | 0.0000% | $1171344.14        | $1232513.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA1412 | 2053-12-01      | 4.5000%  | 0.0000% | $6249064.09        | $6140855.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1191 | 2052-08-01      | 3.5000%  | 0.0000% | $957.49            | $887.98            | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $230.84            | $237.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1154 | 2051-04-01      | 3.5000%  | 0.0000% | $2378824.42        | $2236667.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  | 0.0000% | $944.64            | $984.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1739 | 2054-10-01      | 5.0000%  | 0.0000% | $14701142.16       | $14857601.52       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0624 | 2054-11-01      | 5.0000%  | 0.0000% | $5893.59           | $5924.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  | 0.0000% | $3808.35           | $2945.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0507 | 2055-01-01      | 6.0000%  | 0.0000% | $803.89            | $831.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3052 | 2049-02-01      | 4.5000%  | 0.0000% | $6786253.74        | $6758973.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA7087 | 2050-09-01      | 4.5000%  | 0.0000% | $465.34            | $458.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5850 | 2048-03-01      | 3.5000%  | 0.0000% | $1385729.89        | $1312475.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5670 | 2050-05-01      | 3.0000%  | 0.0000% | $988249.13         | $887003.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $6485496.60        | $5580986.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5224 | 2050-02-01      | 3.0000%  | 0.0000% | $1497875.44        | $1360157.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  | 0.0000% | $226.48            | $223.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7940 | 2052-08-01      | 5.0000%  | 0.0000% | $1238358.37        | $1241841.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7663 | 2052-09-01      | 5.0000%  | 0.0000% | $1301535.63        | $1318416.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7382 | 2052-08-01      | 5.0000%  | 0.0000% | $1946981.95        | $1951434.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6471 | 2052-09-01      | 5.0000%  | 0.0000% | $1471132.03        | $1501454.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9802 | 2055-01-01      | 5.5000%  | 0.0000% | $23305833.43       | $23858981.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $295728.68         | $303990.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4260 | 2053-11-01      | 6.5000%  | 0.0000% | $788.63            | $830.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  | 0.0000% | $22741331.27       | $23841943.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMB0311 | 2055-05-01      | 5.0000%  | 0.0000% | $40214369.28       | $40235388.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  | 0.0000% | $329382.52         | $339337.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3656 | 2055-03-01      | 5.5000%  | 0.0000% | $1237336.94        | $1275358.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2212 | 2055-07-01      | 5.5000%  | 0.0000% | $25896369.10       | $26330970.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $52510.54          | $50578.10          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5973 | 2050-01-01      | 3.5000%  | 0.0000% | $1448945.25        | $1370877.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX6481 | 2044-11-01      | 4.0000%  | 0.0000% | $1216037.19        | $1189008.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF3431 | 2052-11-01      | 5.5000%  | 0.0000% | $8736663.49        | $8966458.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAW3638 | 2029-06-01      | 3.5000%  | 0.0000% | $74889.12          | $74460.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ6671 | 2054-10-01      | 5.0000%  | 0.0000% | $941.72            | $943.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7340 | 2054-01-01      | 6.5000%  | 0.0000% | $1080241.94        | $1148866.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | 0.0000% | $35050417.87       | $35054238.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0117 | 2053-05-01      | 5.0000%  | 0.0000% | $2397.47           | $2418.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  | 0.0000% | $5068939.00        | $4782045.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKBP4253 | 2050-03-01      | 3.5000%  | 0.0000% | $458.01            | $421.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP3484 | 2051-06-01      | 2.5000%  | 0.0000% | $2500846.28        | $2172783.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8286 | 2049-11-01      | 3.5000%  | 0.0000% | $1659701.81        | $1561505.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0730 | 2052-10-01      | 5.0000%  | 0.0000% | $1418462.79        | $1435446.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $553145.98         | $567379.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO3076 | 2049-08-01      | 3.5000%  | 0.0000% | $1421782.09        | $1349249.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1528 | 2049-07-01      | 3.5000%  | 0.0000% | $1269532.73        | $1198229.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0827 | 2052-10-01      | 5.0000%  | 0.0000% | $1543892.77        | $1552115.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9053 | 2052-09-01      | 5.0000%  | 0.0000% | $1437856.60        | $1452256.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  | 0.0000% | $1165312.97        | $1176642.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8372 | 2052-08-01      | 5.0000%  | 0.0000% | $1245659.79        | $1265440.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5861 | 2047-05-01      | 4.5000%  | 0.0000% | $199.63            | $199.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5526 | 2048-02-01      | 3.5000%  | 0.0000% | $196.37            | $185.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7278 | 2053-10-01      | 6.5000%  | 0.0000% | $756.07            | $797.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0107 | 2055-02-01      | 6.5000%  | 0.0000% | $822.24            | $868.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE7792 | 2055-07-01      | 6.5000%  | 0.0000% | $5991.38           | $6248.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7018 | 2045-04-01      | 3.0000%  | 0.0000% | $14789725.64       | $13616974.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $640.84            | $527.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0245 | 2053-04-01      | 5.0000%  | 0.0000% | $1129338.74        | $1147782.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL735182 | 2031-02-01      | 8.5000%  | 0.0000% | $28674.22          | $29425.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD8849 | 2055-08-01      | 6.5000%  | 0.0000% | $998.29            | $1067.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE7281 | 2055-07-01      | 6.5000%  | 0.0000% | $4432116.88        | $4665652.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | 0.0000% | $52176975.30       | $51415713.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3998 | 2054-05-01      | 5.5000%  | 0.0000% | $2000000.98        | $2036965.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS8410 | 2031-11-01      | 3.0000%  | 0.0000% | $47084.51          | $46051.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4656 | 2047-02-01      | 3.5000%  | 0.0000% | $56599.32          | $53729.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2400 | 2055-07-01      | 5.5000%  | 0.0000% | $5800.67           | $5935.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  | 0.0000% | $55951910.49       | $57544040.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  | 0.0000% | $140518.21         | $133394.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4621 | 2046-03-01      | 3.5000%  | 0.0000% | $68711.61          | $65719.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4582 | 2047-08-01      | 3.5000%  | 0.0000% | $80022.52          | $76039.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7662 | 2049-07-01      | 3.5000%  | 0.0000% | $120458.24         | $112809.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  | 0.0000% | $8183.81           | $6740.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTBM3253 | 2037-12-01      | 2.5000%  | 0.0000% | $63359.06          | $59369.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3562 | 2048-02-01      | 4.5000%  | 0.0000% | $104583.53         | $104195.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  | 0.0000% | $346654.86         | $310997.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $29491650.27       | $27900182.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR7266 | 2051-04-01      | 2.5000%  | 0.0000% | $654.86            | $568.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9876 | 2048-10-01      | 4.5000%  | 0.0000% | $1174502.00        | $1167479.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8841 | 2048-08-01      | 4.5000%  | 0.0000% | $6606284.39        | $6586392.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8902 | 2048-10-01      | 4.5000%  | 0.0000% | $4040558.90        | $4023451.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  | 0.0000% | $992396.52         | $1057376.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  | 0.0000% | $4844761.56        | $4874632.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8194 | 2052-08-01      | 5.0000%  | 0.0000% | $6528703.12        | $6559111.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8965 | 2052-08-01      | 5.0000%  | 0.0000% | $875933.87         | $889431.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5658 | 2050-05-01      | 2.5000%  | 0.0000% | $1580363.80        | $1359623.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  | 0.0000% | $30114.69          | $28836.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $542002.86         | $558131.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  | 0.0000% | $1096893.93        | $1158509.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0454 | 2051-05-01      | 2.5000%  | 0.0000% | $27635097.66       | $23898924.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $495.17            | $425.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBT8059 | 2053-03-01      | 6.0000%  | 0.0000% | $616.50            | $637.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2398 | 2051-12-01      | 2.5000%  | 0.0000% | $57107.84          | $49244.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $56819.53          | $48441.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4808 | 2052-10-01      | 4.0000%  | 0.0000% | $166658.96         | $159544.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  | 0.0000% | $35145.55          | $34981.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $6946860.78        | $7171661.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9292 | 2051-02-01      | 2.5000%  | 0.0000% | $9318332.09        | $7936920.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  | 0.0000% | $122.58            | $126.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8059 | 2050-12-01      | 2.0000%  | 0.0000% | $791.92            | $644.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $29816.36          | $31756.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7032 | 2050-09-01      | 2.5000%  | 0.0000% | $1889025.71        | $1640173.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  | 0.0000% | $1132612.34        | $1168377.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $3830.13           | $3930.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM2976 | 2047-02-01      | 3.5000%  | 0.0000% | $1666453.06        | $1575757.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  | 0.0000% | $15187875.27       | $13196127.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC0590 | 2051-04-01      | 3.0000%  | 0.0000% | $1687236.74        | $1536762.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBT8177 | 2052-06-01      | 4.5000%  | 0.0000% | $35602.02          | $34951.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $6270956.90        | $6503590.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB1904 | 2054-09-01      | 7.0000%  | 0.0000% | $673766.36         | $731682.87         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC V84386 G | 2048-06-01      | 4.5000%  | 0.0000% | $20000911.77       | $19999271.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  | 0.0000% | $1200238.61        | $1199098.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBK5178 | 2048-05-01      | 3.0000%  | 0.0000% | $48194.61          | $43810.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  | 0.0000% | $62666.23          | $48620.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | 0.0000% | $749.37            | $773.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  | 0.0000% | $1218981.74        | $1255329.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  | 0.0000% | $10527.08          | $10993.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5903 | 2053-03-01      | 5.5000%  | 0.0000% | $822.97            | $841.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6645 | 2050-08-01      | 3.0000%  | 0.0000% | $55205.91          | $49601.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA1419 | 2053-05-01      | 4.0000%  | 0.0000% | $8685932.19        | $8435267.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  | 0.0000% | $1669.35           | $1725.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1134 | 2054-06-01      | 6.5000%  | 0.0000% | $1628.06           | $1702.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  | 0.0000% | $115668.47         | $110268.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY6195 | 2045-04-01      | 3.0000%  | 0.0000% | $4859131.83        | $4484366.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  | 0.0000% | $259.79            | $237.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8871 | 2052-08-01      | 5.0000%  | 0.0000% | $1159505.72        | $1174202.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6733 | 2052-07-01      | 5.0000%  | 0.0000% | $1303017.30        | $1311925.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6542 | 2052-07-01      | 5.0000%  | 0.0000% | $1354492.16        | $1384900.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3952 | 2052-06-01      | 5.0000%  | 0.0000% | $1232603.23        | $1249387.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | 0.0000% | $909.34            | $896.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6747 | 2053-07-01      | 5.5000%  | 0.0000% | $853.60            | $873.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  | 0.0000% | $1768.40           | $1796.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $103025.56         | $105266.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6350 | 2053-04-01      | 5.5000%  | 0.0000% | $10999234.54       | $11263637.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $27227431.40       | $27863772.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT8906 | 2043-07-01      | 3.5000%  | 0.0000% | $34171.34          | $32619.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT2728 | 2043-05-01      | 3.5000%  | 0.0000% | $426.59            | $407.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT2010 | 2043-04-01      | 3.0000%  | 0.0000% | $13172259.89       | $12243747.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8336 | 2046-11-01      | 4.5000%  | 0.0000% | $2061903.19        | $2070643.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $133716.97         | $126501.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  | 0.0000% | $403325.06         | $368885.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7887 | 2041-09-01      | 3.0000%  | 0.0000% | $112573.95         | $104771.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7491 | 2046-07-01      | 3.5000%  | 0.0000% | $36424.83          | $34476.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  | 0.0000% | $14811253.09       | $14187116.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTAX1583 | 2034-08-01      | 3.0000%  | 0.0000% | $107513.92         | $102370.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH6454 | 2053-12-01      | 6.0000%  | 0.0000% | $8640190.46        | $9055921.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5738 | 2045-09-01      | 3.5000%  | 0.0000% | $10943478.69       | $10406664.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6764 | 2053-07-01      | 5.5000%  | 0.0000% | $92642.61          | $94493.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  | 0.0000% | $24365010.61       | $20028932.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBY5588 | 2053-08-01      | 4.5000%  | 0.0000% | $3039852.02        | $2995433.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  | 0.0000% | $28927.40          | $26188.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4873 | 2053-06-01      | 5.5000%  | 0.0000% | $1178913.05        | $1198397.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4088 | 2053-06-01      | 6.0000%  | 0.0000% | $154069.43         | $159361.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  | 0.0000% | $2093.28           | $2133.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4494 | 2053-08-01      | 6.0000%  | 0.0000% | $4992620.16        | $5145928.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2840 | 2053-06-01      | 5.5000%  | 0.0000% | $905833.13         | $936239.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2209 | 2053-08-01      | 6.0000%  | 0.0000% | $1913341.57        | $2004770.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0712 | 2054-04-01      | 7.0000%  | 0.0000% | $987.27            | $1046.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  | 0.0000% | $1604077.02        | $1664541.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2934 | 2052-11-01      | 5.5000%  | 0.0000% | $1114292.53        | $1154171.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0903 | 2053-04-01      | 5.5000%  | 0.0000% | $62318.37          | $63627.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0902 | 2053-04-01      | 5.5000%  | 0.0000% | $1715.50           | $1773.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0743 | 2053-05-01      | 5.5000%  | 0.0000% | $2389276.50        | $2458917.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7472 | 2053-11-01      | 5.0000%  | 0.0000% | $12624433.04       | $12707194.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX8252 | 2053-05-01      | 5.0000%  | 0.0000% | $1214589.65        | $1216747.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8148 | 2053-04-01      | 5.5000%  | 0.0000% | $1312774.33        | $1338404.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7625 | 2053-05-01      | 5.0000%  | 0.0000% | $1180839.68        | $1193767.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5440 | 2053-03-01      | 5.5000%  | 0.0000% | $92558.86          | $94384.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4137 | 2052-12-01      | 5.0000%  | 0.0000% | $1569.70           | $1584.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2204 | 2052-11-01      | 5.0000%  | 0.0000% | $817.84            | $827.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $1744297.23        | $1761371.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6874 | 2053-08-01      | 6.0000%  | 0.0000% | $823.80            | $854.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO4569 | 2049-09-01      | 4.0000%  | 0.0000% | $1480347.61        | $1447111.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $1355107.61        | $1381790.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5640 | 2045-08-01      | 3.5000%  | 0.0000% | $152598.48         | $145129.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | 0.0000% | $69547460.15       | $70166896.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | 0.0000% | $1846994.69        | $1757355.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4344 | 2045-01-01      | 3.5000%  | 0.0000% | $546.73            | $519.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8128 | 2054-07-01      | 6.5000%  | 0.0000% | $1668468.38        | $1782095.53        | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G07335 G | 2039-03-01      | 7.0000%  | 0.0000% | $37.51             | $39.75             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2054 | 2052-09-01      | 5.0000%  | 0.0000% | $1346519.63        | $1369850.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5173 | 2047-11-01      | 4.5000%  | 0.0000% | $16393999.65       | $16361982.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4263 | 2047-09-01      | 4.5000%  | 0.0000% | $4228491.91        | $4245503.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6898 | 2050-09-01      | 2.0000%  | 0.0000% | $12958026.47       | $10642513.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6312 | 2053-05-01      | 5.0000%  | 0.0000% | $302072.25         | $305901.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4611 | 2052-09-01      | 4.0000%  | 0.0000% | $5350201.66        | $5121113.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $64660739.55       | $67375197.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | 0.0000% | $1421655.43        | $1409528.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1295 | 2051-08-01      | 2.0000%  | 0.0000% | $90983.70          | $74554.11          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  | 0.0000% | $12.58             | $12.74             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $1041530.35        | $1087826.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3450 | 2047-06-01      | 4.5000%  | 0.0000% | $1264983.12        | $1266539.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1373 | 2053-10-01      | 5.0000%  | 0.0000% | $875.33            | $879.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $6241.51           | $6363.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBY6127 | 2053-09-01      | 7.0000%  | 0.0000% | $7544.57           | $8041.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $118716.20         | $123845.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $439384.34         | $441610.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  | 0.0000% | $4443821.79        | $4478784.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1192 | 2052-09-01      | 4.5000%  | 0.0000% | $544132.76         | $534436.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4977 | 2045-05-01      | 3.0000%  | 0.0000% | $31522522.62       | $29022975.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6103 | 2054-07-01      | 6.5000%  | 0.0000% | $1268797.54        | $1352483.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3803 | 2046-11-01      | 3.5000%  | 0.0000% | $476388.95         | $452086.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1687 | 2052-07-01      | 5.0000%  | 0.0000% | $1210850.60        | $1228551.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG5155 | 2053-06-01      | 5.5000%  | 0.0000% | $10289633.95       | $10605045.52       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $889506.34         | $774807.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7913 | 2052-10-01      | 5.0000%  | 0.0000% | $77375.96          | $77767.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $847.40            | $887.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | 0.0000% | $6802639.03        | $6578412.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $15817411.48       | $15988518.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CICB6379 | 2038-05-01      | 5.5000%  | 0.0000% | $47531.70          | $49139.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  | 0.0000% | $6573015.88        | $6719878.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAX7560 | 2045-01-01      | 3.5000%  | 0.0000% | $110.68            | $105.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2003 | 2047-10-01      | 4.0000%  | 0.0000% | $65789.75          | $63946.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9913 | 2048-09-01      | 4.5000%  | 0.0000% | $1450806.91        | $1434688.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | 0.0000% | $7404479.38        | $6712323.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | 0.0000% | $5193636.65        | $5288214.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6081 | 2048-09-01      | 4.5000%  | 0.0000% | $1236503.70        | $1229365.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  | 0.0000% | $17090679.58       | $17699814.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  | 0.0000% | $3152222.48        | $3262091.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1142 | 2052-11-01      | 5.0000%  | 0.0000% | $1243271.06        | $1264191.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1139 | 2052-11-01      | 5.0000%  | 0.0000% | $1192755.22        | $1222712.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0975 | 2052-10-01      | 5.0000%  | 0.0000% | $1149570.52        | $1163955.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0764 | 2052-12-01      | 5.5000%  | 0.0000% | $1441427.21        | $1495450.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0477 | 2052-09-01      | 5.0000%  | 0.0000% | $1223950.62        | $1238030.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW9616 | 2053-06-01      | 6.0000%  | 0.0000% | $1163890.02        | $1223926.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9537 | 2052-10-01      | 5.0000%  | 0.0000% | $1270674.43        | $1289684.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | 0.0000% | $30149112.19       | $31193427.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA7623 | 2054-05-01      | 6.5000%  | 0.0000% | $1920956.39        | $2043222.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA6122 | 2054-01-01      | 6.5000%  | 0.0000% | $752.21            | $792.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | 0.0000% | $6117.59           | $6486.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4438 | 2053-11-01      | 6.5000%  | 0.0000% | $1835515.85        | $1954120.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA2948 | 2053-10-01      | 5.5000%  | 0.0000% | $858.94            | $874.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA3497 | 2053-10-01      | 7.0000%  | 0.0000% | $712701.58         | $753919.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA1129 | 2053-10-01      | 7.0000%  | 0.0000% | $1010489.91        | $1077690.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA1095 | 2053-12-01      | 7.0000%  | 0.0000% | $1140707.80        | $1219207.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL781592 | 2034-10-01      | 6.0000%  | 0.0000% | $538547.77         | $568713.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7228 | 2053-07-01      | 5.5000%  | 0.0000% | $858.87            | $875.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA3124 | 2053-03-01      | 4.5000%  | 0.0000% | $17951040.00       | $17650808.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2806 | 2055-09-01      | 5.5000%  | 0.0000% | $16477362.68       | $16858456.61       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1633 | 2053-04-01      | 5.0000%  | 0.0000% | $1202764.45        | $1209406.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1231 | 2053-04-01      | 5.0000%  | 0.0000% | $1181902.31        | $1195500.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1771 | 2053-05-01      | 5.5000%  | 0.0000% | $1157827.30        | $1192537.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF9924 | 2053-03-01      | 6.0000%  | 0.0000% | $1189797.68        | $1230974.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF9707 | 2053-03-01      | 5.5000%  | 0.0000% | $4870435.30        | $5012390.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  | 0.0000% | $31955426.56       | $33296915.37       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSL3101 | 2053-05-01      | 4.0000%  | 0.0000% | $10897810.00       | $10441053.72       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA7327 | 2052-06-01      | 3.0000%  | 0.0000% | $35998.35          | $32372.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  | 0.0000% | $1161602.96        | $1211155.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1033 | 2055-09-01      | 6.0000%  | 0.0000% | $41430408.69       | $43170112.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0880 | 2055-08-01      | 6.0000%  | 0.0000% | $14729632.17       | $15231131.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN4459 | 2049-01-01      | 5.0000%  | 0.0000% | $188018.19         | $189979.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  | 0.0000% | $4162.49           | $4291.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0173 | 2053-02-01      | 5.5000%  | 0.0000% | $1192730.24        | $1233742.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5624 | 2035-04-01      | 2.5000%  | 0.0000% | $5941529.38        | $5645185.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2638 | 2052-01-01      | 2.5000%  | 0.0000% | $904089.90         | $779733.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3421 | 2047-06-01      | 4.5000%  | 0.0000% | $1342264.30        | $1343241.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8027 | 2048-09-01      | 4.5000%  | 0.0000% | $1491445.88        | $1478433.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY8200 | 2053-08-01      | 5.5000%  | 0.0000% | $1134323.38        | $1175319.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  | 0.0000% | $531.13            | $504.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $754.33            | $749.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $74469.53          | $74801.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6019 | 2054-04-01      | 5.5000%  | 0.0000% | $53436.99          | $54330.42          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $638.25            | $548.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS9937 | 2047-07-01      | 3.0000%  | 0.0000% | $824954.46         | $754503.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0393 | 2054-09-01      | 6.0000%  | 0.0000% | $985.81            | $1014.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | 0.0000% | $649720.88         | $612561.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ6261 | 2042-12-01      | 3.5000%  | 0.0000% | $1419976.08        | $1355640.76        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q48714 G | 2047-06-01      | 4.5000%  | 0.0000% | $1260408.74        | $1257188.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2047 | 2048-07-01      | 4.5000%  | 0.0000% | $89569.89          | $89237.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA8739 | 2053-03-01      | 6.5000%  | 0.0000% | $6372139.06        | $6762972.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U3BF0210 | 2041-01-01      | 4.0000%  | 0.0000% | $1880438.30        | $1871980.72        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46150 G | 2047-02-01      | 4.0000%  | 0.0000% | $3361407.73        | $3294221.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9581 | 2055-01-01      | 6.0000%  | 0.0000% | $914.74            | $940.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0840 | 2055-08-01      | 6.0000%  | 0.0000% | $8030674.68        | $8317875.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8803 | 2050-01-01      | 3.5000%  | 0.0000% | $1308844.36        | $1240167.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3390 | 2049-04-01      | 4.5000%  | 0.0000% | $10615336.72       | $10609710.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  | 0.0000% | $3810.56           | $3897.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5954 | 2053-02-01      | 6.0000%  | 0.0000% | $1225490.65        | $1284203.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  | 0.0000% | $2371794.48        | $2255025.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1153 | 2046-07-01      | 3.0000%  | 0.0000% | $1191897.43        | $1102805.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC9550 | 2051-10-01      | 3.0000%  | 0.0000% | $4241127.08        | $3843712.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1334 | 2055-01-01      | 5.5000%  | 0.0000% | $1103009.07        | $1135240.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8827 | 2054-07-01      | 4.5000%  | 0.0000% | $5071558.85        | $4964701.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4127 | 2052-07-01      | 4.5000%  | 0.0000% | $758.06            | $745.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5150 | 2052-10-01      | 6.0000%  | 0.0000% | $108675.88         | $115958.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDC2619 | 2055-04-01      | 7.5000%  | 0.0000% | $1407242.08        | $1508154.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4088 | 2047-10-01      | 4.5000%  | 0.0000% | $5209220.26        | $5223134.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS2489 | 2044-05-01      | 4.0000%  | 0.0000% | $11624809.25       | $11346096.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  | 0.0000% | $628215.84         | $585287.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA5289 | 2035-02-01      | 3.5000%  | 0.0000% | $75194.57          | $73515.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTBK0531 | 2040-01-01      | 3.0000%  | 0.0000% | $89224.08          | $84687.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  | 0.0000% | $30006011.35       | $30799770.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | 0.0000% | $18359049.12       | $17022412.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN4448 | 2049-01-01      | 5.0000%  | 0.0000% | $222126.84         | $224690.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | 0.0000% | $956485.37         | $969975.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  | 0.0000% | $830.41            | $798.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3978 | 2049-08-01      | 4.5000%  | 0.0000% | $33609.05          | $33520.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  | 0.0000% | $8497240.08        | $8762184.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9465 | 2047-04-01      | 4.0000%  | 0.0000% | $1244092.44        | $1213467.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8026 | 2054-02-01      | 6.5000%  | 0.0000% | $655397.36         | $683373.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6886 | 2053-08-01      | 6.5000%  | 0.0000% | $26022443.07       | $27766822.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH7620 | 2054-01-01      | 6.0000%  | 0.0000% | $10944855.29       | $11471532.67       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4180 | 2053-01-01      | 3.5000%  | 0.0000% | $5105988.84        | $4755598.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6117 | 2053-01-01      | 6.0000%  | 0.0000% | $588.23            | $608.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9797 | 2047-06-01      | 3.5000%  | 0.0000% | $138454.18         | $131090.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3982 | 2047-08-01      | 4.5000%  | 0.0000% | $3314612.79        | $3320353.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB8980 | 2054-07-01      | 5.0000%  | 0.0000% | $1079760.80        | $1081495.61        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48210 G | 2047-05-01      | 4.0000%  | 0.0000% | $1536050.62        | $1494735.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | 0.0000% | $1565.47           | $1653.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  | 0.0000% | $369487.06         | $371223.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6805 | 2054-06-01      | 6.0000%  | 0.0000% | $9230601.79        | $9567417.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $117760.68         | $124075.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8934 | 2053-08-01      | 6.0000%  | 0.0000% | $9655200.57        | $10054674.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CICB4759 | 2037-09-01      | 5.0000%  | 0.0000% | $158406.67         | $161148.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | 0.0000% | $278223.01         | $291525.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0864 | 2047-12-01      | 4.0000%  | 0.0000% | $300.45            | $293.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1622 | 2052-03-01      | 2.0000%  | 0.0000% | $20322610.24       | $16644353.28       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  | 0.0000% | $9328995.51        | $9623804.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  | 0.0000% | $20080134.04       | $19536129.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4839 | 2048-10-01      | 4.0000%  | 0.0000% | $60079.06          | $58451.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5437 | 2044-05-01      | 4.0000%  | 0.0000% | $1343063.50        | $1316260.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTBM5460 | 2035-01-01      | 3.5000%  | 0.0000% | $96729.26          | $95160.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8761 | 2053-03-01      | 6.0000%  | 0.0000% | $7256506.94        | $7492415.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | 0.0000% | $1124847.41        | $1147589.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8935 | 2053-03-01      | 6.0000%  | 0.0000% | $1863430.99        | $1928852.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0792 | 2052-09-01      | 5.0000%  | 0.0000% | $1325994.57        | $1337835.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9710 | 2052-09-01      | 5.0000%  | 0.0000% | $1232616.14        | $1245199.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9079 | 2052-08-01      | 5.0000%  | 0.0000% | $2474918.41        | $2532491.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1080 | 2052-02-01      | 2.5000%  | 0.0000% | $3902951.13        | $3324937.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM9192 | 2050-06-01      | 5.0000%  | 0.0000% | $399.96            | $407.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  | 0.0000% | $4463984.43        | $4220834.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9977 | 2055-05-01      | 6.0000%  | 0.0000% | $1452511.40        | $1504052.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9150 | 2055-05-01      | 6.0000%  | 0.0000% | $829.89            | $853.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9815 | 2055-05-01      | 5.5000%  | 0.0000% | $1856011.21        | $1914240.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD8826 | 2055-07-01      | 6.5000%  | 0.0000% | $997.72            | $1050.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7759 | 2055-05-01      | 5.5000%  | 0.0000% | $993.72            | $1016.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | 0.0000% | $762.89            | $807.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5639 | 2053-12-01      | 6.5000%  | 0.0000% | $6332275.40        | $6669454.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5456 | 2053-12-01      | 6.5000%  | 0.0000% | $6897691.92        | $7296362.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $5043173.01        | $4797150.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  | 0.0000% | $1639.98           | $1557.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8518 | 2053-08-01      | 6.5000%  | 0.0000% | $8027318.31        | $8462733.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7742 | 2053-07-01      | 6.0000%  | 0.0000% | $869890.85         | $898639.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  | 0.0000% | $6533214.51        | $6841451.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG6022 | 2053-06-01      | 5.5000%  | 0.0000% | $1331970.07        | $1358572.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  | 0.0000% | $7539115.69        | $7937532.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG3372 | 2053-05-01      | 6.0000%  | 0.0000% | $9998786.17        | $10329945.97       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1934 | 2053-05-01      | 5.5000%  | 0.0000% | $1308721.73        | $1345880.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $170462.48         | $168722.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  | 0.0000% | $1571250.94        | $1617940.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  | 0.0000% | $1295578.44        | $1319967.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBY5041 | 2053-07-01      | 4.5000%  | 0.0000% | $511389.38         | $503299.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBW5088 | 2053-01-01      | 6.5000%  | 0.0000% | $1608383.23        | $1716197.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3675 | 2052-07-01      | 5.0000%  | 0.0000% | $1220454.36        | $1247400.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2364 | 2052-06-01      | 5.0000%  | 0.0000% | $1243982.19        | $1255012.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1971 | 2052-07-01      | 5.0000%  | 0.0000% | $1289744.97        | $1320534.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  | 0.0000% | $1268556.25        | $1243799.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1503 | 2052-07-01      | 5.0000%  | 0.0000% | $364063.95         | $365868.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9892 | 2052-05-01      | 3.5000%  | 0.0000% | $2411.65           | $2244.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7505 | 2055-06-01      | 5.5000%  | 0.0000% | $3796557.80        | $3910190.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9886 | 2052-05-01      | 3.5000%  | 0.0000% | $3232249.45        | $3029408.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8865 | 2052-06-01      | 3.0000%  | 0.0000% | $132043.59         | $117566.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV8001 | 2052-08-01      | 5.0000%  | 0.0000% | $599928.73         | $603490.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2148 | 2053-06-01      | 6.0000%  | 0.0000% | $1410.56           | $1481.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV5866 | 2055-07-01      | 5.0000%  | 0.0000% | $1427706.34        | $1438396.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL2772 | 2042-11-01      | 3.5000%  | 0.0000% | $10591265.15       | $10136673.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2662 | 2053-05-01      | 6.0000%  | 0.0000% | $1206898.38        | $1246360.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.875 CAAJ6327 | 2041-11-01      | 2.8750%  | 0.0000% | $156975.46         | $152694.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI8465 | 2041-08-01      | 4.5000%  | 0.0000% | $4183603.47        | $4218904.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKAI7095 | 2041-07-01      | 4.5000%  | 0.0000% | $500381.30         | $487399.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI2433 | 2041-05-01      | 5.0000%  | 0.0000% | $112559.22         | $116212.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  | 0.0000% | $1540876.53        | $1598300.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4619 | 2052-09-01      | 4.5000%  | 0.0000% | $5180487.74        | $5110390.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | 0.0000% | $10778850.33       | $11137689.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5086 | 2052-11-01      | 5.0000%  | 0.0000% | $18901518.13       | $19376242.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | 0.0000% | $413760.02         | $407916.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $834.74            | $824.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | 0.0000% | $809.74            | $830.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6197 | 2050-01-01      | 3.5000%  | 0.0000% | $1486040.23        | $1402363.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6177 | 2050-01-01      | 3.5000%  | 0.0000% | $1321957.64        | $1250025.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR3916 | 2043-02-01      | 3.5000%  | 0.0000% | $243023.15         | $231281.65         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G61559 G | 2048-03-01      | 4.0000%  | 0.0000% | $5737003.38        | $5582066.04        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  | 0.0000% | $1936975.22        | $1843877.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5347 | 2047-05-01      | 3.5000%  | 0.0000% | $35146.70          | $33278.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0309 | 2055-09-01      | 6.0000%  | 0.0000% | $2007943.60        | $2064406.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0809 | 2055-10-01      | 5.5000%  | 0.0000% | $5106720.00        | $5206935.97        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q59245 G | 2048-10-01      | 4.0000%  | 0.0000% | $3737838.58        | $3660167.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  | 0.0000% | $43187.90          | $40057.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $67431.54          | $63613.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $1546.18           | $1495.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4446 | 2049-11-01      | 3.5000%  | 0.0000% | $4124501.98        | $3898622.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4802 | 2049-11-01      | 3.5000%  | 0.0000% | $1758289.65        | $1658201.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4846 | 2052-09-01      | 5.5000%  | 0.0000% | $1740271.30        | $1803389.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $2386.04           | $2399.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $8054355.84        | $8065427.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9703 | 2055-01-01      | 6.0000%  | 0.0000% | $9121201.34        | $9376011.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC8582 | 2054-11-01      | 6.5000%  | 0.0000% | $522132.66         | $550366.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC8255 | 2055-01-01      | 6.5000%  | 0.0000% | $873.05            | $915.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6485 | 2054-11-01      | 5.0000%  | 0.0000% | $3537739.56        | $3539772.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC6029 | 2054-12-01      | 4.5000%  | 0.0000% | $1236208.16        | $1218827.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | 0.0000% | $4949.62           | $5210.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  | 0.0000% | $941.53            | $985.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4900 | 2054-10-01      | 5.5000%  | 0.0000% | $81731.28          | $83541.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4593 | 2054-11-01      | 6.0000%  | 0.0000% | $1408530.39        | $1470252.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDC4022 | 2054-10-01      | 7.5000%  | 0.0000% | $1355232.05        | $1456004.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3456 | 2054-09-01      | 6.0000%  | 0.0000% | $269652.32         | $279038.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2618 | 2055-04-01      | 5.5000%  | 0.0000% | $1299844.11        | $1333478.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB9369 | 2054-08-01      | 7.0000%  | 0.0000% | $6930.66           | $7353.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9891 | 2054-08-01      | 6.5000%  | 0.0000% | $1740233.52        | $1854924.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDB8650 | 2039-07-01      | 6.5000%  | 0.0000% | $377241.96         | $396549.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB8153 | 2054-07-01      | 6.0000%  | 0.0000% | $1582214.51        | $1628253.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBE0881 | 2046-12-01      | 3.0000%  | 0.0000% | $434.29            | $400.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBD8428 | 2046-09-01      | 2.5000%  | 0.0000% | $112027.19         | $97540.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBD8018 | 2046-09-01      | 3.0000%  | 0.0000% | $9828223.67        | $8989030.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $144530.20         | $131761.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD5039 | 2047-02-01      | 3.5000%  | 0.0000% | $1973264.98        | $1865865.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4855 | 2052-10-01      | 6.0000%  | 0.0000% | $7557456.87        | $7837800.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  | 0.0000% | $8224605.90        | $7522315.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 DLDF3348 | 2055-09-01      | 7.0000%  | 0.0000% | $9717987.00        | $9994486.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF3160 | 2055-10-01      | 5.0000%  | 0.0000% | $1109474.00        | $1117781.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF2831 | 2055-10-01      | 6.0000%  | 0.0000% | $3082520.00        | $3176925.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF1465 | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF1248 | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  | 0.0000% | $1068859.23        | $1099276.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF0956 | 2055-10-01      | 5.0000%  | 0.0000% | $1391820.54        | $1396209.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0503 | 2055-09-01      | 6.0000%  | 0.0000% | $6955.24           | $7273.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF0420 | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $1012.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | 0.0000% | $41029270.60       | $42001390.77       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6567 | 2051-12-01      | 3.0000%  | 0.0000% | $77098.65          | $69950.44          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Z40129 G | 2043-10-01      | 3.5000%  | 0.0000% | $16148527.50       | $15502903.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1421 | 2050-05-01      | 5.0000%  | 0.0000% | $1824.48           | $1852.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH3137 | 2047-07-01      | 4.0000%  | 0.0000% | $1187324.13        | $1153808.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  | 0.0000% | $1302432.17        | $1073568.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4525 | 2045-03-01      | 3.5000%  | 0.0000% | $10234780.85       | $9762155.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6481 | 2053-01-01      | 5.5000%  | 0.0000% | $6220753.41        | $6416105.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | 0.0000% | $987275.20         | $1029018.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH6453 | 2053-12-01      | 6.5000%  | 0.0000% | $6244533.22        | $6576652.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1726 | 2053-10-01      | 6.5000%  | 0.0000% | $6062451.88        | $6384954.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  | 0.0000% | $1311511.35        | $1378543.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5768 | 2042-10-01      | 4.5000%  | 0.0000% | $9537777.22        | $9635854.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  | 0.0000% | $24830852.97       | $24454864.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV6684 | 2052-04-01      | 4.5000%  | 0.0000% | $655231.95         | $648889.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  | 0.0000% | $34567.51          | $34686.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5566 | 2045-08-01      | 3.5000%  | 0.0000% | $5282451.65        | $5038490.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $843081.08         | $837203.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1714 | 2052-08-01      | 5.0000%  | 0.0000% | $1146896.08        | $1166940.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | 0.0000% | $511624.23         | $475169.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | 0.0000% | $7272084.16        | $7438624.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $21752939.91       | $21864133.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $198650.52         | $196424.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA3270 | 2049-10-01      | 3.5000%  | 0.0000% | $517.77            | $491.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  | 0.0000% | $1028.24           | $1064.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $22913.14          | $21365.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF0419 | 2055-10-01      | 5.0000%  | 0.0000% | $1011.00           | $1015.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $981.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5337 | 2048-07-01      | 4.5000%  | 0.0000% | $4686418.26        | $4674842.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5290 | 2048-06-01      | 4.5000%  | 0.0000% | $3469875.19        | $3462241.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBK3751 | 2033-05-01      | 3.0000%  | 0.0000% | $85849.69          | $83878.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  | 0.0000% | $45702.96          | $44396.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7813 | 2049-05-01      | 4.5000%  | 0.0000% | $1242351.20        | $1243654.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTBJ5121 | 2038-04-01      | 4.0000%  | 0.0000% | $335.35            | $328.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 REBJ4579 | 2048-01-01      | 3.5000%  | 0.0000% | $45071.41          | $42409.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH9381 | 2047-10-01      | 4.5000%  | 0.0000% | $1604559.70        | $1602090.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH9284 | 2048-02-01      | 4.5000%  | 0.0000% | $256.02            | $256.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $166.74            | $157.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | 0.0000% | $1547347.51        | $1500831.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  | 0.0000% | $44329.82          | $41363.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0356 | 2051-11-01      | 4.0000%  | 0.0000% | $49042.69          | $47427.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $2277.55           | $2362.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $44380776.88       | $46492325.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5302 | 2052-12-01      | 6.0000%  | 0.0000% | $3190748.52        | $3346594.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $1690.04           | $1747.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  | 0.0000% | $987646.85         | $1021983.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  | 0.0000% | $40469.47          | $40236.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4144 | 2052-07-01      | 5.5000%  | 0.0000% | $4624926.22        | $4726912.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5866 | 2049-12-01      | 3.5000%  | 0.0000% | $1315753.14        | $1242091.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1127 | 2049-07-01      | 3.5000%  | 0.0000% | $1382743.64        | $1301349.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0548 | 2049-06-01      | 3.5000%  | 0.0000% | $1351706.54        | $1277927.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0451 | 2049-06-01      | 3.5000%  | 0.0000% | $1356396.20        | $1279307.68        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q55627 G | 2048-04-01      | 4.0000%  | 0.0000% | $3568015.49        | $3490365.96        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $38160920.29       | $36042747.54       | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q38970 G | 2046-02-01      | 4.0000%  | 0.0000% | $1508450.05        | $1478492.74        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81321 G | 2044-08-01      | 4.0000%  | 0.0000% | $4582107.66        | $4473087.10        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V80989 G | 2044-03-01      | 4.0000%  | 0.0000% | $4022013.63        | $3951195.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4125 | 2049-08-01      | 4.0000%  | 0.0000% | $189547.75         | $183592.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4114 | 2049-09-01      | 3.5000%  | 0.0000% | $48800541.16       | $45990833.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3930 | 2034-08-01      | 3.5000%  | 0.0000% | $754878.26         | $745663.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I3BF0293 | 2048-07-01      | 3.0000%  | 0.0000% | $81859.73          | $74469.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | 0.0000% | $30620.37          | $29331.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE8436 | 2047-04-01      | 4.5000%  | 0.0000% | $1185712.21        | $1173985.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0630 | 2055-08-01      | 5.5000%  | 0.0000% | $6017713.08        | $6172322.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0119 | 2055-02-01      | 7.0000%  | 0.0000% | $1011510.88        | $1080551.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7522 | 2055-05-01      | 5.0000%  | 0.0000% | $1111337.02        | $1121653.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7394 | 2055-04-01      | 5.5000%  | 0.0000% | $6312275.16        | $6425380.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6414 | 2055-03-01      | 6.5000%  | 0.0000% | $10106.72          | $10526.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  | 0.0000% | $5151157.39        | $5346700.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ9583 | 2042-12-01      | 3.0000%  | 0.0000% | $1857172.36        | $1726267.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  | 0.0000% | $376611.56         | $350182.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAQ3361 | 2027-11-01      | 3.5000%  | 0.0000% | $23.82             | $23.61             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9707 | 2042-07-01      | 3.5000%  | 0.0000% | $18703.66          | $17877.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL8735 | 2046-06-01      | 4.0000%  | 0.0000% | $148820.27         | $144836.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  | 0.0000% | $382064.12         | $402644.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL9854 | 2047-01-01      | 4.5000%  | 0.0000% | $121526.67         | $121526.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $42688.38          | $40612.13          | Agency Mortgage-Backed Securities  |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $19275800.00       | $19678538.30       | U.S. Treasuries (including strips) |
| FNMA FNMS 04.000 CRAO5296 | 2042-07-01      | 4.0000%  | 0.0000% | $2694644.25        | $2641293.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ4811 | 2042-11-01      | 3.5000%  | 0.0000% | $49545.56          | $47316.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | 0.0000% | $1678.39           | $1729.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  | 0.0000% | $1225731.42        | $1230261.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  | 0.0000% | $249.26            | $244.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $404.01            | $405.51            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q25770 G | 2044-04-01      | 4.0000%  | 0.0000% | $5739833.29        | $5631662.30        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62279 G | 2049-03-01      | 4.5000%  | 0.0000% | $1992903.66        | $1989208.81        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q63996 G | 2049-05-01      | 4.5000%  | 0.0000% | $1415894.54        | $1410819.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  | 0.0000% | $3461596.44        | $3484286.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $651091.50         | $616366.62         | Agency Mortgage-Backed Securities  |

### Security 154: Societe Generale

- **C.1 - Title:** SG Americas Securities LLC 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8AE0, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ARP1C8AE0_4.10_1107
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 BOND 54 | 2054-11-15      | 4.5000%  | 0.0000% | $19009992.86       | $18933568.14       | U.S. Treasuries (including strips) |
| USTR 4 BOND 52     | 2052-11-15      | 4.0000%  | 0.0000% | $28560355.71       | $26110521.66       | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26 | 2026-10-29      | 0.0000%  | 0.0000% | $4340468.57        | $4185322.86        | U.S. Treasuries (including strips) |
| USTR BILL 12/16/25 | 2025-12-16      | 0.0000%  | 0.0000% | $4782771.43        | $4759240.19        | U.S. Treasuries (including strips) |
| USTR BILL 12/04/25 | 2025-12-04      | 0.0000%  | 0.0000% | $9403808.57        | $9369578.71        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44 | 2044-02-15      | 4.5000%  | 0.0000% | $23413011.43       | $23326752.30       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53 | 2053-11-15      | 4.7500%  | 0.0000% | $11837412.86       | $12265854.51       | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25 | 2025-11-28      | 0.0000%  | 0.0000% | $29950577.14       | $29860126.40       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43 | 2043-05-15      | 2.8750%  | 0.0000% | $30156090.00       | $24241338.59       | U.S. Treasuries (including strips) |

### Security 155: Fixed Income Clearing Corp. - CITI

- **C.1 - Title:** Citibank NA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8BO7, C.3 - LEI: N/A, C.5 - Other ID: ARP1C8BO7_4.15_1103
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.3700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

- **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%  | 0.0000% | $1000.00           | $991.22            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $589830400.00      | $601850415.88      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $953220000.00      | $985924837.56      | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | 0.0000% | $2609900.00        | $2622644.14        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | 0.0000% | $50502100.00       | $51002500.48       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | 0.0000% | $2853300.00        | $2989770.30        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | 0.0000% | $21600.00          | $21430.72          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $1000.00           | $948.71            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $135000.00         | $132833.46         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $800.00            | $818.64            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $1041400.00        | $691833.82         | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | 0.0000% | $1258400.00        | $1383204.21        | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26    | 2026-10-01      | 0.0000%  | 0.0000% | $1600.00           | $1547.10           | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $136604200.00      | $141315496.22      | U.S. Treasuries (including strips) |
| USTR BILL 04/30/26    | 2026-04-30      | 0.0000%  | 0.0000% | $400.00            | $392.69            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | 0.0000% | $8672400.00        | $8837687.70        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $10301400.00       | $10095593.79       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | 0.0000% | $1500.00           | $1474.63           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $4596500.00        | $4580118.15        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | 0.0000% | $20256300.00       | $20166244.72       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | 0.0000% | $1070400.00        | $1004402.12        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | 0.0000% | $300.00            | $288.58            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $184624100.00      | $188632062.21      | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $18335300.00       | $18742343.66       | U.S. Treasuries (including strips) |

### Security 156: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.150000%
- **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: ARP1C8VQ0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C8VQ0_4.15_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $20584513.51       | $20537759.37       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $139009162.16      | $141229689.99      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $131885351.35      | $125046242.64      | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $80528891.89       | $72535806.35       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $63864729.73       | $64144995.33       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $86966216.22       | $86681903.59       | U.S. Treasuries (including strips) |

### Security 157: Pershing LLC

- **C.1 - Title:** Pershing LLC 4.150000%
- **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: ARP1C8VR8, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: ARP1C8VR8_4.15_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $6947.81           | $6703.14           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4083PA 09/15/41 | 2041-09-15      | 2.0000%  | 0.0000% | $56204.24          | $54909.39          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3997GP 01/15/41 | 2041-01-15      | 4.0000%  | 0.0000% | $98689.98          | $96460.90          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3842PH 04/15/41 | 2041-04-15      | 4.0000%  | 0.0000% | $2470.35           | $2459.13           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4727PH 03/15/46 | 2046-03-15      | 3.5000%  | 0.0000% | $630523.70         | $612900.98         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $13107.42          | $12843.47          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4165TE 12/15/42 | 2042-12-15      | 1.7500%  | 0.0000% | $83347.38          | $78761.22          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139YC 06/15/42 | 2042-06-15      | 2.5000%  | 0.0000% | $25843.57          | $23577.97          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4136CE 11/15/42 | 2042-11-15      | 1.7500%  | 0.0000% | $62262.05          | $58457.61          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 5.5328%  | 0.0000% | $4685904.07        | $4711091.42        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL097HP R17F097 | 2047-07-25      | 3.0000%  | 0.0000% | $1516905.09        | $1389503.26        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL082CA R17F082 | 2047-10-25      | 3.0000%  | 0.0000% | $15.06             | $11.07             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $84151.04          | $82247.07          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1388.31           | $1349.44           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $93392.23          | $90519.74          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TC R12F152 | 2043-01-25      | 2.5000%  | 0.0000% | $15000.00          | $11114.75          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC124PG R12F124 | 2042-07-25      | 2.0000%  | 0.0000% | $918451.90         | $840277.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $715.96            | $704.80            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $9538.67           | $9544.51           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1286.17           | $1287.96           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC128KP R11F128 | 2041-07-25      | 4.5000%  | 0.0000% | $2710.48           | $2682.45           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31 | 2026-08-25      | 7.5000%  | 0.0000% | $4.56              | $4.59              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $46.64             | $47.67             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $25.21             | $25.50             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088 | 2037-09-25      | 6.2875%  | 0.0000% | $58953.69          | $60680.95          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.10              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.92              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3080.31           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.8870%  | 0.0000% | $4044.16           | $4043.59           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.5545%  | 0.0000% | $140955.06         | $138425.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN     | 2054-07-20      | 4.5545%  | 0.0000% | $7796687.87        | $7656787.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2121358.21        | $2197487.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-042 EA     | 2053-03-20      | 5.0000%  | 0.0000% | $12206.69          | $12183.19          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $377814.83         | $393738.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1261.22           | $1154.63           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $4041.17           | $3641.98           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $5209.59           | $5076.96           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2753PG 02/15/34 | 2034-02-15      | 5.0000%  | 0.0000% | $5163.54           | $5251.42           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027GH R05F027 | 2035-04-25      | 5.5000%  | 0.0000% | $17490.06          | $16947.91          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 4.8973%  | 0.0000% | $44181.40          | $44143.99          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $4912.94           | $4874.74           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 KR     | 2051-12-20      | 2.0000%  | 0.0000% | $254000.00         | $154441.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-178 KA     | 2055-09-20      | 4.5000%  | 0.0000% | $30952700.00       | $30724021.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5559%  | 0.0000% | $106617.16         | $79854.89          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4616%  | 0.0000% | $123789.70         | $113682.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.8469%  | 0.0000% | $250000.00         | $214058.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.5896%  | 0.0000% | $100000.00         | $96570.47          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-066 AH     | 2050-12-20      | 1.2500%  | 0.0000% | $1617502.20        | $1363723.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 MA     | 2055-02-20      | 6.5000%  | 0.0000% | $3102145.76        | $3193707.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O YF     | 2071-05-20      | 5.6838%  | 0.0000% | $54355.13          | $55022.00          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-022 MT     | 2044-10-20      | 2.2500%  | 0.0000% | $3878082.28        | $3446827.90        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006DB R22F006 | 2052-02-25      | 2.0000%  | 0.0000% | $879668.00         | $473820.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1667578.36        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4107MC 01/15/42 | 2042-01-15      | 2.0000%  | 0.0000% | $79832.87          | $76736.53          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-061 EP     | 2039-08-20      | 6.0000%  | 0.0000% | $287000.00         | $298006.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.82            | $135.14            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004HP R25F004 | 2051-02-25      | 5.5000%  | 0.0000% | $12040561.84       | $12167569.70       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4276GH 05/15/43 | 2043-05-15      | 3.0000%  | 0.0000% | $12619.50          | $12261.28          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4852CA 11/15/47 | 2047-11-15      | 4.0000%  | 0.0000% | $5845.22           | $5744.73           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC006NE R13F006 | 2032-11-25      | 2.0000%  | 0.0000% | $65283.89          | $63586.87          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-178 LB     | 2055-06-20      | 4.5000%  | 0.0000% | $7658000.00        | $7593879.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL092HD R24F092 | 2053-12-25      | 5.0000%  | 0.0000% | $4050193.99        | $4073602.77        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05413L 09/25/50 | 2050-09-25      | 6.0000%  | 0.0000% | $361181.40         | $368650.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $6867.96           | $6821.08           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-020 GY     | 2054-02-20      | 7.0000%  | 0.0000% | $8103661.58        | $8409455.95        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31 | 2031-04-15      | 6.5000%  | 0.0000% | $39.88             | $40.89             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49 | 2049-09-25      | 6.0000%  | 0.0000% | $1788718.69        | $1820184.04        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9504.40           | $8426.95           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5691%  | 0.0000% | $100000.00         | $95444.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 CE     | 2055-02-20      | 5.0000%  | 0.0000% | $1655826.66        | $1670935.53        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010AF R24F010 | 2050-12-25      | 5.2554%  | 0.0000% | $1516498.00        | $1522309.93        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3377.80           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT     | 2055-03-20      | 4.0427%  | 0.0000% | $5823966.05        | $5451144.38        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $15168.50          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-105 HB     | 2051-05-20      | 1.5000%  | 0.0000% | $2167025.01        | $1806013.81        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4259UB 10/15/43 | 2043-10-15      | 4.0000%  | 0.0000% | $25000.00          | $23114.31          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033 | 2045-06-25      | 2.5000%  | 0.0000% | $2613.32           | $2523.54           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA     | 2054-07-20      | 5.0000%  | 0.0000% | $42768.19          | $42706.94          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $1245.55           | $1213.03           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-134 MF     | 2055-06-20      | 5.1838%  | 0.0000% | $2898057.59        | $2902172.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-055 FB     | 2053-04-20      | 5.0338%  | 0.0000% | $8222607.59        | $8227961.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-112 LV     | 2035-05-20      | 6.0000%  | 0.0000% | $2138530.81        | $2202430.12        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9316.57           | $7224.52           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44 | 2044-06-25      | 6.0000%  | 0.0000% | $2758292.70        | $2781103.78        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CB R25F004 | 2054-07-25      | 6.0000%  | 0.0000% | $15455.05          | $15479.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-169 PC     | 2040-08-20      | 4.5000%  | 0.0000% | $4.13              | $4.12              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-057 HB     | 2054-04-20      | 7.0000%  | 0.0000% | $948258.00         | $992046.97         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $3680.59           | $3673.40           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029VA R25F029 | 2035-12-25      | 5.5000%  | 0.0000% | $5272280.77        | $5412667.54        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $311.75            | $312.49            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $14762.24          | $14504.28          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $2191.33           | $1959.42           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LV 05/25/36 | 2036-05-25      | 5.5000%  | 0.0000% | $4774241.42        | $4921771.84        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3237CD 09/15/36 | 2036-09-15      | 5.5000%  | 0.0000% | $1923.91           | $1929.14           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-169 LN     | 2055-10-20      | 5.0000%  | 0.0000% | $1790177.00        | $1728741.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-090 MA     | 2055-05-20      | 6.0000%  | 0.0000% | $91530.25          | $91814.91          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-027 NH     | 2055-02-20      | 4.5000%  | 0.0000% | $28574.52          | $28459.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $183117.87         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049 | 2043-01-25      | 3.5000%  | 0.0000% | $4550.81           | $4531.73           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $37.50             | $38.53             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $2861.99           | $2822.67           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32 | 2032-08-15      | 6.0000%  | 0.0000% | $43.15             | $44.53             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $86.15             | $88.53             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LA 09/25/51 | 2051-09-25      | 5.5000%  | 0.0000% | $9218465.12        | $9333781.97        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5500VG 12/25/35 | 2035-12-25      | 5.5000%  | 0.0000% | $4416849.58        | $4543142.03        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426BF 04/15/49 | 2049-04-15      | 5.2554%  | 0.0000% | $437614.52         | $439411.13         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5197EA 02/25/52 | 2052-02-25      | 2.0000%  | 0.0000% | $1170982.43        | $1037353.04        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5092AP 04/25/41 | 2041-04-25      | 2.0000%  | 0.0000% | $843296.36         | $744233.21         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $29860.62          | Agency Collateralized Mortgage Obligation |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  | 0.0000% | $9000.00           | $7660.73           | Agency Debentures and Agency Strips       |
| FCSB 5.11 FCOR 26-33 EL   | 2033-03-25      | 5.1100%  | 0.0000% | $1350000.00        | $1355157.00        | Agency Debentures and Agency Strips       |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $18266.44          | $16720.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $4059.64           | $4068.79           | Agency Collateralized Mortgage Obligation |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  | 0.0000% | $1000.00           | $1009.79           | Agency Debentures and Agency Strips       |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $2041.49           | $1981.28           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024HC R08F024 | 2038-02-25      | 5.5000%  | 0.0000% | $12392.70          | $12139.98          | Agency Collateralized Mortgage Obligation |
| FCSB 1.57 FCOR 22-30 FD   | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1806.62           | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q       | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7874.79           | Agency Debentures and Agency Strips       |
| FHLB FHOR 23-28 TS        | 2028-02-16      | 1.0000%  | 0.0000% | $100000.00         | $94234.63          | Agency Debentures and Agency Strips       |
| TVDB TVIN 12/15/32        | 2032-12-15      | 0.0000%  | 0.0000% | $6000.00           | $4438.66           | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $80000.00          | $69607.08          | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $49000.00          | $45877.23          | Agency Debentures and Agency Strips       |
| GNMA GNRM 2012-061 MQ     | 2042-05-16      | 3.0000%  | 0.0000% | $57889.74          | $54189.66          | Agency Collateralized Mortgage Obligation |
| FCSB 4.73 FCOR 23-32 CU   | 2032-08-02      | 4.7300%  | 0.0000% | $4000.00           | $4026.91           | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 22-31 CB   | 2031-03-17      | 1.9900%  | 0.0000% | $19000.00          | $17254.51          | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $6000.00           | $7027.71           | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $874.34            | Agency Debentures and Agency Strips       |
| GNMA GNRM 2017-096 ME     | 2046-08-20      | 3.0000%  | 0.0000% | $935019.90         | $920883.33         | Agency Collateralized Mortgage Obligation |
| FHLB 5.00 FHOR 23-32 GX   | 2025-11-03      | 5.0000%  | 0.0000% | $20000.00          | $20163.07          | Agency Mortgage-Backed Securities         |
| TVDB 6.750 TVBD GB 25 E   | 2025-11-01      | 6.7500%  | 0.0000% | $21000.00          | $21701.46          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-006 GL     | 2054-01-20      | 7.0000%  | 0.0000% | $130480.70         | $134825.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SP 783523 M     | 2041-12-20      | 5.5000%  | 0.0000% | $357035.71         | $374681.61         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $837602.49         | $884646.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $8.15              | $8.43              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603512 X     | 2033-03-15      | 5.5000%  | 0.0000% | $66197.35          | $68951.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0243 M     | 2055-01-20      | 4.0000%  | 0.0000% | $816862.09         | $758046.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0200 M     | 2055-02-20      | 3.0000%  | 0.0000% | $226857.95         | $205224.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $70050.32          | $71694.40          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C91377 G | 2031-06-01      | 4.5000%  | 0.0000% | $37.33             | $37.71             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $318000.00         | $342387.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-79 LA      | 2045-09-20      | 3.0000%  | 0.0000% | $17062.73          | $16890.46          | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $1153.91           | $1178.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $4911.13           | $4703.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $1558.39           | $1532.48           | Agency Mortgage-Backed Securities         |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $326.09            | $285.80            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLBK4762 | 2048-08-01      | 5.0000%  | 0.0000% | $2357274.89        | $2404742.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDF0828 | 2055-10-01      | 7.0000%  | 0.0000% | $1044766.00        | $1110445.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804 | 2034-10-01      | 6.0000%  | 0.0000% | $2076.28           | $2132.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982 | 2034-11-01      | 5.5000%  | 0.0000% | $1375.78           | $1397.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002699 M     | 2029-01-20      | 6.0000%  | 0.0000% | $41.41             | $42.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $832.53            | $741.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003797 M     | 2035-12-20      | 6.0000%  | 0.0000% | $1792.44           | $1887.73           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3814 M     | 2046-07-20      | 4.6250%  | 0.0000% | $50407.02          | $51608.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $1602.22           | $1609.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $213344.28         | $221516.08         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6287%  | 0.0000% | $100000.00         | $96461.23          | Agency Collateralized Mortgage Obligation |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  | 0.0000% | $519500.00         | $528737.37         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $2179300.00        | $2212960.79        | U.S. Treasuries (including strips)        |
| GNMA GNRM 2004-19 KE      | 2034-03-16      | 5.0000%  | 0.0000% | $7000.03           | $7013.97           | Agency Collateralized Mortgage Obligation |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  | 0.0000% | $59600.00          | $59942.68          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $245600.00         | $249676.35         | U.S. Treasuries (including strips)        |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1161.35           | $1201.14           | Agency Collateralized Mortgage Obligation |
| USTR TINT 11/15/25        | 2025-11-15      | 0.0000%  | 0.0000% | $77.24             | $77.11             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $130900.00         | $133515.61         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  | 0.0000% | $141999.00         | $105802.18         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $199.49            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $40054.00          | $42395.93          | U.S. Treasuries (including strips)        |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  | 0.0000% | $8700.00           | $8544.18           | U.S. Treasuries (including strips)        |
| USTR BILL 12/23/25        | 2025-12-23      | 0.0000%  | 0.0000% | $162000.00         | $161075.30         | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE T 25      | 2025-12-31      | 2.6250%  | 0.0000% | $4246200.00        | $4273816.34        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $772800.00         | $767862.57         | U.S. Treasuries (including strips)        |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $99.40             | U.S. Treasuries (including strips)        |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $2127.20           | $2012.17           | Agency Collateralized Mortgage Obligation |
| USTR BILL 12/02/25        | 2025-12-02      | 0.0000%  | 0.0000% | $35000.00          | $34879.95          | U.S. Treasuries (including strips)        |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  | 0.0000% | $143400.00         | $141948.79         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $90800.00          | $92190.38          | U.S. Treasuries (including strips)        |
| GNMA GNRA 2021-02O TF     | 2071-01-20      | 5.6670%  | 0.0000% | $584509.10         | $590895.21         | Agency Collateralized Mortgage Obligation |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.78             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $16213200.00       | $11939516.00       | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $124.42            | $70.19             | U.S. Treasuries (including strips)        |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1276.38           | Agency Collateralized Mortgage Obligation |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $888000.00         | $678927.66         | U.S. Treasuries (including strips)        |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $3358.78           | $3336.17           | Agency Collateralized Mortgage Obligation |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $300.00            | $232.41            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN A 26      | 2026-01-15      | 0.6250%  | 0.0000% | $3817.02           | $3812.75           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $57200.00          | $58374.97          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $200100.00         | $206709.44         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $10724000.00       | $10939607.77       | U.S. Treasuries (including strips)        |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2418.56           | $2034.78           | Agency Collateralized Mortgage Obligation |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $1343500.00        | $1387497.64        | U.S. Treasuries (including strips)        |
| FCSB 5 1/8 FCOR 25-31 EV  | 2031-12-02      | 5.1250%  | 0.0000% | $25000.00          | $25527.30          | Agency Debentures and Agency Strips       |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $5764200.00        | $5856277.14        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $1813700.00        | $1917290.86        | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | 0.0000% | $93000.00          | $91653.23          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $2400000.00        | $2391157.83        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $1308000.00        | $1355341.57        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $316700.00         | $267478.46         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  | 0.0000% | $175000.00         | $178633.48         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $1262700.00        | $1304184.26        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $7695900.00        | $7770511.75        | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $382000.00         | $360833.57         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $56500.00          | $55576.65          | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $12486100.00       | $12357562.36       | U.S. Treasuries (including strips)        |
| FCSB 5.36 FCOR 25-34 CY   | 2034-12-04      | 5.3600%  | 0.0000% | $8000.00           | $8173.92           | Agency Debentures and Agency Strips       |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $5581300.00        | $5840393.50        | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $51962.17          | $47791.22          | U.S. Treasuries (including strips)        |
| USTR BILL 11/04/25        | 2025-11-04      | 0.0000%  | 0.0000% | $127900.00         | $127845.00         | U.S. Treasuries (including strips)        |
| USTR BILL 01/08/26        | 2026-01-08      | 0.0000%  | 0.0000% | $3665900.00        | $3639285.57        | U.S. Treasuries (including strips)        |
| USTR BILL 01/02/26        | 2026-01-02      | 0.0000%  | 0.0000% | $2135300.00        | $2120972.14        | U.S. Treasuries (including strips)        |
| USTR BILL 12/18/25        | 2025-12-18      | 0.0000%  | 0.0000% | $305900.00         | $304324.62         | U.S. Treasuries (including strips)        |
| USTR BILL 11/20/25        | 2025-11-20      | 0.0000%  | 0.0000% | $328300.00         | $327594.15         | U.S. Treasuries (including strips)        |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  | 0.0000% | $61800.00          | $61613.36          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  | 0.0000% | $39300.00          | $40224.91          | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AV 25        | 2025-12-15      | 4.0000%  | 0.0000% | $210800.00         | $213978.86         | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  | 0.0000% | $297000.00         | $295690.23         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $12488800.00       | $12722503.53       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  | 0.0000% | $774000.00         | $774877.21         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $23100.00          | $23835.50          | U.S. Treasuries (including strips)        |
| FCSB 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $2000.00           | $2022.00           | Agency Debentures and Agency Strips       |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $1400.00           | $1443.01           | U.S. Treasuries (including strips)        |
| FCSB 0.75 FCOR 21-26 HX   | 2026-12-16      | 0.7500%  | 0.0000% | $12000.00          | $11625.51          | Agency Debentures and Agency Strips       |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $897000.00         | $715256.29         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $159300.00         | $158624.99         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $369100.00         | $267131.32         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/26        | 2026-11-15      | 0.0000%  | 0.0000% | $316801.14         | $304913.49         | U.S. Treasuries (including strips)        |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $1070000.00        | $900107.54         | Agency Debentures and Agency Strips       |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $3393700.00        | $3456129.71        | U.S. Treasuries (including strips)        |
| REFC RFIN 07/15/28        | 2028-07-15      | 0.0000%  | 0.0000% | $7000.00           | $6324.97           | Agency Debentures and Agency Strips       |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  | 0.0000% | $1863.05           | $1862.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785527 C     | 2051-06-20      | 2.5000%  | 0.0000% | $724404.37         | $640194.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2473.28           | $2511.23           | Agency Mortgage-Backed Securities         |
| FNMA FNRM RC005CK R05F005 | 2035-01-25      | 5.0000%  | 0.0000% | $834.63            | $832.48            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-147 PA     | 2045-06-20      | 2.5000%  | 0.0000% | $1683175.59        | $1578756.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2005-54 JE      | 2035-07-20      | 5.0000%  | 0.0000% | $7009.66           | $7087.93           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $4840.56           | $5028.40           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $7762.67           | $7561.45           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9669.93           | $6855.71           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530DJ 10/25/51 | 2051-10-25      | 5.5000%  | 0.0000% | $1836725.04        | $1859102.47        | Agency Collateralized Mortgage Obligation |
| USTR TINT 02/15/26        | 2026-02-15      | 0.0000%  | 0.0000% | $575326.50         | $569003.66         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $5464200.00        | $5110937.93        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $19800.00          | $17169.65          | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $61.10             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $474900.00         | $353769.19         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $850000.00         | $863812.50         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $3547400.00        | $3621576.13        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  | 0.0000% | $619500.00         | $616621.43         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $301000.00         | $284083.20         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $274500.00         | $258126.62         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $4983000.00        | $5014402.87        | U.S. Treasuries (including strips)        |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $8708.22           | $8946.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $4465.62           | $4584.15           | Agency Mortgage-Backed Securities         |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $17958000.00       | $18282510.43       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $6749375.00        | $6747157.50        | U.S. Treasuries (including strips)        |

### Security 158: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.150000%
- **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: ARP1C8VU1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1C8VU1_4.15_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 04.500 CIRR0037 | 2040-11-01      | 4.5000%  | 0.0000% | $33559744.72       | $33646161.06       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2514 | 2055-09-01      | 5.5000%  | 0.0000% | $1501018.91        | $1525058.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY5419 | 2055-06-01      | 5.5000%  | 0.0000% | $808501.96         | $826367.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAE0823 | 2040-09-01      | 6.0000%  | 0.0000% | $10914.06          | $11565.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $1472957.59        | $1363980.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4751 | 2037-08-01      | 2.0000%  | 0.0000% | $8089072.59        | $7453648.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC8568 | 2040-01-01      | 4.5000%  | 0.0000% | $840.13            | $849.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0222 | 2055-04-01      | 5.0000%  | 0.0000% | $3666516.56        | $3724464.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  | 0.0000% | $2464108.68        | $2417014.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  | 0.0000% | $1017.12           | $993.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM1575 | 2034-09-01      | 3.5000%  | 0.0000% | $1129158.53        | $1115498.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $2554522.90        | $2242658.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB2680 | 2052-01-01      | 3.5000%  | 0.0000% | $95145.14          | $88402.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9225 | 2051-02-01      | 2.0000%  | 0.0000% | $23509430.90       | $19314870.41       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3859 | 2049-07-01      | 3.5000%  | 0.0000% | $2346.92           | $2204.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  | 0.0000% | $3130.27           | $3224.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNBK2114 | 2030-02-01      | 2.5000%  | 0.0000% | $37177.88          | $36228.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U4BF0357 | 2051-07-01      | 4.0000%  | 0.0000% | $4910776.69        | $4749012.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $17960.26          | $16434.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2267 | 2055-10-01      | 6.0000%  | 0.0000% | $1223911.01        | $1261319.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5538 | 2055-05-01      | 6.5000%  | 0.0000% | $1453244.34        | $1521992.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6987 | 2054-11-01      | 5.0000%  | 0.0000% | $8661935.64        | $8687104.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5725 | 2054-11-01      | 5.0000%  | 0.0000% | $305547.39         | $306340.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL775776 | 2034-05-01      | 5.5000%  | 0.0000% | $477.81            | $497.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  | 0.0000% | $187.59            | $178.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAJ6632 | 2026-11-01      | 3.0000%  | 0.0000% | $2991.79           | $2973.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAH4236 | 2041-04-01      | 5.5000%  | 0.0000% | $13345.26          | $13869.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL483244 | 2029-02-01      | 7.0000%  | 0.0000% | $10660.74          | $11198.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5375 | 2045-11-01      | 5.5000%  | 0.0000% | $2188147.42        | $2235659.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | 0.0000% | $151608722.70      | $153023636.42      | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $13856189.27       | $11844275.20       | Agency Mortgage-Backed Securities |
| FMAC FKPC 04.010 WAWA0806 | 2040-01-01      | 4.0100%  | 0.0000% | $3965531.36        | $3846762.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $1931309.57        | $1961347.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $3267300.75        | $2912618.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  | 0.0000% | $86260.93          | $74018.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9899 | 2045-07-01      | 3.5000%  | 0.0000% | $46721.36          | $44458.77          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J21662 G | 2028-01-01      | 2.5000%  | 0.0000% | $2212803.49        | $2184192.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8799 M     | 2053-04-20      | 4.5000%  | 0.0000% | $42014.14          | $41378.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA6833 | 2053-12-01      | 7.5000%  | 0.0000% | $370608.89         | $395492.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8303 | 2039-05-01      | 5.0000%  | 0.0000% | $14487.51          | $14698.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $1174.41           | $1122.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | 0.0000% | $597184.89         | $587843.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $8452407.25        | $8608128.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1443 | 2052-04-01      | 3.5000%  | 0.0000% | $2020749.06        | $1877471.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8811 | 2051-01-01      | 2.0000%  | 0.0000% | $3537406.28        | $2903484.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0854 | 2055-01-01      | 6.5000%  | 0.0000% | $1790624.59        | $1909503.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ1261 | 2055-08-01      | 7.0000%  | 0.0000% | $1278819.51        | $1347091.00        | Agency Mortgage-Backed Securities |
| FMAC FKPC 04.200 WAWA4304 | 2037-01-01      | 4.2000%  | 0.0000% | $845147.36         | $844538.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9849 | 2052-09-01      | 5.0000%  | 0.0000% | $382277.57         | $388251.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7097 | 2055-06-01      | 6.0000%  | 0.0000% | $694937.59         | $716240.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDD9026 | 2055-05-01      | 7.5000%  | 0.0000% | $872839.90         | $946713.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5080 | 2055-10-01      | 6.0000%  | 0.0000% | $2845978.30        | $2926360.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $2600177.75        | $2641204.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1044 | 2052-06-01      | 4.5000%  | 0.0000% | $2353103.90        | $2333031.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4831 | 2055-08-01      | 6.0000%  | 0.0000% | $847882.34         | $884366.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6571 | 2054-11-01      | 5.0000%  | 0.0000% | $1839359.49        | $1845301.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8195 | 2037-12-01      | 3.0000%  | 0.0000% | $2387831.19        | $2295338.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  | 0.0000% | $106.99            | $106.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  | 0.0000% | $932.40            | $949.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3059 | 2038-12-01      | 5.5000%  | 0.0000% | $3023.81           | $3153.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM3552 | 2030-08-01      | 2.5000%  | 0.0000% | $10145.74          | $9929.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $4001263.37        | $4113042.67        | Agency Mortgage-Backed Securities |

### Security 159: RBC Dominion Securities Inc.

- **C.1 - Title:** R.b.c. Dominion Securities Cor Repo - 03nov25 4.170000%
- **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: ARP1C8WD8, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1C8WD8_4.17_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2021-214 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $192.27            | $158.01            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA     | 2053-04-20      | 5.0838%  | 0.0000% | $145.77            | $145.78            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $1229.27           | $1074.73           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FC     | 2055-07-20      | 5.2838%  | 0.0000% | $248.23            | $249.44            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FG     | 2055-05-20      | 5.5838%  | 0.0000% | $252.03            | $254.15            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FH     | 2055-01-20      | 5.4838%  | 0.0000% | $2263209.45        | $2273920.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FE     | 2054-04-20      | 5.3838%  | 0.0000% | $164.02            | $164.48            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $1320.88           | $1111.03           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-223 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $182.75            | $153.67            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $20.80             | $20.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $10563537.46       | $9137378.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  | 0.0000% | $1010271.02        | $1028728.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0496 | 2051-05-01      | 2.0000%  | 0.0000% | $383.84            | $314.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2189 | 2048-08-01      | 4.0000%  | 0.0000% | $178880.51         | $175195.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4793 | 2050-10-01      | 2.5000%  | 0.0000% | $165.67            | $142.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $8703.49           | $7960.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $198.75            | $202.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  | 0.0000% | $237.80            | $239.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | 0.0000% | $81441.66          | $83258.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3382 | 2053-06-01      | 5.0000%  | 0.0000% | $220.36            | $222.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2361 | 2053-02-01      | 6.0000%  | 0.0000% | $25817.26          | $27170.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2138 | 2053-01-01      | 5.5000%  | 0.0000% | $38312.32          | $39419.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $10909.87          | $11019.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $14373.47          | $13440.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0532 | 2042-06-01      | 4.0000%  | 0.0000% | $23.46             | $23.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $28.26             | $27.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $17517.09          | $17191.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | 0.0000% | $1285041.07        | $1205939.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $71.82             | $64.91             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $15895.20          | $14736.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $187.21            | $173.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZA3588 | 2042-09-01      | 4.0000%  | 0.0000% | $7608.57           | $7453.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  | 0.0000% | $14055027.31       | $12147062.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4231 | 2050-09-01      | 2.5000%  | 0.0000% | $10571289.20       | $9075169.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8175 | 2054-03-01      | 6.5000%  | 0.0000% | $198.92            | $210.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  | 0.0000% | $24527.44          | $20150.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $92228.39          | $83348.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6767 M     | 2050-07-20      | 3.5000%  | 0.0000% | $271084.94         | $251405.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $39.97             | $37.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  | 0.0000% | $238.48            | $234.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M     | 2055-10-20      | 6.0000%  | 0.0000% | $24048928.50       | $24642912.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $12076137.94       | $11204188.46       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $1002570.16        | $1004981.01        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783516 X     | 2040-10-15      | 4.0000%  | 0.0000% | $641692.68         | $626489.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783656 M     | 2042-05-20      | 4.0000%  | 0.0000% | $571.76            | $559.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $43584065.33       | $45224206.36       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $21876525.23       | $21929130.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $1861.28           | $1771.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $193.80            | $195.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $277.98            | $286.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $715712.00         | $685525.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6711 M     | 2050-06-20      | 3.5000%  | 0.0000% | $61.54             | $56.95             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 5.4838%  | 0.0000% | $13296668.75       | $13367800.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $25.50             | $23.65             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $9135889.41        | $9120541.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0435 | 2051-05-01      | 2.0000%  | 0.0000% | $13649635.60       | $11213921.83       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $33.51             | $30.68             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $26.31             | $24.70             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3310 M     | 2045-12-20      | 3.5000%  | 0.0000% | $28.23             | $26.46             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2826 M     | 2045-05-20      | 3.5000%  | 0.0000% | $33.76             | $31.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4183 | 2055-05-01      | 6.5000%  | 0.0000% | $233.06            | $244.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX2475 | 2055-01-01      | 6.5000%  | 0.0000% | $241.19            | $252.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7288 | 2055-01-01      | 5.0000%  | 0.0000% | $236.74            | $239.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6965 | 2054-11-01      | 5.5000%  | 0.0000% | $457221.29         | $467752.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $8683.81           | $8051.56           | Agency Mortgage-Backed Securities         |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  | 0.0000% | $6359687.50        | $6430561.68        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $125.00            | $81.51             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $425.00            | $433.90            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.51             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $125.00            | $99.67             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  | 0.0000% | $4000000.00        | $4008840.55        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $25.00             | $25.36             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $6217100.00        | $6417943.42        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $1226150.00        | $1268620.97        | U.S. Treasuries (including strips)        |
| FMAC FEPC 03.000 CLRA3060 | 2050-07-01      | 3.0000%  | 0.0000% | $1171786.46        | $1051736.94        | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $10003550.00       | $10092777.32       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $250.00            | $256.85            | U.S. Treasuries (including strips)        |
| FMAC 03.500 FGPC G61932 G | 2048-06-01      | 3.5000%  | 0.0000% | $4448842.67        | $4196538.43        | Agency Mortgage-Backed Securities         |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $372500.00         | $369800.87         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $36308800.00       | $36162829.94       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $50.00             | $46.19             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $25.00             | $23.11             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $1166050.00        | $1108878.06        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $50.00             | $32.45             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $2917200.00        | $1985819.37        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $7400.00           | $5402.21           | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $8825893.54        | $6768090.08        | U.S. Treasuries (including strips)        |
| USTR BILL 12/16/25        | 2025-12-16      | 0.0000%  | 0.0000% | $25.00             | $24.88             | U.S. Treasuries (including strips)        |
| FMAC FEPC 03.000 CLSD2879 | 2052-08-01      | 3.0000%  | 0.0000% | $129842.05         | $117381.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $12172978.15       | $12018953.46       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $194.09            | $179.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $189.04            | $146.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $14372.03          | $13324.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS9087 | 2052-04-01      | 2.5000%  | 0.0000% | $12219490.75       | $10541465.48       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $11390776.76       | $11648815.82       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 5.4838%  | 0.0000% | $9685604.56        | $9738871.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-084 FA     | 2054-05-20      | 5.3138%  | 0.0000% | $521323.98         | $524255.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $172.04            | $153.17            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CLFM9668 | 2051-11-01      | 2.0000%  | 0.0000% | $7767181.61        | $6381172.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6931 | 2053-08-01      | 6.5000%  | 0.0000% | $200.93            | $214.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $75.43             | $68.28             | Agency Mortgage-Backed Securities         |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $266000.00         | $282312.19         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | 0.0000% | $136190889.15      | $124971326.79      | U.S. Treasuries (including strips)        |
| GNMA GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $199.56            | $197.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $75563.21          | $76121.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $2823441.90        | $2549901.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $32392187.74       | $27021293.09       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $51500957.19       | $49435270.95       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $385.29            | $369.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6933 M     | 2050-10-20      | 3.5000%  | 0.0000% | $87.47             | $81.14             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  | 0.0000% | $74.20             | $68.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M     | 2050-04-20      | 3.5000%  | 0.0000% | $122269.21         | $113399.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $25.03             | $24.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $25.32             | $24.57             | Agency Mortgage-Backed Securities         |

### Security 160: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8WW6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1C8WW6_4.14_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $37349028.57       | $39482246.76       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $40271.43          | $41306.92          | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | 0.0000% | $266394.02         | $289715.04         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $234971.43         | $215523.92         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $842.86            | $870.46            | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $9051.37           | $8986.21           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $1300.00           | $1325.43           | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $5657.14           | $5636.13           | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $13729453.11       | $13896681.77       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $57.14             | $56.33             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $14328.57          | $14259.77          | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  | 0.0000% | $9659.29           | $9835.36           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | 0.0000% | $1328.57           | $1345.98           | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | 0.0000% | $19434.35          | $19576.87          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | 0.0000% | $64549285.71       | $66068420.88       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $40857.14          | $41563.00          | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | 0.0000% | $4813.27           | $4811.69           | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $85285.71          | $86900.20          | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | 0.0000% | $14.29             | $14.22             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $1871.43           | $1760.58           | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $928.57            | $878.52            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | 0.0000% | $257.14            | $256.05            | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN A 26  | 2026-01-15      | 0.6250%  | 0.0000% | $692574.18         | $691799.36         | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $3693312.73        | $3570442.48        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | 0.0000% | $2715700.00        | $2698349.35        | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  | 0.0000% | $4709.78           | $4664.74           | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | 0.0000% | $30648608.18       | $30210038.59       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $186757.14         | $193791.51         | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $336171.43         | $318008.46         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $13905285.71       | $12851404.34       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | 0.0000% | $7981257.14        | $5877454.63        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $7851614.29        | $4701450.71        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | 0.0000% | $30114435.89       | $26032274.68       | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  | 0.0000% | $76973803.11       | $81474415.70       | U.S. Treasuries (including strips) |
| USTR BILL 02/24/26    | 2026-02-24      | 0.0000%  | 0.0000% | $208357.14         | $205823.52         | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26    | 2026-04-23      | 0.0000%  | 0.0000% | $114.29            | $112.24            | U.S. Treasuries (including strips) |
| USTR BILL 12/30/25    | 2025-12-30      | 0.0000%  | 0.0000% | $75142.86          | $74664.20          | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26    | 2026-02-26      | 0.0000%  | 0.0000% | $221442.86         | $218736.83         | U.S. Treasuries (including strips) |
| USTR BILL 02/12/26    | 2026-02-12      | 0.0000%  | 0.0000% | $1335042.86        | $1320624.39        | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26    | 2026-01-08      | 0.0000%  | 0.0000% | $26571.43          | $26378.52          | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25    | 2025-11-13      | 0.0000%  | 0.0000% | $29285.71          | $29244.98          | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $945.84            | $937.17            | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $53314.29          | $52854.23          | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $40062514.29       | $40419854.49       | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26    | 2026-02-15      | 4.0000%  | 0.0000% | $14.29             | $14.41             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $1951500.00        | $2054553.47        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $180428.57         | $187817.66         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $5362285.71        | $4575999.92        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | 0.0000% | $467557.14         | $467898.82         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | 0.0000% | $1428.57           | $1370.05           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $3755085.71        | $3929403.22        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $31728.57          | $30280.26          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $90825442.86       | $90900897.84       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $528.57            | $529.74            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $34428.57          | $35159.62          | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | 0.0000% | $864.67            | $875.25            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | 0.0000% | $2071.43           | $2099.74           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $5914.29           | $5999.06           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $2661771.43        | $2695259.09        | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | 0.0000% | $1950.14           | $2015.45           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $14.29             | $14.50             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | 0.0000% | $1187614.29        | $1211491.46        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | 0.0000% | $41314.29          | $42274.28          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $9411.93           | $9559.36           | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 3.9705%  | 0.0000% | $12142971.43       | $12144234.30       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $8667057.14        | $8751617.00        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $2357042.86        | $2434906.14        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  | 0.0000% | $202500.00         | $204434.05         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  | 0.0000% | $27908.32          | $26120.90          | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  | 0.0000% | $59426354.96       | $35655878.21       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  | 0.0000% | $16438402.71       | $12485400.69       | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | 0.0000% | $26614.29          | $28672.86          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $1103571.43        | $1125778.34        | U.S. Treasuries (including strips) |

### Security 161: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank Repo - 03nov25 4.180000%
- **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: ARP1C8X54, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1C8X54_4.18_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2021-177 FA     | 2051-10-20      | 3.5000%  | 0.0000% | $7656192.08        | $6798365.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-173 DF     | 2055-10-20      | 5.7000%  | 0.0000% | $180153.67         | $182595.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-173 FD     | 2055-10-20      | 5.6500%  | 0.0000% | $4166666.67        | $4258818.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 AF     | 2051-08-20      | 3.5000%  | 0.0000% | $11481711.83       | $10209669.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 FB     | 2051-08-20      | 3.5000%  | 0.0000% | $12047841.00       | $10923975.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-90 FG      | 2049-07-20      | 4.4955%  | 0.0000% | $1241069.12        | $1213582.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-078 FH     | 2049-06-20      | 4.4455%  | 0.0000% | $2644725.52        | $2591162.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-170 FB     | 2055-10-20      | 5.6000%  | 0.0000% | $4166666.67        | $4185287.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FE     | 2052-01-20      | 3.5000%  | 0.0000% | $6706026.02        | $6008260.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-078 PF     | 2049-06-20      | 4.5955%  | 0.0000% | $1284435.04        | $1260307.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-140 EF     | 2049-11-20      | 4.5455%  | 0.0000% | $1256735.13        | $1232302.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-71 FJ      | 2049-04-20      | 4.4955%  | 0.0000% | $1392694.52        | $1367534.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-078 FN     | 2052-04-20      | 4.5000%  | 0.0000% | $3165011.60        | $3000984.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-146 F      | 2048-10-20      | 4.4955%  | 0.0000% | $1011528.15        | $990338.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 LF     | 2051-09-20      | 3.5000%  | 0.0000% | $6567903.92        | $5851650.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-172 FH     | 2052-10-20      | 5.0938%  | 0.0000% | $6556159.33        | $6541856.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-001 FC     | 2055-01-20      | 5.4338%  | 0.0000% | $8270759.15        | $8314042.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 FA     | 2051-08-20      | 3.5000%  | 0.0000% | $6338406.12        | $5647021.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 HF     | 2055-07-20      | 5.5338%  | 0.0000% | $137641.50         | $138682.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-152 FG     | 2049-12-20      | 4.5955%  | 0.0000% | $1303479.53        | $1277680.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-018 NF     | 2052-01-20      | 3.5000%  | 0.0000% | $6330013.75        | $5638032.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-158 AF     | 2051-09-20      | 3.5000%  | 0.0000% | $9277200.99        | $8238464.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-059 NF     | 2049-05-20      | 4.5455%  | 0.0000% | $143673.25         | $140953.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 JF     | 2055-07-20      | 5.5138%  | 0.0000% | $41350010.00       | $41647265.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-21 FM      | 2043-10-20      | 4.4955%  | 0.0000% | $1260235.68        | $1247848.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-130 FG     | 2047-08-20      | 4.4455%  | 0.0000% | $1450446.12        | $1420835.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-69 DF      | 2049-06-20      | 4.5455%  | 0.0000% | $934342.05         | $915610.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FL     | 2055-04-20      | 5.4838%  | 0.0000% | $28628065.49       | $28756680.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 JF     | 2054-10-20      | 5.2638%  | 0.0000% | $30934260.83       | $31000904.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FE     | 2054-10-20      | 5.2338%  | 0.0000% | $19710420.60       | $19746416.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 BF     | 2053-10-20      | 5.2638%  | 0.0000% | $9908291.00        | $9932441.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 KF     | 2053-01-20      | 4.9338%  | 0.0000% | $2983210.90        | $2980136.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-051 AF     | 2052-03-20      | 4.0000%  | 0.0000% | $7012149.08        | $6340253.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-189 DF     | 2052-11-20      | 5.1338%  | 0.0000% | $5958475.83        | $5943958.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-005 FE     | 2053-01-20      | 4.9338%  | 0.0000% | $1832210.46        | $1830326.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-206 FA     | 2051-11-20      | 3.5000%  | 0.0000% | $6509965.75        | $5782694.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-188 FA     | 2051-10-20      | 3.5000%  | 0.0000% | $17453618.33       | $15615428.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-175 FN     | 2051-10-20      | 4.0000%  | 0.0000% | $4187192.21        | $3791511.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-177 FB     | 2051-10-20      | 3.5000%  | 0.0000% | $8643049.25        | $7701254.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLDD8977 | 2055-08-01      | 6.0000%  | 0.0000% | $166.67            | $173.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE8477 | 2055-09-01      | 7.0000%  | 0.0000% | $176.54            | $186.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF3022 | 2052-11-01      | 4.5000%  | 0.0000% | $142.50            | $141.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1946 | 2052-08-01      | 3.5000%  | 0.0000% | $162.32            | $150.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3732 | 2055-03-01      | 6.0000%  | 0.0000% | $2753228.85        | $2834226.09        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1968 | 2054-07-01      | 6.0000%  | 0.0000% | $157.49            | $165.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0879 | 2054-02-01      | 5.5000%  | 0.0000% | $160.13            | $162.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  | 0.0000% | $313570.83         | $322484.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0573 | 2055-01-01      | 5.0000%  | 0.0000% | $4281829.32        | $4340458.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0434 | 2052-07-01      | 3.0000%  | 0.0000% | $1444641.52        | $1310791.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0166 | 2055-01-01      | 5.0000%  | 0.0000% | $156.55            | $158.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  | 0.0000% | $10254895.37       | $10573262.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $8292958.00        | $8480539.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9496 | 2054-11-01      | 5.5000%  | 0.0000% | $23570200.04       | $24291550.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $10753246.22       | $10282236.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $142.57            | $132.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $3545433.82        | $3663319.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4967 | 2053-02-01      | 3.0000%  | 0.0000% | $35716.61          | $31786.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $129.20            | $131.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  | 0.0000% | $145.94            | $130.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $135.01            | $132.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $139.33            | $129.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $130.77            | $125.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3783 | 2052-06-01      | 4.0000%  | 0.0000% | $413459.68         | $398095.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  | 0.0000% | $351226.86         | $325673.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $203093.77         | $182201.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  | 0.0000% | $6982560.63        | $6062736.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8062 | 2050-12-01      | 2.5000%  | 0.0000% | $4360350.20        | $3771617.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0086 | 2047-08-01      | 3.5000%  | 0.0000% | $54.91             | $51.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9327 | 2053-04-01      | 6.0000%  | 0.0000% | $1130086.48        | $1168359.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9008 | 2053-04-01      | 5.5000%  | 0.0000% | $103.73            | $107.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  | 0.0000% | $140.73            | $138.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  | 0.0000% | $119.11            | $106.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM4521 | 2038-08-01      | 4.0000%  | 0.0000% | $29.29             | $28.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM3927 | 2038-03-01      | 4.0000%  | 0.0000% | $1163608.42        | $1156862.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $8159313.27        | $7423152.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2273 | 2055-09-01      | 6.5000%  | 0.0000% | $166.67            | $176.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1557 | 2055-10-01      | 6.0000%  | 0.0000% | $166.67            | $172.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  | 0.0000% | $841590.67         | $856879.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0104 | 2055-09-01      | 6.0000%  | 0.0000% | $166.67            | $173.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2410 | 2054-05-01      | 5.5000%  | 0.0000% | $162.58            | $165.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $13005.89          | $13267.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  | 0.0000% | $28837.38          | $24584.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC9560 | 2051-10-01      | 2.0000%  | 0.0000% | $2654566.55        | $2195046.93        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $38.23             | $36.11             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U91253 G | 2043-04-01      | 4.0000%  | 0.0000% | $41.34             | $40.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3900 | 2053-08-01      | 5.5000%  | 0.0000% | $129.57            | $132.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $161.51            | $161.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0806 | 2055-10-01      | 5.5000%  | 0.0000% | $166.53            | $169.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9974 | 2055-10-01      | 6.0000%  | 0.0000% | $844365.47         | $881923.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  | 0.0000% | $92.87             | $79.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4159 | 2050-10-01      | 2.5000%  | 0.0000% | $7323.51           | $6266.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $65.81             | $56.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  | 0.0000% | $84.76             | $81.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3465 | 2038-09-01      | 4.0000%  | 0.0000% | $54530.95          | $53865.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWMA1483 | 2028-06-01      | 2.5000%  | 0.0000% | $7.95              | $7.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1366 | 2033-03-01      | 3.0000%  | 0.0000% | $18779.84          | $18158.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  | 0.0000% | $5.10              | $5.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAB8787 | 2028-03-01      | 2.0000%  | 0.0000% | $7.15              | $7.00              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA9329 | 2054-01-01      | 6.5000%  | 0.0000% | $138.21            | $146.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTFS9735 | 2044-04-01      | 6.0000%  | 0.0000% | $38807.20          | $40126.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $144.41            | $148.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9042 | 2054-08-01      | 5.5000%  | 0.0000% | $151.40            | $156.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTFS7907 | 2044-05-01      | 6.0000%  | 0.0000% | $136.11            | $142.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS7901 | 2044-01-01      | 4.0000%  | 0.0000% | $144.44            | $141.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLFS6963 | 2054-01-01      | 7.5000%  | 0.0000% | $3425301.43        | $3689837.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6882 | 2054-02-01      | 6.0000%  | 0.0000% | $138.79            | $144.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6672 | 2053-12-01      | 6.0000%  | 0.0000% | $142.51            | $147.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5973 | 2053-10-01      | 6.5000%  | 0.0000% | $123.37            | $129.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5809 | 2053-05-01      | 6.0000%  | 0.0000% | $3809162.56        | $3935051.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9672 | 2055-10-01      | 6.5000%  | 0.0000% | $166.67            | $173.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9647 | 2055-09-01      | 6.5000%  | 0.0000% | $166.67            | $174.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9645 | 2055-09-01      | 6.5000%  | 0.0000% | $166.67            | $176.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9671 | 2055-09-01      | 6.0000%  | 0.0000% | $166.67            | $171.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  | 0.0000% | $167.79            | $172.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4402 | 2055-09-01      | 6.5000%  | 0.0000% | $166.67            | $174.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3478 | 2055-07-01      | 6.0000%  | 0.0000% | $166.03            | $171.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $138.48            | $123.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  | 0.0000% | $131.16            | $128.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8158 | 2051-06-01      | 3.5000%  | 0.0000% | $98304.09          | $91585.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5132 | 2053-12-01      | 6.5000%  | 0.0000% | $131.98            | $140.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850022 | 2036-04-01      | 5.5000%  | 0.0000% | $9.07              | $9.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  | 0.0000% | $32403.35          | $32932.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  | 0.0000% | $6.08              | $5.99              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAL9022 | 2028-03-01      | 2.0000%  | 0.0000% | $9.85              | $9.65              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2239 | 2054-03-01      | 6.0000%  | 0.0000% | $1353007.49        | $1406424.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2106 | 2051-05-01      | 2.5000%  | 0.0000% | $150.11            | $128.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5350 | 2045-06-01      | 5.5000%  | 0.0000% | $799360.19         | $816684.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6043 | 2054-12-01      | 5.0000%  | 0.0000% | $159.11            | $160.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  | 0.0000% | $68.91             | $62.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQH1618 | 2053-09-01      | 4.5000%  | 0.0000% | $159.31            | $156.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1295 | 2053-04-01      | 5.5000%  | 0.0000% | $107.54            | $109.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8069 | 2050-06-01      | 3.5000%  | 0.0000% | $37.92             | $35.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6637 | 2054-10-01      | 5.5000%  | 0.0000% | $6122469.53        | $6284429.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4934 | 2053-04-01      | 4.0000%  | 0.0000% | $142.18            | $136.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5344 | 2052-04-01      | 2.5000%  | 0.0000% | $402166.07         | $344734.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $146.50            | $146.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2243 | 2053-01-01      | 5.0000%  | 0.0000% | $130.31            | $132.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2690 | 2053-04-01      | 5.5000%  | 0.0000% | $131.40            | $135.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1650 | 2052-09-01      | 5.0000%  | 0.0000% | $125.69            | $128.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  | 0.0000% | $126.30            | $127.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS3393 | 2052-10-01      | 4.0000%  | 0.0000% | $144.99            | $138.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3126 | 2052-10-01      | 4.5000%  | 0.0000% | $125.99            | $125.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2031 | 2052-05-01      | 3.5000%  | 0.0000% | $127.61            | $118.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $129.96            | $128.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5251 | 2055-06-01      | 5.5000%  | 0.0000% | $7989005.42        | $8123087.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3021 | 2055-01-01      | 5.0000%  | 0.0000% | $158.19            | $158.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX2128 | 2054-12-01      | 5.0000%  | 0.0000% | $164.87            | $165.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX1941 | 2055-01-01      | 5.5000%  | 0.0000% | $306.84            | $313.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  | 0.0000% | $168.00            | $169.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA5884 | 2040-11-01      | 4.0000%  | 0.0000% | $166.67            | $164.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $146.08            | $150.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | 0.0000% | $13376.90          | $13571.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $137.89            | $117.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  | 0.0000% | $141.94            | $126.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9639 | 2036-11-01      | 2.0000%  | 0.0000% | $103.49            | $95.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9242 | 2051-10-01      | 3.0000%  | 0.0000% | $119.15            | $107.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9042 | 2048-11-01      | 4.0000%  | 0.0000% | $99828.59          | $96540.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3493 | 2035-05-01      | 3.5000%  | 0.0000% | $45.45             | $44.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3412 | 2055-10-01      | 5.5000%  | 0.0000% | $170.67            | $173.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3410 | 2055-10-01      | 5.5000%  | 0.0000% | $170.67            | $175.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3077 | 2054-03-01      | 4.0000%  | 0.0000% | $168.00            | $160.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2293 | 2055-08-01      | 5.5000%  | 0.0000% | $167.89            | $172.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2007 | 2055-04-01      | 5.5000%  | 0.0000% | $165.11            | $167.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1811 | 2055-01-01      | 6.0000%  | 0.0000% | $9481584.56        | $9833351.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2681 | 2055-08-01      | 6.5000%  | 0.0000% | $2973517.71        | $3166402.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  | 0.0000% | $12791217.30       | $12868932.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | 0.0000% | $134.58            | $140.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1212 | 2049-06-01      | 3.5000%  | 0.0000% | $119.99            | $113.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1186 | 2052-06-01      | 5.0000%  | 0.0000% | $147.26            | $148.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  | 0.0000% | $91.07             | $82.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  | 0.0000% | $6257731.25        | $6275851.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8858 | 2054-07-01      | 6.0000%  | 0.0000% | $34629.13          | $35825.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  | 0.0000% | $159.50            | $164.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  | 0.0000% | $152.50            | $157.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $105728.34         | $108817.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  | 0.0000% | $3046174.15        | $3207560.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $1723256.63        | $1756860.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6759 | 2053-07-01      | 6.0000%  | 0.0000% | $3201340.35        | $3302371.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5906 | 2053-03-01      | 5.5000%  | 0.0000% | $132.18            | $134.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  | 0.0000% | $4932290.62        | $4879613.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  | 0.0000% | $129.37            | $131.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4917 | 2052-10-01      | 5.5000%  | 0.0000% | $312896.93         | $319700.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $68565.34          | $67517.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLFS8836 | 2054-07-01      | 7.5000%  | 0.0000% | $116.55            | $125.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY7124 | 2055-07-01      | 7.0000%  | 0.0000% | $148.43            | $158.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0994 | 2054-08-01      | 6.0000%  | 0.0000% | $19903363.73       | $20524169.54       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4758 | 2036-01-01      | 2.5000%  | 0.0000% | $54196.18          | $51631.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9723 | 2055-09-01      | 6.0000%  | 0.0000% | $166.48            | $172.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2449 | 2047-01-01      | 3.5000%  | 0.0000% | $828695.88         | $784367.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $150.11            | $150.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2182 | 2049-10-01      | 4.0000%  | 0.0000% | $33.37             | $32.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5026 | 2050-12-01      | 2.0000%  | 0.0000% | $111.41            | $92.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5128 | 2033-08-01      | 5.0000%  | 0.0000% | $73.33             | $74.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $24.29             | $22.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  | 0.0000% | $1253551.11        | $1281183.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8486 | 2055-01-01      | 6.5000%  | 0.0000% | $6264.89           | $6518.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  | 0.0000% | $113.69            | $117.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7935 | 2052-09-01      | 5.0000%  | 0.0000% | $144.90            | $146.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $132.82            | $108.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7984 | 2050-12-01      | 2.0000%  | 0.0000% | $115.20            | $94.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1834 | 2052-05-01      | 4.0000%  | 0.0000% | $242933.17         | $232707.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  | 0.0000% | $3811377.99        | $4013312.42        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC T60772 G | 2042-02-01      | 3.5000%  | 0.0000% | $10.90             | $10.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  | 0.0000% | $19.22             | $18.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $141.48            | $132.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8551 | 2052-06-01      | 3.0000%  | 0.0000% | $149.83            | $135.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $8021416.77        | $7368286.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | 0.0000% | $86.56             | $78.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6424 | 2050-07-01      | 3.0000%  | 0.0000% | $244286.02         | $218024.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2135 | 2055-06-01      | 5.0000%  | 0.0000% | $163.93            | $165.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $1551937.75        | $1614800.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $141.00            | $138.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $26051.45          | $26314.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  | 0.0000% | $3498153.94        | $3519463.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5090 | 2052-11-01      | 6.0000%  | 0.0000% | $125.76            | $131.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4077 | 2050-07-01      | 2.0000%  | 0.0000% | $177268.46         | $145403.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3133 | 2054-09-01      | 6.0000%  | 0.0000% | $147.39            | $154.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0555 | 2035-08-01      | 3.0000%  | 0.0000% | $1014236.41        | $986281.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS6793 | 2028-04-01      | 2.5000%  | 0.0000% | $4.75              | $4.69              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  | 0.0000% | $176.86            | $161.94            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08693 G | 2046-03-01      | 3.5000%  | 0.0000% | $17.73             | $16.85             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  | 0.0000% | $29.63             | $29.99             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $3.05              | $3.13              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $127.88            | $130.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8247 | 2038-08-01      | 5.0000%  | 0.0000% | $104.98            | $106.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  | 0.0000% | $125.01            | $113.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $41297.99          | $40902.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2400 | 2055-07-01      | 5.5000%  | 0.0000% | $162.77            | $166.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  | 0.0000% | $57844.32          | $58400.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0525 | 2055-06-01      | 5.5000%  | 0.0000% | $165.12            | $168.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  | 0.0000% | $151.65            | $160.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1897 | 2055-06-01      | 6.0000%  | 0.0000% | $5367390.29        | $5582923.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  | 0.0000% | $163.89            | $164.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD8956 | 2055-09-01      | 7.0000%  | 0.0000% | $166.55            | $175.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0385 | 2055-05-01      | 5.0000%  | 0.0000% | $161.84            | $163.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9506 | 2054-11-01      | 6.0000%  | 0.0000% | $5174702.17        | $5386916.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CNMA5928 | 2035-11-01      | 4.0000%  | 0.0000% | $769286.67         | $766621.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6539 | 2054-10-01      | 5.0000%  | 0.0000% | $65152.78          | $65762.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX3515 | 2055-10-01      | 6.0000%  | 0.0000% | $166.67            | $171.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  | 0.0000% | $1259644.68        | $1239094.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2007 | 2054-12-01      | 6.0000%  | 0.0000% | $165.20            | $171.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  | 0.0000% | $767083.94         | $771141.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0848 | 2055-10-01      | 6.0000%  | 0.0000% | $166.67            | $172.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3876 | 2055-11-01      | 5.5000%  | 0.0000% | $472148.67         | $486167.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  | 0.0000% | $9488042.71        | $9661847.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  | 0.0000% | $2224214.93        | $2235980.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTSC0789 | 2040-03-01      | 3.0000%  | 0.0000% | $167.17            | $159.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX8719 | 2055-03-01      | 5.0000%  | 0.0000% | $160.88            | $161.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0248 | 2055-04-01      | 5.5000%  | 0.0000% | $160.69            | $166.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  | 0.0000% | $1166403.92        | $1099674.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  | 0.0000% | $2659256.37        | $2685281.63        | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $3.04              | $3.12              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  | 0.0000% | $135.43            | $134.37            | Agency Mortgage-Backed Securities         |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2025-11-07

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer