# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001145549-25-045936
**Filing Date:** 2025-7
**Character Count:** 1149142
**Document Hash:** 049fa5336ffa12e7981ad9e3a77d5d73
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-045936.hdr.sgml**: 20250707

**ACCESSION NUMBER**: 0001145549-25-045936

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250707

**DATE AS OF CHANGE**: 20250707

**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:** 251108476

**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):** 2025-06-30

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

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

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

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 39 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $31183938498.41

- **Amortized Cost of Portfolio Securities:** $31183399850.52

- **Cash:** $539523.59

- **Total Other Assets:** $77541480.23

- **Total Liabilities:** $106000907.61

- **Net Assets of Series:** $31155479946.73

- **Number of Shares Outstanding (Series):** 31155291287.0410

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $20034661405.51           | $25184661405.51            | 64.0500%                  | 80.5200%                   |
| 2025-06-03 | $19708973157.84           | $25358973157.84            | 62.6600%                  | 80.6300%                   |
| 2025-06-04 | $19600159871.14           | $25315159545.49            | 62.5300%                  | 80.7600%                   |
| 2025-06-05 | $19969598158.04           | $25234597942.24            | 63.4700%                  | 80.2000%                   |
| 2025-06-06 | $19886509664.12           | $25351509598.47            | 63.3600%                  | 80.7700%                   |
| 2025-06-09 | $20603556370.27           | $25868556336.47            | 65.1900%                  | 81.8500%                   |
| 2025-06-10 | $19694751815.32           | $25494751815.32            | 62.8600%                  | 81.3700%                   |
| 2025-06-11 | $19684925635.43           | $25734925635.43            | 62.5100%                  | 81.7200%                   |
| 2025-06-12 | $19581987360.55           | $25649987612.73            | 62.3800%                  | 81.7100%                   |
| 2025-06-13 | $19851651383.98           | $25619651527.08            | 63.2900%                  | 81.6800%                   |
| 2025-06-16 | $20454493407.05           | $25722493513.97            | 65.0200%                  | 81.7600%                   |
| 2025-06-17 | $20257809648.60           | $25775809719.70            | 64.5500%                  | 82.1300%                   |
| 2025-06-18 | $21340621640.71           | $26090621640.71            | 67.3100%                  | 82.3000%                   |
| 2025-06-20 | $20642218902.03           | $26092218902.03            | 64.8500%                  | 81.9700%                   |
| 2025-06-23 | $21545796783.15           | $26495796783.15            | 66.8500%                  | 82.2000%                   |
| 2025-06-24 | $21095995145.82           | $26095995145.82            | 66.2700%                  | 81.9800%                   |
| 2025-06-25 | $20738631198.72           | $25788631198.72            | 65.7900%                  | 81.8000%                   |
| 2025-06-26 | $20795943566.46           | $25845943566.46            | 65.8400%                  | 81.8300%                   |
| 2025-06-27 | $20668466887.13           | $25718466887.13            | 65.6900%                  | 81.7400%                   |
| 2025-06-30 | $21367802029.85           | $25517802029.85            | 68.3500%                  | 81.6300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3900%             |
| 2025-06-03 | 4.3900%             |
| 2025-06-04 | 4.3900%             |
| 2025-06-05 | 4.3800%             |
| 2025-06-06 | 4.3700%             |
| 2025-06-09 | 4.3700%             |
| 2025-06-10 | 4.3700%             |
| 2025-06-11 | 4.3700%             |
| 2025-06-12 | 4.3700%             |
| 2025-06-13 | 4.3600%             |
| 2025-06-16 | 4.3600%             |
| 2025-06-17 | 4.3600%             |
| 2025-06-18 | 4.3700%             |
| 2025-06-20 | 4.3600%             |
| 2025-06-23 | 4.3600%             |
| 2025-06-24 | 4.3600%             |
| 2025-06-25 | 4.3600%             |
| 2025-06-26 | 4.3600%             |
| 2025-06-27 | 4.3900%             |
| 2025-06-30 | 4.4000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 1.0000                      |
|  |  |
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0000                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $22082838750.31

- **Number of Shares Outstanding:** 22082710433.4490

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $447737162.50             | $433867580.62           |
| 2025-06-03 | $503509404.33             | $361143543.45           |
| 2025-06-04 | $363093056.27             | $386391612.30           |
| 2025-06-05 | $324885941.55             | $343531757.05           |
| 2025-06-06 | $454817125.02             | $397335612.31           |
| 2025-06-09 | $353200617.64             | $424509899.55           |
| 2025-06-10 | $325559324.65             | $467151442.25           |
| 2025-06-11 | $462154375.53             | $427352624.62           |
| 2025-06-12 | $486344530.70             | $405798620.19           |
| 2025-06-13 | $557012491.94             | $378559235.92           |
| 2025-06-16 | $529293994.25             | $468939564.20           |
| 2025-06-17 | $394844536.29             | $390878220.07           |
| 2025-06-18 | $368529156.30             | $503961622.54           |
| 2025-06-20 | $383721912.41             | $398266893.40           |
| 2025-06-23 | $711692942.34             | $381105241.50           |
| 2025-06-24 | $441640140.21             | $427824978.40           |
| 2025-06-25 | $438203486.77             | $584362416.40           |
| 2025-06-26 | $365692613.87             | $444265955.43           |
| 2025-06-27 | $405922707.57             | $398913015.79           |
| 2025-06-30 | $384236091.53             | $584733434.07           |

**Total Gross Subscriptions (Month):** $8702091611.67

**Total Gross Redemptions (Month):** $8608893270.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.6800%           |
| 2025-06-03 | 3.6800%           |
| 2025-06-04 | 3.6700%           |
| 2025-06-05 | 3.6700%           |
| 2025-06-06 | 3.6600%           |
| 2025-06-09 | 3.6500%           |
| 2025-06-10 | 3.6500%           |
| 2025-06-11 | 3.6500%           |
| 2025-06-12 | 3.6500%           |
| 2025-06-13 | 3.6500%           |
| 2025-06-16 | 3.6500%           |
| 2025-06-17 | 3.6500%           |
| 2025-06-18 | 3.6500%           |
| 2025-06-20 | 3.6500%           |
| 2025-06-23 | 3.6500%           |
| 2025-06-24 | 3.6400%           |
| 2025-06-25 | 3.6400%           |
| 2025-06-26 | 3.6500%           |
| 2025-06-27 | 3.6700%           |
| 2025-06-30 | 3.6800%           |

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

### Class: Retirement Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9072641196.42

- **Number of Shares Outstanding:** 9072580853.5920

- **Expense Reimbursement/Waiver:** 3823445.17

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $443546910.49             | $444014994.70           |
| 2025-06-03 | $406064904.09             | $377237487.01           |
| 2025-06-04 | $476350495.04             | $464759042.77           |
| 2025-06-05 | $427351666.06             | $401114224.99           |
| 2025-06-06 | $487976800.30             | $432809793.45           |
| 2025-06-09 | $386394480.39             | $418070488.87           |
| 2025-06-10 | $356986413.76             | $591789481.13           |
| 2025-06-11 | $439663199.36             | $468735726.24           |
| 2025-06-12 | $466950555.94             | $387276121.01           |
| 2025-06-13 | $443086795.44             | $437719680.19           |
| 2025-06-16 | $438861399.11             | $409706642.53           |
| 2025-06-17 | $352933821.99             | $335429008.31           |
| 2025-06-18 | $466751222.95             | $481599149.92           |
| 2025-06-20 | $426356020.94             | $419559992.26           |
| 2025-06-23 | $692641489.49             | $399986326.39           |
| 2025-06-24 | $473347234.90             | $428900134.29           |
| 2025-06-25 | $550288899.14             | $716125523.23           |
| 2025-06-26 | $445442782.33             | $472442058.97           |
| 2025-06-27 | $451378002.85             | $428282067.15           |
| 2025-06-30 | $432262910.82             | $501877622.76           |

**Total Gross Subscriptions (Month):** $9064636005.39

**Total Gross Redemptions (Month):** $9017435566.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.6800%           |
| 2025-06-03 | 3.6800%           |
| 2025-06-04 | 3.6800%           |
| 2025-06-05 | 3.6700%           |
| 2025-06-06 | 3.6600%           |
| 2025-06-09 | 3.6600%           |
| 2025-06-10 | 3.6600%           |
| 2025-06-11 | 3.6500%           |
| 2025-06-12 | 3.6500%           |
| 2025-06-13 | 3.6500%           |
| 2025-06-16 | 3.6500%           |
| 2025-06-17 | 3.6500%           |
| 2025-06-18 | 3.6500%           |
| 2025-06-20 | 3.6500%           |
| 2025-06-23 | 3.6500%           |
| 2025-06-24 | 3.6500%           |
| 2025-06-25 | 3.6500%           |
| 2025-06-26 | 3.6500%           |
| 2025-06-27 | 3.6800%           |
| 2025-06-30 | 3.6800%           |

**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 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWPA2, C.4 - ISIN: US3130AWPA24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75009006.75
- **C.18.a - Value (excl. sponsor support):** $75009006.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGM4, C.4 - ISIN: US3130AXGM46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70034452.60
- **C.18.a - Value (excl. sponsor support):** $70034452.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **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 3: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.545000%
- **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):** $75052139.25
- **C.18.a - Value (excl. sponsor support):** $75052139.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **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):** $40015627.60
- **C.18.a - Value (excl. sponsor support):** $40015627.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **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):** $37015871.15
- **C.18.a - Value (excl. sponsor support):** $37015871.15
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.510000%
- **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):** $60040759.80
- **C.18.a - Value (excl. sponsor support):** $60040759.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.525000%
- **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):** $30026742.30
- **C.18.a - Value (excl. sponsor support):** $30026742.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **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):** $45017717.85
- **C.18.a - Value (excl. sponsor support):** $45017717.85
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 9: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2NY7, C.4 - ISIN: US3130B2NY73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145023391.40
- **C.18.a - Value (excl. sponsor support):** $145023391.40
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 10: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.535000%
- **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):** $70076958.00
- **C.18.a - Value (excl. sponsor support):** $70076958.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.575000%
- **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):** $82033016.48
- **C.18.a - Value (excl. sponsor support):** $82033016.48
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B47H8, C.4 - ISIN: US3130B47H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146720976.36
- **C.18.a - Value (excl. sponsor support):** $146720976.36
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JJ1, C.4 - ISIN: US3130B4JJ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129999338.30
- **C.18.a - Value (excl. sponsor support):** $129999338.30
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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 14: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130007664.80
- **C.18.a - Value (excl. sponsor support):** $130007664.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KV2, C.4 - ISIN: US3130B4KV28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79898260.00
- **C.18.a - Value (excl. sponsor support):** $79898260.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MB4, C.4 - ISIN: US3130B4MB46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199788984.00
- **C.18.a - Value (excl. sponsor support):** $199788984.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MS7, C.4 - ISIN: US3130B4MS70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149739865.50
- **C.18.a - Value (excl. sponsor support):** $149739865.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **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 18: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UV1, C.4 - ISIN: US3130B4UV18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129795677.70
- **C.18.a - Value (excl. sponsor support):** $129795677.70
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank 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: 3130B5AZ1, C.4 - ISIN: US3130B5AZ17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129525195.53
- **C.18.a - Value (excl. sponsor support):** $129525195.53
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **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 20: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MM7, C.4 - ISIN: US3130B5MM75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129770794.40
- **C.18.a - Value (excl. sponsor support):** $129770794.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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 21: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $74999730.00
- **C.18.a - Value (excl. sponsor support):** $74999730.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 22: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **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):** $59999123.40
- **C.18.a - Value (excl. sponsor support):** $59999123.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 23: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.465000%
- **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):** $99999611.00
- **C.18.a - Value (excl. sponsor support):** $99999611.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.510000%
- **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):** $59984989.20
- **C.18.a - Value (excl. sponsor support):** $59984989.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.425000%
- **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):** $175027676.25
- **C.18.a - Value (excl. sponsor support):** $175027676.25
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 26: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.425000%
- **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):** $65010276.50
- **C.18.a - Value (excl. sponsor support):** $65010276.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 27: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62L9, C.4 - ISIN: US3130B62L97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124903102.50
- **C.18.a - Value (excl. sponsor support):** $124903102.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **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 28: 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):** $124898516.25
- **C.18.a - Value (excl. sponsor support):** $124898516.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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 29: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KN5, C.4 - ISIN: US3130B6KN59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119975422.80
- **C.18.a - Value (excl. sponsor support):** $119975422.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **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 30: 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):** $200038802.00
- **C.18.a - Value (excl. sponsor support):** $200038802.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 31: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.390000%
- **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):** $125000123.75
- **C.18.a - Value (excl. sponsor support):** $125000123.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88156275.30
- **C.18.a - Value (excl. sponsor support):** $88156275.30
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 33: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30002435.70
- **C.18.a - Value (excl. sponsor support):** $30002435.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25003534.50
- **C.18.a - Value (excl. sponsor support):** $25003534.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVF9, C.4 - ISIN: US3133EPVF98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35010088.05
- **C.18.a - Value (excl. sponsor support):** $35010088.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWW1, C.4 - ISIN: US3133EPWW13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $43016198.10
- **C.18.a - Value (excl. sponsor support):** $43016198.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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 37: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **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):** $34999806.10
- **C.18.a - Value (excl. sponsor support):** $34999806.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $30005639.10
- **C.18.a - Value (excl. sponsor support):** $30005639.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **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):** $7998947.92
- **C.18.a - Value (excl. sponsor support):** $7998947.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 40: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85017175.95
- **C.18.a - Value (excl. sponsor support):** $85017175.95
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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 4.480000%
- **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):** $50024229.00
- **C.18.a - Value (excl. sponsor support):** $50024229.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 42: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.495000%
- **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):** $21004868.01
- **C.18.a - Value (excl. sponsor support):** $21004868.01
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 43: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **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):** $20003621.00
- **C.18.a - Value (excl. sponsor support):** $20003621.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $40007888.40
- **C.18.a - Value (excl. sponsor support):** $40007888.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 45: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.540000%
- **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):** $25019253.00
- **C.18.a - Value (excl. sponsor support):** $25019253.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.515000%
- **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):** $11008115.91
- **C.18.a - Value (excl. sponsor support):** $11008115.91
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.495000%
- **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):** $55018709.35
- **C.18.a - Value (excl. sponsor support):** $55018709.35
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 48: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **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):** $30015371.70
- **C.18.a - Value (excl. sponsor support):** $30015371.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.500000%
- **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):** $24008704.56
- **C.18.a - Value (excl. sponsor support):** $24008704.56
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **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):** $30013441.20
- **C.18.a - Value (excl. sponsor support):** $30013441.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **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):** $35022982.40
- **C.18.a - Value (excl. sponsor support):** $35022982.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **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):** $15008499.75
- **C.18.a - Value (excl. sponsor support):** $15008499.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 53: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **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):** $20013253.00
- **C.18.a - Value (excl. sponsor support):** $20013253.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.515000%
- **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):** $60023394.00
- **C.18.a - Value (excl. sponsor support):** $60023394.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **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):** $35023557.80
- **C.18.a - Value (excl. sponsor support):** $35023557.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.520000%
- **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):** $45017698.95
- **C.18.a - Value (excl. sponsor support):** $45017698.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.520000%
- **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):** $60026305.20
- **C.18.a - Value (excl. sponsor support):** $60026305.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 58: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.520000%
- **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):** $60048421.20
- **C.18.a - Value (excl. sponsor support):** $60048421.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **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):** $20011146.20
- **C.18.a - Value (excl. sponsor support):** $20011146.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 60: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.535000%
- **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):** $50028149.50
- **C.18.a - Value (excl. sponsor support):** $50028149.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.530000%
- **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):** $40040347.20
- **C.18.a - Value (excl. sponsor support):** $40040347.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRN3, C.4 - ISIN: US3133ERRN35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20001886.40
- **C.18.a - Value (excl. sponsor support):** $20001886.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.540000%
- **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):** $40024950.80
- **C.18.a - Value (excl. sponsor support):** $40024950.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 64: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **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):** $30001330.80
- **C.18.a - Value (excl. sponsor support):** $30001330.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 65: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.530000%
- **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):** $15014846.70
- **C.18.a - Value (excl. sponsor support):** $15014846.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.540000%
- **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):** $70046548.60
- **C.18.a - Value (excl. sponsor support):** $70046548.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 67: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.540000%
- **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):** $20013670.20
- **C.18.a - Value (excl. sponsor support):** $20013670.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 68: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.535000%
- **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):** $40000037.60
- **C.18.a - Value (excl. sponsor support):** $40000037.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.535000%
- **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):** $32019960.32
- **C.18.a - Value (excl. sponsor support):** $32019960.32
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.525000%
- **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):** $35033189.45
- **C.18.a - Value (excl. sponsor support):** $35033189.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.530000%
- **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):** $100096101.00
- **C.18.a - Value (excl. sponsor support):** $100096101.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.520000%
- **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):** $15012734.70
- **C.18.a - Value (excl. sponsor support):** $15012734.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.530000%
- **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):** $20019628.00
- **C.18.a - Value (excl. sponsor support):** $20019628.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.540000%
- **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):** $90064558.80
- **C.18.a - Value (excl. sponsor support):** $90064558.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $25000022.75
- **C.18.a - Value (excl. sponsor support):** $25000022.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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):** $86002869.82
- **C.18.a - Value (excl. sponsor support):** $86002869.82
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.495000%
- **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):** $24007432.32
- **C.18.a - Value (excl. sponsor support):** $24007432.32
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 78: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.505000%
- **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):** $29999874.60
- **C.18.a - Value (excl. sponsor support):** $29999874.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.495000%
- **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):** $99999312.00
- **C.18.a - Value (excl. sponsor support):** $99999312.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.485000%
- **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):** $100002774.00
- **C.18.a - Value (excl. sponsor support):** $100002774.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **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):** $60057006.60
- **C.18.a - Value (excl. sponsor support):** $60057006.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.500000%
- **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):** $40024268.80
- **C.18.a - Value (excl. sponsor support):** $40024268.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.490000%
- **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):** $65039324.35
- **C.18.a - Value (excl. sponsor support):** $65039324.35
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.510000%
- **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):** $19012949.07
- **C.18.a - Value (excl. sponsor support):** $19012949.07
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.530000%
- **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):** $60056272.20
- **C.18.a - Value (excl. sponsor support):** $60056272.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 4.530000%
- **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):** $50050110.00
- **C.18.a - Value (excl. sponsor support):** $50050110.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 4.530000%
- **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):** $40046460.80
- **C.18.a - Value (excl. sponsor support):** $40046460.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 4.300000%
- **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_4.30_0707
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 4.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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 2024-197 YK     | 2054-12-20      | 5.4519%  | 0.0000% | $5616365.86        | $5614744.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4519%  | 0.0000% | $1207368.59        | $1205623.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FD     | 2054-04-20      | 5.4019%  | 0.0000% | $3178941.83        | $3174740.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-025 BF     | 2054-02-20      | 5.5019%  | 0.0000% | $8263578.38        | $8304196.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.4519%  | 0.0000% | $6027811.35        | $6021852.27        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  | 0.0000% | $69794523.23       | $55918891.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  | 0.0000% | $9679.08           | $9106.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR2581 | 2043-02-01      | 3.0000%  | 0.0000% | $234936.60         | $212592.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $25407.81          | $24385.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $10197.93          | $9510.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK8765 | 2032-06-01      | 2.5000%  | 0.0000% | $6882.58           | $6564.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9302 | 2054-10-01      | 4.5000%  | 0.0000% | $107400.05         | $103149.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  | 0.0000% | $17466.75          | $15292.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  | 0.0000% | $186603.83         | $156925.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX1038 | 2054-12-01      | 5.5000%  | 0.0000% | $454108.95         | $459720.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX0630 | 2054-12-01      | 5.5000%  | 0.0000% | $256186.37         | $259256.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0715 | 2040-12-01      | 4.0000%  | 0.0000% | $279409.32         | $270278.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5706 | 2045-05-01      | 5.5000%  | 0.0000% | $357514.45         | $363528.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $1192.98           | $1079.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $181026.49         | $187846.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAV0123 | 2044-06-01      | 3.5000%  | 0.0000% | $8503.37           | $7929.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $17437.45          | $16732.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  | 0.0000% | $42565.07          | $43762.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6596 | 2053-10-01      | 3.5000%  | 0.0000% | $125811.16         | $113423.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $56175.99          | $49728.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CNRD5059 | 2031-06-01      | 1.5000%  | 0.0000% | $6817.64           | $6406.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD3984 | 2051-05-01      | 2.0000%  | 0.0000% | $685.94            | $542.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5202 | 2042-11-01      | 5.0000%  | 0.0000% | $70623.05          | $71002.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG6746 | 2053-06-01      | 6.5000%  | 0.0000% | $8253.97           | $8645.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  | 0.0000% | $1501630.02        | $1370561.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $1141.65           | $1127.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  | 0.0000% | $118355.46         | $121235.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | 0.0000% | $1589297.60        | $1571991.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6470 | 2055-06-01      | 5.5000%  | 0.0000% | $250.25            | $252.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2573 | 2055-05-01      | 6.0000%  | 0.0000% | $255556.47         | $263171.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9460 | 2055-04-01      | 6.0000%  | 0.0000% | $54255.45          | $55872.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX8224 | 2055-02-01      | 5.0000%  | 0.0000% | $415418.34         | $409672.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX7388 | 2055-03-01      | 5.5000%  | 0.0000% | $299361.89         | $302811.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX7195 | 2055-02-01      | 5.5000%  | 0.0000% | $259905.12         | $263140.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5135 | 2055-01-01      | 5.5000%  | 0.0000% | $3447.94           | $3500.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3772 | 2055-01-01      | 5.0000%  | 0.0000% | $353330.37         | $347187.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $25292.17          | $22787.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU5925 | 2051-12-01      | 3.0000%  | 0.0000% | $16821.79          | $14697.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  | 0.0000% | $2574.92           | $2066.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  | 0.0000% | $42118.02          | $34303.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5477 | 2049-02-01      | 4.5000%  | 0.0000% | $8471.17           | $8248.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR3912 | 2043-02-01      | 3.0000%  | 0.0000% | $117512.02         | $106140.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR2896 | 2043-01-01      | 3.0000%  | 0.0000% | $205612.36         | $185673.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR2574 | 2043-02-01      | 3.5000%  | 0.0000% | $85370.16          | $80359.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1206 | 2042-12-01      | 3.0000%  | 0.0000% | $186107.44         | $169369.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP6245 | 2042-10-01      | 3.0000%  | 0.0000% | $127735.22         | $116406.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ4137 | 2041-10-01      | 3.5000%  | 0.0000% | $184742.85         | $173861.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI9002 | 2054-06-01      | 5.0000%  | 0.0000% | $23276.66          | $22889.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI0015 | 2054-02-01      | 6.5000%  | 0.0000% | $324078.14         | $339514.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5150 | 2033-05-01      | 5.0000%  | 0.0000% | $47120.62          | $48200.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  | 0.0000% | $11175.93          | $10615.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1999 | 2036-05-01      | 2.0000%  | 0.0000% | $68197.39          | $62934.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5125 | 2041-09-01      | 2.0000%  | 0.0000% | $36038.96          | $30934.08          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60278 G | 2045-10-01      | 4.0000%  | 0.0000% | $210453.35         | $201490.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | 0.0000% | $19243.51          | $18232.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $38695.81          | $32174.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ3871 | 2054-09-01      | 5.5000%  | 0.0000% | $1399823.22        | $1404268.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7349 | 2054-11-01      | 5.5000%  | 0.0000% | $356458.21         | $361228.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO3739 | 2040-06-01      | 4.5000%  | 0.0000% | $270476.00         | $269392.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1659 | 2055-05-01      | 5.5000%  | 0.0000% | $330045.08         | $332011.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0046 | 2055-01-01      | 6.0000%  | 0.0000% | $27662.07          | $28366.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  | 0.0000% | $101688.93         | $104076.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  | 0.0000% | $2405002.73        | $2304795.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6458 | 2055-01-01      | 6.5000%  | 0.0000% | $91072.86          | $94968.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIRR0000 | 2040-06-01      | 4.0000%  | 0.0000% | $12388.22          | $12133.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3692 | 2055-04-01      | 5.5000%  | 0.0000% | $317204.41         | $318996.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1684 | 2055-05-01      | 5.5000%  | 0.0000% | $646475.06         | $651226.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4146 | 2055-05-01      | 5.5000%  | 0.0000% | $317771.83         | $319665.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX7522 | 2055-03-01      | 6.0000%  | 0.0000% | $195469.08         | $201366.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1281 | 2055-04-01      | 5.5000%  | 0.0000% | $39933.44          | $40073.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1636 | 2055-04-01      | 6.0000%  | 0.0000% | $6911.93           | $7111.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1023 | 2049-07-01      | 3.5000%  | 0.0000% | $30693.59          | $28272.77          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q39181 G | 2046-03-01      | 4.0000%  | 0.0000% | $319098.27         | $303533.05         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q13205 G | 2042-11-01      | 3.0000%  | 0.0000% | $8411.52           | $7631.56           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  | 0.0000% | $2556340.24        | $2407385.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4492 | 2053-09-01      | 6.0000%  | 0.0000% | $1555.44           | $1591.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $1279.37           | $1154.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $159288.97         | $152865.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $403.55            | $398.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $9308.52           | $8066.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | 0.0000% | $634.02            | $525.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $2612498.99        | $2266308.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8227 | 2052-07-01      | 4.0000%  | 0.0000% | $6859.88           | $6398.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $84807.58          | $70596.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $38471.20          | $33468.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $77484.59          | $76639.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  | 0.0000% | $44849.20          | $44377.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8201 | 2052-12-01      | 4.5000%  | 0.0000% | $2853109.10        | $2737949.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $697.49            | $671.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CTRB5347 | 2045-04-01      | 6.5000%  | 0.0000% | $340214.58         | $354060.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $408.44            | $372.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $601.90            | $527.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | 0.0000% | $50056.50          | $50439.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5367 | 2054-04-01      | 5.5000%  | 0.0000% | $18249.08          | $18443.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $536.76            | $450.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | 0.0000% | $9213.86           | $8844.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6808 | 2052-02-01      | 3.0000%  | 0.0000% | $9635.55           | $8420.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $821.36            | $711.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  | 0.0000% | $22426.38          | $18779.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA2012 | 2050-01-01      | 3.5000%  | 0.0000% | $22212.16          | $20238.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN3041 | 2035-08-01      | 2.0000%  | 0.0000% | $32468.90          | $29815.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6018 | 2054-10-01      | 5.5000%  | 0.0000% | $8729.74           | $8779.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ4532 | 2054-09-01      | 6.5000%  | 0.0000% | $22658.16          | $23525.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $476966.77         | $418345.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $9587.29           | $9309.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $1358.09           | $1078.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $42976.53          | $34147.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $23062.12          | $23098.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA2093 | 2029-11-01      | 3.0000%  | 0.0000% | $8727.25           | $8564.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $622.90            | $597.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA0156 | 2029-08-01      | 5.0000%  | 0.0000% | $9649.09           | $9785.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB2077 | 2041-01-01      | 4.0000%  | 0.0000% | $15049.13          | $14507.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0431 | 2055-05-01      | 5.5000%  | 0.0000% | $363117.76         | $365169.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8852 | 2052-04-01      | 2.5000%  | 0.0000% | $943.85            | $782.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8762 | 2054-08-01      | 6.5000%  | 0.0000% | $1482.13           | $1548.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $127217.91         | $133895.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5301 | 2054-04-01      | 6.0000%  | 0.0000% | $14190.86          | $14605.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2088 | 2052-06-01      | 3.5000%  | 0.0000% | $68150.99          | $61413.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1658 | 2052-04-01      | 2.5000%  | 0.0000% | $154603.42         | $128279.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1446 | 2052-08-01      | 4.5000%  | 0.0000% | $19494.01          | $18727.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0789 | 2051-12-01      | 2.0000%  | 0.0000% | $9930.71           | $8070.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTSC0657 | 2041-04-01      | 3.0000%  | 0.0000% | $719947.03         | $666733.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB1067 | 2038-07-01      | 3.0000%  | 0.0000% | $9948.97           | $9480.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $488123.54         | $448970.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0532 | 2042-06-01      | 4.0000%  | 0.0000% | $736781.07         | $708059.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0755 | 2046-02-01      | 3.5000%  | 0.0000% | $7186.10           | $6631.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2419 | 2054-08-01      | 6.0000%  | 0.0000% | $308872.29         | $316253.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ0865 | 2054-08-01      | 5.5000%  | 0.0000% | $51965.44          | $52200.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8298 | 2054-01-01      | 7.5000%  | 0.0000% | $364153.60         | $394373.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  | 0.0000% | $826757.98         | $890046.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH6935 | 2053-11-01      | 5.5000%  | 0.0000% | $8763.19           | $8791.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1077 | 2053-09-01      | 6.0000%  | 0.0000% | $377409.83         | $392183.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  | 0.0000% | $30022.91          | $30709.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  | 0.0000% | $8605.84           | $8873.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3963 | 2053-06-01      | 5.0000%  | 0.0000% | $66020.02          | $65307.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8190 | 2053-02-01      | 6.0000%  | 0.0000% | $40212.31          | $41131.58          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G61886 G | 2048-11-01      | 5.0000%  | 0.0000% | $8678.15           | $8712.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $1129.70           | $979.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6597 | 2052-08-01      | 3.5000%  | 0.0000% | $44550.91          | $40137.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | 0.0000% | $91769.19          | $85541.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5613 | 2052-01-01      | 2.5000%  | 0.0000% | $110010.27         | $91232.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5495 | 2047-03-01      | 2.5000%  | 0.0000% | $91499.48          | $77819.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $1287.41           | $1161.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  | 0.0000% | $35940.00          | $36241.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZJ6130 | 2032-05-01      | 7.0000%  | 0.0000% | $8955.06           | $9487.82           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G18535 G | 2029-12-01      | 3.5000%  | 0.0000% | $16288.84          | $16128.19          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02404 G | 2036-10-01      | 5.5000%  | 0.0000% | $15765.04          | $16321.56          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61545 G | 2036-10-01      | 5.5000%  | 0.0000% | $105385.22         | $109191.05         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G01625 G | 2033-11-01      | 5.0000%  | 0.0000% | $76.87             | $78.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  | 0.0000% | $1230.73           | $1185.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5349 | 2052-10-01      | 4.0000%  | 0.0000% | $94170.70          | $88256.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | 0.0000% | $146959.25         | $148306.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFS4047 | 2042-12-01      | 3.5000%  | 0.0000% | $161865.59         | $152164.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $801.93            | $774.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2142 | 2052-06-01      | 3.5000%  | 0.0000% | $20494.04          | $18736.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS0015 | 2050-01-01      | 4.0000%  | 0.0000% | $1288.97           | $1221.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7694 | 2051-06-01      | 3.0000%  | 0.0000% | $72141.21          | $63342.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $4878.24           | $4440.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6400 | 2051-03-01      | 2.0000%  | 0.0000% | $17399.60          | $13968.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFM5534 | 2041-01-01      | 2.0000%  | 0.0000% | $106764.30         | $92570.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $1240.51           | $1129.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  | 0.0000% | $76342.19          | $73383.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1564 | 2049-07-01      | 5.0000%  | 0.0000% | $40802.42          | $40833.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  | 0.0000% | $407.94            | $371.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1453 | 2054-08-01      | 6.5000%  | 0.0000% | $373882.15         | $388970.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | 0.0000% | $2263536.06        | $2353344.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  | 0.0000% | $40942.73          | $42931.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM1231 | 2031-11-01      | 3.5000%  | 0.0000% | $6751.03           | $6684.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  | 0.0000% | $5831.76           | $5540.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBE7197 | 2047-03-01      | 4.5000%  | 0.0000% | $22800.36          | $22177.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE1870 | 2055-06-01      | 5.5000%  | 0.0000% | $498680.50         | $500264.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0456 | 2055-06-01      | 5.0000%  | 0.0000% | $434316.91         | $426832.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9921 | 2055-05-01      | 5.5000%  | 0.0000% | $292851.03         | $294596.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  | 0.0000% | $2362383.82        | $2328216.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3656 | 2055-03-01      | 5.5000%  | 0.0000% | $1556.24           | $1576.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2257 | 2055-02-01      | 5.5000%  | 0.0000% | $421064.36         | $424158.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1663 | 2055-02-01      | 5.5000%  | 0.0000% | $163647.07         | $165077.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7936 | 2054-08-01      | 5.5000%  | 0.0000% | $394695.10         | $399773.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2561 | 2054-06-01      | 5.5000%  | 0.0000% | $345712.94         | $351085.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8189 | 2045-04-01      | 4.0000%  | 0.0000% | $124976.54         | $118419.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7054 | 2044-07-01      | 4.0000%  | 0.0000% | $20716.68          | $19628.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  | 0.0000% | $10744.15          | $10561.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0475 | 2055-05-01      | 5.5000%  | 0.0000% | $322280.97         | $323304.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2016 | 2043-04-01      | 3.0000%  | 0.0000% | $20260.47          | $18312.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  | 0.0000% | $11652.53          | $11048.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5082 | 2045-06-01      | 4.0000%  | 0.0000% | $27368.43          | $25985.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8257 | 2043-04-01      | 3.5000%  | 0.0000% | $125937.91         | $118480.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR6969 | 2043-02-01      | 3.0000%  | 0.0000% | $155584.51         | $140335.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR7097 | 2043-05-01      | 3.0000%  | 0.0000% | $41475.27          | $37452.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6463 | 2053-06-01      | 5.5000%  | 0.0000% | $15086.95          | $15262.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $9430.52           | $8803.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $42840.57          | $41124.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $538.67            | $517.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  | 0.0000% | $58972.67          | $53206.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $14390.83          | $13041.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $1048.41           | $869.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3530 | 2052-05-01      | 4.0000%  | 0.0000% | $183534.00         | $171331.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1793 | 2051-10-01      | 2.5000%  | 0.0000% | $88118.48          | $73078.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7228 | 2050-10-01      | 2.5000%  | 0.0000% | $127262.90         | $107378.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | 0.0000% | $494186.33         | $393406.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  | 0.0000% | $25042.97          | $25261.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6719 | 2053-02-01      | 5.5000%  | 0.0000% | $19579.36          | $19806.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5665 | 2055-03-01      | 3.5000%  | 0.0000% | $59591.03          | $53685.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $156292.55         | $159525.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  | 0.0000% | $13788.67          | $12842.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $72243.32          | $71099.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $47475.96          | $47693.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA4944 | 2038-03-01      | 4.5000%  | 0.0000% | $1624.27           | $1618.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $396.46            | $398.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $1055.09           | $984.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $861.92            | $777.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $5534.19           | $5346.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $97638.00          | $93693.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4603 | 2037-05-01      | 2.5000%  | 0.0000% | $71975.32          | $67134.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $412.33            | $342.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4571 | 2042-03-01      | 2.5000%  | 0.0000% | $18732.51          | $16682.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5326 | 2054-04-01      | 4.5000%  | 0.0000% | $11520.72          | $11038.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $875.11            | $793.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  | 0.0000% | $664.31            | $580.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  | 0.0000% | $790.86            | $720.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4042 | 2035-06-01      | 2.0000%  | 0.0000% | $832.31            | $764.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK2408 C     | 2065-04-20      | 6.5000%  | 0.0000% | $4447084.34        | $4565288.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3488 | 2055-02-01      | 5.5000%  | 0.0000% | $2722986.41        | $2746615.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2527 | 2054-07-01      | 5.5000%  | 0.0000% | $606063.29         | $607987.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  | 0.0000% | $6604361.68        | $6681041.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1162 | 2054-08-01      | 5.5000%  | 0.0000% | $146958.27         | $147424.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $160706.63         | $134643.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0503 | 2048-04-01      | 4.0000%  | 0.0000% | $45290.89          | $43249.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  | 0.0000% | $214586.57         | $205940.67         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q53213 G | 2047-12-01      | 4.0000%  | 0.0000% | $707251.11         | $670237.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  | 0.0000% | $229490.53         | $198843.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  | 0.0000% | $2645.65           | $2383.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4854 | 2052-10-01      | 6.0000%  | 0.0000% | $777918.89         | $816072.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2575 | 2054-08-01      | 6.0000%  | 0.0000% | $103460.16         | $107122.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  | 0.0000% | $17910.09          | $18239.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CNRD5076 | 2031-12-01      | 2.0000%  | 0.0000% | $83807.48          | $79513.87          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C91960 G | 2037-11-01      | 3.5000%  | 0.0000% | $12519.49          | $12095.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $945.82            | $880.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  | 0.0000% | $804945.98         | $791014.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6866 | 2053-08-01      | 5.5000%  | 0.0000% | $5097173.18        | $5146440.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  | 0.0000% | $19075.57          | $19136.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6234 | 2053-07-01      | 5.5000%  | 0.0000% | $24372.28          | $24655.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3115 | 2054-04-01      | 5.5000%  | 0.0000% | $275865.85         | $281018.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8810 | 2054-08-01      | 6.5000%  | 0.0000% | $11290.63          | $11824.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3722 | 2053-05-01      | 5.0000%  | 0.0000% | $40750.61          | $40326.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  | 0.0000% | $616.92            | $568.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1546 | 2052-08-01      | 3.5000%  | 0.0000% | $32375.86          | $29363.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH7417 | 2054-01-01      | 6.5000%  | 0.0000% | $219051.75         | $231975.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $1214.65           | $1102.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $23160.18          | $19213.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | 0.0000% | $1130.58           | $1142.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD8143 | 2055-05-01      | 5.0000%  | 0.0000% | $2722806.26        | $2676095.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $16388.20          | $15260.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC4071 | 2051-07-01      | 3.0000%  | 0.0000% | $9209.23           | $7994.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5453 | 2044-08-01      | 5.5000%  | 0.0000% | $113269.65         | $115639.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $14209.20          | $13625.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6811 | 2053-05-01      | 5.0000%  | 0.0000% | $160106.38         | $158966.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLBY9934 | 2053-12-01      | 8.0000%  | 0.0000% | $36939.84          | $39107.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $1087.68           | $1030.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1857 | 2054-06-01      | 5.5000%  | 0.0000% | $119860.67         | $120352.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $89453.05          | $85823.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9619 | 2055-04-01      | 5.5000%  | 0.0000% | $387578.29         | $390786.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5147 | 2033-04-01      | 5.0000%  | 0.0000% | $43469.76          | $44466.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9279 | 2053-06-01      | 6.0000%  | 0.0000% | $192838.19         | $198152.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4009 | 2053-03-01      | 5.5000%  | 0.0000% | $4235.63           | $4264.46           | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $91000.00          | $90623.35          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $17080250.00       | $17218418.02       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $27117650.00       | $27135874.82       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $714600.00         | $724807.23         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $1558300.00        | $1586960.25        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $2925.00           | $3001.66           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $3412225.00        | $3404690.81        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  | 0.0000% | $1770050.00        | $1779024.92        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $159815400.00      | $161554920.79      | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $404650.00         | $411252.33         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $38131150.00       | $38898549.77       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $1533750.00        | $1577583.73        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $27225.00          | $27806.32          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $3769100.00        | $3790018.51        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $232921100.00      | $235459112.66      | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/26     | 2026-07-31      | 4.4220%  | 0.0000% | $4250250.00        | $4285971.24        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $113050.00         | $116664.23         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $1043175.00        | $1076525.47        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $94850.00          | $98423.90          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $10534525.00       | $10772986.07       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $300025.00         | $309409.69         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $91831875.00       | $91910586.58       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $30069025.00       | $30682840.28       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | 0.0000% | $4303400.00        | $4303572.14        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $47991425.00       | $47980290.99       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $60935000.00       | $62358201.88       | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BH 25         | 2025-09-30      | 5.0000%  | 0.0000% | $139825.00         | $141782.65         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $1098900.00        | $1124751.17        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  | 0.0000% | $111000.00         | $112858.33         | U.S. Treasuries (including strips)        |
| USTR 3 NOTE AQ 25         | 2025-07-15      | 3.0000%  | 0.0000% | $272325.00         | $275846.14         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $899000.00         | $867543.62         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $24170800.00       | $22437637.91       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  | 0.0000% | $243737200.00      | $235695524.70      | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $25.00             | $22.50             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $25.00             | $17.10             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $25.00             | $14.71             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $25.00             | $15.98             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $275.00            | $205.46            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $25.00             | $17.69             | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $3000000.00        | $3220803.15        | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  | 0.0000% | $500.00            | $516.62            | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  | 0.0000% | $247000.00         | $238619.29         | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  | 0.0000% | $36500.00          | $35463.04          | U.S. Treasuries (including strips)        |
| USTR BILL 07/24/25        | 2025-07-24      | 0.0000%  | 0.0000% | $17000.00          | $16953.42          | U.S. Treasuries (including strips)        |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  | 0.0000% | $111025.00         | $109102.94         | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  | 0.0000% | $177750.00         | $175234.84         | U.S. Treasuries (including strips)        |
| USTR BILL 07/10/25        | 2025-07-10      | 0.0000%  | 0.0000% | $304025.00         | $303675.37         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $216400.00         | $224149.39         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $1164100.00        | $1155840.71        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $1061900.00        | $738923.33         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $66437500.00       | $65762028.48       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $9084975.00        | $8774357.98        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $48550400.00       | $50473529.12       | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $500.00            | $536.80            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $53500.00          | $52166.89          | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  | 0.0000% | $63100.00          | $62108.12          | U.S. Treasuries (including strips)        |

### Security 89: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 4.330000%
- **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_4.33_0707
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.6552%  | 0.0000% | $3208672.91        | $3209835.87        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6552%  | 0.0000% | $451912.76         | $451138.38         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4052%  | 0.0000% | $14981.34          | $15001.55          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 5.3552%  | 0.0000% | $226.31            | $225.35            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.6552%  | 0.0000% | $1567349.43        | $1568332.85        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8052%  | 0.0000% | $461410.77         | $464757.97         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2052%  | 0.0000% | $1114041.35        | $1107563.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4519%  | 0.0000% | $147.69            | $147.47            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2052%  | 0.0000% | $129.91            | $129.81            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.8052%  | 0.0000% | $19494172.57       | $19562368.53       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  | 0.0000% | $162487.75         | $157594.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS7593 | 2030-12-01      | 3.5000%  | 0.0000% | $14181.75          | $14139.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS7609 | 2030-01-01      | 2.5000%  | 0.0000% | $19228.34          | $18868.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  | 0.0000% | $97.15             | $96.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $430320.43         | $421245.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  | 0.0000% | $39683.07          | $40565.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $838444.83         | $798913.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  | 0.0000% | $26294.17          | $26959.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930264 | 2038-12-01      | 6.0000%  | 0.0000% | $9846.51           | $10163.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930261 | 2038-11-01      | 6.0000%  | 0.0000% | $12490.82          | $12883.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  | 0.0000% | $49020.99          | $51423.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  | 0.0000% | $22006.57          | $22707.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  | 0.0000% | $35881.70          | $37109.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  | 0.0000% | $18591.03          | $17311.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $32166.38          | $29325.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  | 0.0000% | $52045.54          | $54140.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  | 0.0000% | $1259250.02        | $1335337.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5349 | 2054-10-01      | 5.5000%  | 0.0000% | $1430427.73        | $1449561.93        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  | 0.0000% | $144533.75         | $133754.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2630 | 2047-02-01      | 4.0000%  | 0.0000% | $117802.36         | $110887.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  | 0.0000% | $15690.26          | $13360.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  | 0.0000% | $20823.78          | $19672.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $142870.82         | $131576.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  | 0.0000% | $802131.27         | $728637.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $46503.31          | $41598.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  | 0.0000% | $1585498.53        | $1623779.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  | 0.0000% | $1851859.99        | $1865609.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  | 0.0000% | $662959.24         | $617148.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU2599 | 2052-01-01      | 2.5000%  | 0.0000% | $966.66            | $811.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  | 0.0000% | $631895.93         | $628959.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  | 0.0000% | $340617.92         | $338930.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  | 0.0000% | $108526.72         | $115084.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  | 0.0000% | $161698.48         | $146219.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $13542.51          | $13332.24          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $133.33            | $136.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  | 0.0000% | $21551.96          | $20914.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  | 0.0000% | $396157.45         | $395741.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $9845150.36        | $9924734.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  | 0.0000% | $27759.47          | $28196.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $6642291.36        | $6543240.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  | 0.0000% | $2032769.63        | $1628647.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $522611.78         | $504511.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  | 0.0000% | $857968.03         | $925446.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  | 0.0000% | $18316.99          | $14708.20          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS2653 | 2028-08-01      | 1.3900%  | 0.0000% | $240346.48         | $222321.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2664 | 2051-02-01      | 2.0000%  | 0.0000% | $53562.07          | $43030.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  | 0.0000% | $36497.99          | $30502.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  | 0.0000% | $1865926.31        | $1484831.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  | 0.0000% | $70168.79          | $71725.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  | 0.0000% | $704846.89         | $564599.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0907 | 2051-06-01      | 2.5000%  | 0.0000% | $24038605.86       | $20234181.31       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6110 | 2027-07-01      | 3.0000%  | 0.0000% | $122000.00         | $119568.13         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  | 0.0000% | $31061.36          | $29427.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  | 0.0000% | $38378.65          | $34412.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  | 0.0000% | $2894.29           | $2810.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  | 0.0000% | $19798.96          | $18377.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  | 0.0000% | $3029094.34        | $2714855.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  | 0.0000% | $69021.83          | $57973.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN4824 | 2036-01-01      | 2.0000%  | 0.0000% | $15773.52          | $14549.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  | 0.0000% | $37336.73          | $30029.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  | 0.0000% | $14860.65          | $13537.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  | 0.0000% | $1505755.96        | $1430856.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $36.91             | $35.88             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM5292 | 2032-06-01      | 3.2184%  | 0.0000% | $44257.98          | $42211.28          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  | 0.0000% | $109841.45         | $103665.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $32374.65          | $30585.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  | 0.0000% | $508925.62         | $493865.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9719 | 2040-08-01      | 5.5000%  | 0.0000% | $13297.52          | $13666.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  | 0.0000% | $13875.69          | $14304.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD8286 | 2040-06-01      | 6.0000%  | 0.0000% | $11608.59          | $11947.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD6725 | 2040-06-01      | 6.0000%  | 0.0000% | $10796.71          | $11131.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  | 0.0000% | $15045.92          | $15405.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  | 0.0000% | $22649.94          | $23223.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD5214 | 2040-06-01      | 4.5000%  | 0.0000% | $16030.79          | $15869.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  | 0.0000% | $25528.84          | $26174.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $136881.84         | $125783.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH0794 | 2047-04-01      | 3.5000%  | 0.0000% | $28006.85          | $25885.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $88678.54          | $70368.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $12595.23          | $12381.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  | 0.0000% | $7441.87           | $6691.47           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  | 0.0000% | $36728.22          | $36883.45          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.4900%  | 0.0000% | $101694.98         | $101816.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD4220 | 2040-08-01      | 5.5000%  | 0.0000% | $4849.98           | $4948.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  | 0.0000% | $17700.09          | $18297.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  | 0.0000% | $81155.08          | $68154.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3801 | 2052-06-01      | 3.0000%  | 0.0000% | $243079.58         | $213556.03         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4272 | 2029-01-01      | 1.8000%  | 0.0000% | $240000.00         | $221998.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  | 0.0000% | $71.49             | $71.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  | 0.0000% | $11423.58          | $11342.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  | 0.0000% | $59097.23          | $47836.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  | 0.0000% | $158855.63         | $143562.19         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  | 0.0000% | $22293.62          | $22782.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  | 0.0000% | $31946.78          | $29011.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  | 0.0000% | $2917622.36        | $2442796.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8003 | 2050-12-01      | 2.0000%  | 0.0000% | $2410452.81        | $1924717.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5961 | 2054-04-01      | 5.0000%  | 0.0000% | $606983.35         | $600760.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  | 0.0000% | $108347.33         | $94035.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $22186.46          | $21003.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  | 0.0000% | $47157.28          | $38003.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $41760.25          | $39197.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  | 0.0000% | $88081.62          | $85031.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  | 0.0000% | $5743.99           | $4976.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  | 0.0000% | $1277.90           | $1213.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9085 | 2051-02-01      | 2.0000%  | 0.0000% | $230430.46         | $183187.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  | 0.0000% | $2496387.88        | $2513576.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  | 0.0000% | $22834.28          | $21504.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9706 | 2051-10-01      | 3.0000%  | 0.0000% | $101156.61         | $87904.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  | 0.0000% | $82025.04          | $74647.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $21531.14          | $20304.56          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $200337.87         | $196872.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $1551853.97        | $1559952.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3315 | 2040-03-01      | 6.0000%  | 0.0000% | $8465.65           | $8728.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  | 0.0000% | $69187.79          | $73303.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1685 | 2040-08-01      | 6.0000%  | 0.0000% | $10564.51          | $10888.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  | 0.0000% | $24193.09          | $25121.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $15230644.13       | $14966967.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $15762331.79       | $15512716.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $90844.59          | $91249.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $1051912.71        | $1039550.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $2041414.63        | $2018872.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  | 0.0000% | $28374.44          | $27268.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $443484.43         | $412839.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8668 | 2048-09-01      | 4.0000%  | 0.0000% | $44557.43          | $41988.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  | 0.0000% | $22952.10          | $22337.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $1021222.09        | $961962.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  | 0.0000% | $405562.89         | $394914.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $46512.23          | $44283.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  | 0.0000% | $295640.77         | $281536.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  | 0.0000% | $174070.97         | $173208.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3703 | 2026-11-01      | 3.0000%  | 0.0000% | $8318.81           | $8245.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3535 | 2026-09-01      | 3.0000%  | 0.0000% | $10097.02          | $10014.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  | 0.0000% | $11951.82          | $12344.22          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $7.41              | $7.41              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $5.28              | $5.57              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $91.22             | $93.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  | 0.0000% | $20273.47          | $21071.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  | 0.0000% | $330305.22         | $325347.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6219 | 2053-05-01      | 4.0000%  | 0.0000% | $597761.25         | $560016.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  | 0.0000% | $17078.77          | $16614.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIZS8482 | 2028-03-01      | 2.0000%  | 0.0000% | $11606.11          | $11301.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  | 0.0000% | $4556545.99        | $3640339.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  | 0.0000% | $41876.46          | $40374.45          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  | 0.0000% | $12238.42          | $11930.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $396252.20         | $375369.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | 0.0000% | $3662469.63        | $3067918.55        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  | 0.0000% | $596336.80         | $549065.51         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  | 0.0000% | $5066666.67        | $4509260.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1654 | 2051-09-01      | 2.0000%  | 0.0000% | $438512.26         | $352124.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $3991.69           | $3527.96           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $112.84            | $115.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902653 | 2036-11-01      | 6.0000%  | 0.0000% | $9326.77           | $9598.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  | 0.0000% | $802867.45         | $721430.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8704 | 2048-10-01      | 4.0000%  | 0.0000% | $224991.65         | $211231.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $327349.33         | $329274.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  | 0.0000% | $1822255.63        | $1895747.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  | 0.0000% | $1214296.80        | $1076825.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $385812.39         | $379821.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  | 0.0000% | $248369.89         | $250568.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  | 0.0000% | $406091.98         | $386303.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3167 | 2051-11-01      | 3.0000%  | 0.0000% | $52271.35          | $45718.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1533 | 2052-04-01      | 3.0000%  | 0.0000% | $192421.33         | $168573.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  | 0.0000% | $47396.87          | $38075.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  | 0.0000% | $79995.46          | $66572.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  | 0.0000% | $71911.28          | $60203.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  | 0.0000% | $24884.43          | $20101.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  | 0.0000% | $28474.35          | $22879.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  | 0.0000% | $123370.22         | $98096.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  | 0.0000% | $59318.48          | $49898.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  | 0.0000% | $137536.65         | $129393.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM3595 | 2040-06-01      | 3.0000%  | 0.0000% | $22977.13          | $21606.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  | 0.0000% | $59542.14          | $50012.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1969 | 2051-10-01      | 3.5000%  | 0.0000% | $2445400.40        | $2255335.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB3666 | 2026-10-01      | 3.0000%  | 0.0000% | $6052.39           | $5998.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  | 0.0000% | $132901.81         | $139887.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  | 0.0000% | $66958.03          | $66229.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0064 | 2051-04-01      | 2.5000%  | 0.0000% | $2020399.34        | $1691857.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  | 0.0000% | $19742.86          | $20242.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  | 0.0000% | $29690.05          | $30888.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  | 0.0000% | $25797.53          | $26657.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  | 0.0000% | $17995.25          | $15663.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA9194 | 2039-08-01      | 6.0000%  | 0.0000% | $9940.44           | $10236.56          | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $10.11             | $10.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC8580 | 2040-01-01      | 6.0000%  | 0.0000% | $6352.74           | $6520.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  | 0.0000% | $15650.75          | $16200.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3367 | 2040-05-01      | 6.0000%  | 0.0000% | $11350.86          | $11698.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  | 0.0000% | $111714.34         | $114814.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAP0452 | 2027-07-01      | 3.0000%  | 0.0000% | $18568.57          | $18357.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5023 | 2040-08-01      | 5.5000%  | 0.0000% | $8784.65           | $8912.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  | 0.0000% | $30695.86          | $32459.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  | 0.0000% | $24908.63          | $25401.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  | 0.0000% | $3610153.69        | $3749405.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAP7534 | 2027-09-01      | 2.5000%  | 0.0000% | $8961.97           | $8813.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  | 0.0000% | $30267.14          | $27780.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $768503.43         | $729115.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  | 0.0000% | $2374273.79        | $2249368.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  | 0.0000% | $108975.07         | $115113.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $568636.43         | $562550.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  | 0.0000% | $198237.25         | $211267.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  | 0.0000% | $1137038.20        | $1150660.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  | 0.0000% | $83861.05          | $86453.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  | 0.0000% | $25710.57          | $24192.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2857 | 2054-12-01      | 5.0000%  | 0.0000% | $2552573.92        | $2523571.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | 0.0000% | $8407450.00        | $8805350.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $735702.57         | $742814.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4689 | 2055-05-01      | 6.0000%  | 0.0000% | $2917880.47        | $2986612.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX8621 | 2055-03-01      | 6.0000%  | 0.0000% | $501178.98         | $516005.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  | 0.0000% | $280637.27         | $292510.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5824 | 2055-02-01      | 6.5000%  | 0.0000% | $1151100.35        | $1205266.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  | 0.0000% | $258820.97         | $265903.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  | 0.0000% | $158708.64         | $163325.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  | 0.0000% | $54660.60          | $52980.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  | 0.0000% | $15360.70          | $15951.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0088 | 2051-04-01      | 2.0000%  | 0.0000% | $224180.51         | $179579.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0841 | 2051-06-01      | 2.5000%  | 0.0000% | $2878333.81        | $2422960.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  | 0.0000% | $7057844.93        | $5654710.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA9092 | 2050-09-01      | 3.5000%  | 0.0000% | $629174.93         | $581544.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8723 | 2051-01-01      | 2.0000%  | 0.0000% | $5479197.77        | $4389884.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  | 0.0000% | $33957.33          | $27206.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  | 0.0000% | $3263434.60        | $2614093.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  | 0.0000% | $61188.86          | $56320.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  | 0.0000% | $2840718.80        | $2275984.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $20739.66          | $16612.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $340977.53         | $271230.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $32131.75          | $25744.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  | 0.0000% | $4061004.09        | $3232843.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  | 0.0000% | $4427788.04        | $3547504.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE4835 | 2040-10-01      | 6.0000%  | 0.0000% | $6403.19           | $6613.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  | 0.0000% | $18764.67          | $19465.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  | 0.0000% | $25142.82          | $25840.97          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  | 0.0000% | $180.46            | $166.71            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  | 0.0000% | $61542.82          | $60355.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  | 0.0000% | $42338.02          | $44384.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $605462.11         | $618057.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $86115.10          | $68500.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $243134.35         | $246733.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  | 0.0000% | $41566.12          | $35032.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  | 0.0000% | $85835.61          | $71874.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  | 0.0000% | $94965.35          | $79463.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3023 | 2052-10-01      | 5.0000%  | 0.0000% | $204784.78         | $204645.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  | 0.0000% | $736459.84         | $610763.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  | 0.0000% | $272.90            | $236.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  | 0.0000% | $28730.94          | $27896.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  | 0.0000% | $664167.78         | $560659.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  | 0.0000% | $890814.88         | $709149.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $9018449.67        | $7686820.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | 0.0000% | $1577412.12        | $1259074.76        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1529%  | 0.0000% | $1333333.33        | $1155256.48        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $266.40            | $250.20            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $11952.89          | $11785.47          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  | 0.0000% | $666666.67         | $567244.67         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.7465%  | 0.0000% | $300000.00         | $250482.09         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5827%  | 0.0000% | $400000.00         | $343031.28         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2863%  | 0.0000% | $330440.00         | $282851.33         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $24958.11          | $22529.51          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.6802%  | 0.0000% | $505715.75         | $480094.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  | 0.0000% | $805898.80         | $811940.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  | 0.0000% | $3118319.00        | $2505632.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  | 0.0000% | $119522.83         | $103631.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  | 0.0000% | $544016.45         | $435919.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $98061.80          | $92861.80          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  | 0.0000% | $14240.07          | $13913.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  | 0.0000% | $420436.53         | $422707.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  | 0.0000% | $516545.14         | $550229.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0194 | 2054-07-01      | 6.5000%  | 0.0000% | $575899.17         | $602361.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $14081.24          | $12216.96          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9040%  | 0.0000% | $742076.62         | $749426.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  | 0.0000% | $980701.76         | $961651.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  | 0.0000% | $15100677.73       | $14897343.75       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $1301844.82        | $1313210.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX3632 | 2055-01-01      | 6.5000%  | 0.0000% | $271373.18         | $283251.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  | 0.0000% | $516468.60         | $545980.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5514 | 2055-01-01      | 5.5000%  | 0.0000% | $1643896.27        | $1659788.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  | 0.0000% | $295094.25         | $302063.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $172143.08         | $160573.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  | 0.0000% | $583977.36         | $545641.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $829495.36         | $695382.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $72340.15          | $68474.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  | 0.0000% | $27810.82          | $27562.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  | 0.0000% | $30695.76          | $29556.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $110013.12         | $110999.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $1606774.47        | $1699544.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $12985618.65       | $13049904.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $535672.90         | $557819.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  | 0.0000% | $555673.18         | $576251.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  | 0.0000% | $930887.46         | $988614.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  | 0.0000% | $53699.03          | $53985.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5895 | 2053-03-01      | 5.0000%  | 0.0000% | $13420721.37       | $13325189.69       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  | 0.0000% | $34689.29          | $35818.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  | 0.0000% | $2733832.50        | $2742513.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1760 | 2054-10-01      | 5.5000%  | 0.0000% | $274895.34         | $277467.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  | 0.0000% | $41789.45          | $44421.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1977 | 2054-09-01      | 6.0000%  | 0.0000% | $547148.45         | $559687.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  | 0.0000% | $193415.27         | $185876.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  | 0.0000% | $80626.62          | $82665.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  | 0.0000% | $24956.40          | $25587.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  | 0.0000% | $15646.20          | $15868.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  | 0.0000% | $14853.04          | $15467.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC5122 | 2039-10-01      | 6.0000%  | 0.0000% | $13118.39          | $13567.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  | 0.0000% | $14686.94          | $15235.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC3020 | 2039-09-01      | 4.5000%  | 0.0000% | $49104.02          | $48996.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  | 0.0000% | $133737.51         | $125818.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB3320 | 2039-11-01      | 7.0000%  | 0.0000% | $3893.68           | $4125.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | 0.0000% | $10025.29          | $9435.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $1522.94           | $1354.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  | 0.0000% | $210950.99         | $208490.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8127 | 2055-05-01      | 5.5000%  | 0.0000% | $421278.49         | $424960.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  | 0.0000% | $385522.96         | $386747.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  | 0.0000% | $201617.72         | $210220.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1943 | 2055-02-01      | 5.5000%  | 0.0000% | $537033.68         | $541727.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $1985.22           | $2030.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9992 | 2055-02-01      | 6.0000%  | 0.0000% | $35896.83          | $36916.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  | 0.0000% | $1586.23           | $1687.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  | 0.0000% | $237676.95         | $248643.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  | 0.0000% | $417158.40         | $434671.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  | 0.0000% | $504580.12         | $509848.21         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841974 G        | 2050-02-01      | 6.1520%  | 0.0000% | $379885.47         | $394009.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  | 0.0000% | $136230.11         | $140837.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1324 | 2048-06-01      | 4.0000%  | 0.0000% | $6863567.22        | $6655245.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD4056 | 2055-03-01      | 4.5000%  | 0.0000% | $415225.43         | $397857.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  | 0.0000% | $49542.55          | $52543.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  | 0.0000% | $179316.10         | $191533.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  | 0.0000% | $596490.50         | $609518.05         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 6.2050%  | 0.0000% | $128.52            | $132.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  | 0.0000% | $2548.76           | $2508.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  | 0.0000% | $141577.70         | $143077.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  | 0.0000% | $134379.14         | $144791.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $2861585.04        | $2889229.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $969924.53         | $986491.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  | 0.0000% | $890584.73         | $895614.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $668883.27         | $662360.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  | 0.0000% | $428684.08         | $440676.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  | 0.0000% | $921593.68         | $948015.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  | 0.0000% | $724458.30         | $644950.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  | 0.0000% | $42560.04          | $38047.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  | 0.0000% | $838.90            | $829.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  | 0.0000% | $25791.58          | $26566.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  | 0.0000% | $40554.03          | $42966.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1222 | 2040-07-01      | 4.5000%  | 0.0000% | $17423.16          | $17388.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  | 0.0000% | $18180.41          | $18822.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995243 | 2038-08-01      | 4.5000%  | 0.0000% | $17963.21          | $17995.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  | 0.0000% | $58037.62          | $60703.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $665387.57         | $690030.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  | 0.0000% | $1513267.65        | $1601635.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $12576439.30       | $12951057.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  | 0.0000% | $4868.02           | $5011.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  | 0.0000% | $13939.00          | $14355.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  | 0.0000% | $26567.06          | $27238.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL948102 | 2037-11-01      | 6.0000%  | 0.0000% | $3867.98           | $3946.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL931797 | 2039-08-01      | 4.5000%  | 0.0000% | $9110.83           | $9102.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  | 0.0000% | $26938.35          | $27619.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4951 | 2052-10-01      | 5.0000%  | 0.0000% | $2662057.42        | $2668504.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  | 0.0000% | $340403.15         | $336573.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $10003964.75       | $9898770.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  | 0.0000% | $614.20            | $596.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  | 0.0000% | $2285676.43        | $2346835.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9438 | 2053-07-01      | 5.5000%  | 0.0000% | $671972.22         | $677844.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $363128.88         | $365551.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  | 0.0000% | $797041.74         | $821447.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $375903.87         | $350617.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $176189.33         | $164347.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $48824.76          | $42354.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  | 0.0000% | $3841.95           | $3413.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  | 0.0000% | $33.38             | $30.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  | 0.0000% | $449184.48         | $400049.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $3127439.35        | $2907309.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  | 0.0000% | $4170495.01        | $3868302.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $16049.61          | $14543.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  | 0.0000% | $7132627.39        | $6461637.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  | 0.0000% | $129674.37         | $117345.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9246 | 2044-08-01      | 4.5000%  | 0.0000% | $17463.42          | $17432.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  | 0.0000% | $13595.11          | $13195.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  | 0.0000% | $1205169.55        | $1134043.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  | 0.0000% | $16145.24          | $16349.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1647 | 2041-07-01      | 4.5000%  | 0.0000% | $22476.08          | $22233.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  | 0.0000% | $21437.01          | $21673.63          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  | 0.0000% | $76906.17          | $79657.14          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.7920%  | 0.0000% | $15.62             | $16.25             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462208 | 2033-09-01      | 6.4050%  | 0.0000% | $5106.19           | $5123.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  | 0.0000% | $772276.12         | $724226.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3124 | 2052-03-01      | 3.5000%  | 0.0000% | $1735241.51        | $1585437.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3101 | 2052-03-01      | 2.0000%  | 0.0000% | $18575.92          | $14930.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  | 0.0000% | $13116.07          | $11459.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  | 0.0000% | $9585.10           | $8316.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2455 | 2051-12-01      | 4.0000%  | 0.0000% | $219595.28         | $207259.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  | 0.0000% | $10449.99          | $8734.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  | 0.0000% | $59350.78          | $53724.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1312 | 2051-08-01      | 2.5000%  | 0.0000% | $15648654.38       | $13137685.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  | 0.0000% | $32439.65          | $28237.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0906 | 2051-06-01      | 2.5000%  | 0.0000% | $24299153.65       | $20333820.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0505 | 2051-05-01      | 2.5000%  | 0.0000% | $120756.99         | $101829.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0355 | 2051-05-01      | 2.5000%  | 0.0000% | $12412392.79       | $10419060.43       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  | 0.0000% | $37768.73          | $34477.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  | 0.0000% | $922997.64         | $928211.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ4700 | 2054-09-01      | 6.5000%  | 0.0000% | $18900.02          | $19742.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  | 0.0000% | $345617.87         | $356767.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  | 0.0000% | $1221733.11        | $1260576.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  | 0.0000% | $8465.39           | $8996.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  | 0.0000% | $196102.67         | $201596.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $4995593.98        | $4943523.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $382717.41         | $377840.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  | 0.0000% | $17756.05          | $14778.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  | 0.0000% | $59089.55          | $55352.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  | 0.0000% | $114.91            | $95.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  | 0.0000% | $548464.52         | $439422.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  | 0.0000% | $475571.78         | $447495.07         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  | 0.0000% | $26465.43          | $25948.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $101028.70         | $84628.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  | 0.0000% | $14573.00          | $12227.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  | 0.0000% | $786770.74         | $724284.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  | 0.0000% | $817208.02         | $823560.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  | 0.0000% | $27806.09          | $26232.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $542819.42         | $497204.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5371 | 2050-03-01      | 4.0000%  | 0.0000% | $17028.80          | $15960.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  | 0.0000% | $70.86             | $64.05             | Agency Mortgage-Backed Securities         |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $41306.67          | $25332.16          | U.S. Treasuries (including strips)        |

### Security 90: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.39_0701
- **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:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 5/8 TRIN X 30 | 2030-04-15      | 1.6250%  | 0.0000% | $58333392.38       | $58855728.08       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27 | 2027-04-15      | 0.1250%  | 0.0000% | $125883134.47      | $123191446.27      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 25 | 2025-07-15      | 0.3750%  | 0.0000% | $20209101.56       | $20226877.75       | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN A 26 | 2026-01-15      | 0.6250%  | 0.0000% | $104076439.88      | $103763276.18      | U.S. Treasuries (including strips) |

### Security 91: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.390000%
- **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_4.39_0826
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| REFC RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $723466.67         | $602277.32         | Agency Debentures and Agency Strips |
| REFC 8.875 RFBD 30 B      | 2030-04-15      | 8.8750%  | 0.0000% | $14800.00          | $18152.05          | Agency Debentures and Agency Strips |
| REFC 8.625 RFBD 30 A      | 2030-01-15      | 8.6250%  | 0.0000% | $36400.00          | $44616.25          | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6600%  | 0.0000% | $26878266.67       | $27135334.89       | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 K7   | 2028-05-23      | 4.6200%  | 0.0000% | $44546666.67       | $44783815.80       | Agency Debentures and Agency Strips |
| FMAC 4.60 FMNT GB25-27P8  | 2027-05-14      | 4.6000%  | 0.0000% | $533.33            | $536.36            | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AF 27/11   | 2027-11-12      | 4.6500%  | 0.0000% | $14624266.67       | $14778146.45       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF K 27/05    | 2027-05-03      | 4.5950%  | 0.0000% | $133.33            | $134.51            | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 4.5700%  | 0.0000% | $530133.33         | $531971.13         | Agency Debentures and Agency Strips |
| FHLB 4.65 FHOR 25-28 MD   | 2028-04-25      | 4.6500%  | 0.0000% | $466666.67         | $469926.72         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/28 6870 | 2028-02-15      | 4.7300%  | 0.0000% | $6534666.67        | $6585938.39        | Agency Debentures and Agency Strips |
| FMAC 4.75 FMNT GB25-28K6  | 2028-02-28      | 4.7500%  | 0.0000% | $13057733.33       | $13258525.00       | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 27 QL     | 2027-06-11      | 4.1250%  | 0.0000% | $10000.00          | $10084.47          | Agency Debentures and Agency Strips |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $646093.33         | $633348.33         | U.S. Treasuries (including strips)  |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  | 0.0000% | $24646120.00       | $24280807.45       | U.S. Treasuries (including strips)  |

### Security 92: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 4.400000%
- **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_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.0000 - 10/31/2029 | 2029-10-31      | 4.0000%  | 0.0000% | $50000000.00       | $51331521.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 10/31/2029 | 2029-10-31      | 4.0000%  | 0.0000% | $26577000.00       | $26962925.54       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51069293.48       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  | 0.0000% | $10768800.00       | $10999100.15       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49856984.29       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49856984.29       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49856984.29       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49856984.29       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49856984.29       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $23507000.00       | $23439762.59       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51160155.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  | 0.0000% | $10000000.00       | $10232031.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $34885000.00       | $36131632.82       | U.S. Treasuries (including strips) |

### Security 93: Truist Bank

- **C.1 - Title:** Truistb Sec Repo 18 Truistb Sec Repo 18 4.330000%
- **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: 902UZY001, C.3 - LEI: N/A, C.5 - Other ID: 902UZY001_4.33_0707
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-001 FA     | 2052-01-20      | 3.0000%  | 0.0000% | $67212012.56       | $57360098.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  | 0.0000% | $60318918.27       | $45507943.02       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $174003.68         | $130677.70         | Agency Mortgage-Backed Securities         |

### Security 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129514246.08
- **C.18.a - Value (excl. sponsor support):** $129514246.08
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $141394658.00
- **C.18.a - Value (excl. sponsor support):** $141394658.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $118686762.00
- **C.18.a - Value (excl. sponsor support):** $118686762.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $308352093.86
- **C.18.a - Value (excl. sponsor support):** $308352093.86
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 98: 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):** $335233257.37
- **C.18.a - Value (excl. sponsor support):** $335233257.37
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 99: 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):** $127355772.70
- **C.18.a - Value (excl. sponsor support):** $127355772.70
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 100: 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):** $323630066.30
- **C.18.a - Value (excl. sponsor support):** $323630066.30
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $975449690.51
- **C.18.a - Value (excl. sponsor support):** $975449690.51
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $186003430.70
- **C.18.a - Value (excl. sponsor support):** $186003430.70
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: 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):** $44928924.93
- **C.18.a - Value (excl. sponsor support):** $44928924.93
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $333200000.00
- **C.18.a - Value (excl. sponsor support):** $333200000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? 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):** $320835465.26
- **C.18.a - Value (excl. sponsor support):** $320835465.26
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $319174511.68
- **C.18.a - Value (excl. sponsor support):** $319174511.68
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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? 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):** $463480095.78
- **C.18.a - Value (excl. sponsor support):** $463480095.78
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $91343670.00
- **C.18.a - Value (excl. sponsor support):** $91343670.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 109: 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):** $153772605.00
- **C.18.a - Value (excl. sponsor support):** $153772605.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 110: 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):** $314231558.45
- **C.18.a - Value (excl. sponsor support):** $314231558.45
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $461786105.11
- **C.18.a - Value (excl. sponsor support):** $461786105.11
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: 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):** $63479007.65
- **C.18.a - Value (excl. sponsor support):** $63479007.65
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 113: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.365000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $517553721.38
- **C.18.a - Value (excl. sponsor support):** $517553721.38
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $270744345.88
- **C.18.a - Value (excl. sponsor support):** $270744345.88
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.485000%
- **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):** $55060332.25
- **C.18.a - Value (excl. sponsor support):** $55060332.25
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 116: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.390000%
- **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):** $139073226.59
- **C.18.a - Value (excl. sponsor support):** $139073226.59
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 117: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.445000%
- **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):** $130145020.20
- **C.18.a - Value (excl. sponsor support):** $130145020.20
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.338000%
- **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):** $334869216.00
- **C.18.a - Value (excl. sponsor support):** $334869216.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.400000%
- **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):** $396964722.58
- **C.18.a - Value (excl. sponsor support):** $396964722.58
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: BMO Capital Markets Corp.

- **C.1 - Title:** Bmo Repo 4.400000%
- **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: 931FWK002, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 931FWK002_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-001 LY     | 2055-01-20      | 4.0000%  | 0.0000% | $715499.60         | $608054.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 DL     | 2054-11-20      | 5.0000%  | 0.0000% | $294946.40         | $256938.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 PK     | 2055-02-20      | 4.5000%  | 0.0000% | $1081924.00        | $949642.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-126 JK     | 2052-05-20      | 4.5000%  | 0.0000% | $770882.18         | $758787.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 CN     | 2052-11-20      | 5.0000%  | 0.0000% | $129444.80         | $124674.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-098 FM     | 2051-06-20      | 2.5000%  | 0.0000% | $67549.39          | $56049.47          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-051 PM     | 2053-07-20      | 5.0000%  | 0.0000% | $3528.40           | $3441.66           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MY     | 2055-01-20      | 5.0000%  | 0.0000% | $1921516.00        | $1856672.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-16O FE     | 2066-06-20      | 6.2971%  | 0.0000% | $463990.91         | $467103.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 BL     | 2055-01-20      | 6.0000%  | 0.0000% | $1941647.20        | $1963836.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-102 PY     | 2042-08-20      | 2.0000%  | 0.0000% | $160000.00         | $127848.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 YJ     | 2053-06-20      | 3.5000%  | 0.0000% | $343600.00         | $294070.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JL     | 2055-04-20      | 4.5000%  | 0.0000% | $135200.00         | $119139.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 AL     | 2055-04-20      | 5.1000%  | 0.0000% | $605793.20         | $567617.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PY     | 2055-04-20      | 5.2500%  | 0.0000% | $652364.40         | $597250.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 HY     | 2054-09-20      | 4.5000%  | 0.0000% | $1197946.00        | $1091058.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 GC     | 2051-10-20      | 3.5000%  | 0.0000% | $159454.27         | $152673.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 BL     | 2054-08-20      | 4.5000%  | 0.0000% | $622834.40         | $572405.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-08O KF     | 2074-05-20      | 5.1519%  | 0.0000% | $58860.33          | $58649.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-9O FC      | 2068-06-20      | 4.6274%  | 0.0000% | $36580.68          | $36416.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-095 FW     | 2054-06-20      | 5.4019%  | 0.0000% | $121320.49         | $121100.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 MN     | 2064-06-20      | 5.0000%  | 0.0000% | $100000.00         | $98143.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-19O FT     | 2070-11-20      | 6.0260%  | 0.0000% | $145435.17         | $146763.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-136 KA     | 2042-03-20      | 4.0000%  | 0.0000% | $181206.84         | $180613.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 NL     | 2054-10-20      | 5.0000%  | 0.0000% | $63473.60          | $59240.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-08O FE     | 2072-03-20      | 5.0783%  | 0.0000% | $108606.79         | $107999.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-19O FK     | 2065-08-20      | 5.0460%  | 0.0000% | $12051.58          | $3433.20           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 WA     | 2050-05-20      | 0.8383%  | 0.0000% | $1486799.60        | $635806.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H28 FA     | 2062-09-20      | 5.0260%  | 0.0000% | $120.49            | $120.37            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 PL     | 2055-01-20      | 5.7500%  | 0.0000% | $31771.60          | $30417.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 KB     | 2055-01-20      | 5.5000%  | 0.0000% | $1622266.40        | $1533899.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O FE      | 2067-12-20      | 5.0662%  | 0.0000% | $440553.37         | $442186.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-151 PY     | 2054-07-20      | 4.5000%  | 0.0000% | $450134.00         | $405422.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-151 PL     | 2054-07-20      | 4.5000%  | 0.0000% | $301200.00         | $270271.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-126 GL     | 2054-08-20      | 3.0000%  | 0.0000% | $764708.00         | $578248.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.4519%  | 0.0000% | $87561.37          | $87429.63          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 KL     | 2051-05-20      | 3.0000%  | 0.0000% | $168540.40         | $150584.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 GB     | 2054-06-20      | 5.0000%  | 0.0000% | $654775.60         | $636441.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-051 PB     | 2053-07-20      | 5.0000%  | 0.0000% | $3525.20           | $3440.84           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 CF     | 2054-02-20      | 5.5519%  | 0.0000% | $15007.19          | $15051.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 AF     | 2054-02-20      | 5.5519%  | 0.0000% | $35086.89          | $35102.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-136 PA     | 2053-06-20      | 7.0000%  | 0.0000% | $2133.88           | $2196.33           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-152 T      | 2059-09-20      | 6.5000%  | 0.0000% | $2283.88           | $2292.22           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-063 LM     | 2050-10-20      | 3.5000%  | 0.0000% | $12000.00          | $9970.67           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 VL     | 2052-04-20      | 1.5000%  | 0.0000% | $2551200.00        | $1663008.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-191 KT     | 2051-10-20      | 5.5000%  | 0.0000% | $944995.26         | $955622.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-16O FB     | 2072-08-20      | 5.2019%  | 0.0000% | $2081437.34        | $2079869.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-04O FC     | 2073-01-20      | 5.1519%  | 0.0000% | $244521.34         | $243991.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-09O FA     | 2072-04-20      | 4.9719%  | 0.0000% | $112861.12         | $111853.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O DF     | 2071-06-20      | 6.3019%  | 0.0000% | $837710.38         | $849302.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-3O FT      | 2069-08-20      | 4.3700%  | 0.0000% | $2351.39           | $2349.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-0O FT      | 2069-05-20      | 4.9274%  | 0.0000% | $418745.99         | $421015.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FA     | 2070-01-20      | 5.1460%  | 0.0000% | $341097.41         | $340137.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FT      | 2069-04-20      | 4.3500%  | 0.0000% | $1300.57           | $1299.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-0O FA      | 2068-12-20      | 5.0460%  | 0.0000% | $1196607.75        | $1189226.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  | 0.0000% | $1234405.87        | $1240110.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-3O DF      | 2068-07-20      | 5.7854%  | 0.0000% | $1364171.84        | $1367275.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O PF      | 2068-02-20      | 4.7460%  | 0.0000% | $31649.90          | $31521.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-21 YA      | 2048-02-20      | 2.5000%  | 0.0000% | $217173.86         | $184859.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-33 BT      | 2047-09-16      | 3.0000%  | 0.0000% | $243914.50         | $220276.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-130 TA     | 2047-08-20      | 2.5000%  | 0.0000% | $8276.02           | $7078.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-076 PA     | 2044-05-20      | 2.0000%  | 0.0000% | $555785.45         | $533440.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-162 BY     | 2045-11-20      | 3.0000%  | 0.0000% | $206646.80         | $184131.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-058 HL     | 2043-09-16      | 2.2500%  | 0.0000% | $92211.35          | $89534.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-165 PD     | 2041-03-20      | 2.7500%  | 0.0000% | $411240.67         | $401707.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-116 MA     | 2041-12-16      | 2.2500%  | 0.0000% | $460.75            | $460.56            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-080 CD     | 2047-05-20      | 2.5000%  | 0.0000% | $344132.39         | $292324.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FB      | 2066-01-20      | 5.2460%  | 0.0000% | $212799.24         | $213586.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FK      | 2066-02-20      | 5.4960%  | 0.0000% | $75783.58          | $76202.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-12-20      | 5.4460%  | 0.0000% | $7746.60           | $7778.40           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1960%  | 0.0000% | $45046.50          | $45179.14          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FV      | 2067-05-20      | 4.9460%  | 0.0000% | $5152.51           | $5147.59           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-2O FM      | 2068-02-20      | 4.9775%  | 0.0000% | $68796.13          | $68543.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H29 FA     | 2062-10-20      | 4.9610%  | 0.0000% | $15858.48          | $15848.97          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H25 FA     | 2061-12-20      | 5.1460%  | 0.0000% | $9177.18           | $9037.08           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H21 CF     | 2061-05-20      | 5.1460%  | 0.0000% | $1386.58           | $1388.15           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H11 FA     | 2062-02-20      | 5.1460%  | 0.0000% | $32901.89          | $32959.91          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H08 BF     | 2063-03-20      | 4.8460%  | 0.0000% | $40237.39          | $39939.66          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H05 FB     | 2060-12-20      | 4.9460%  | 0.0000% | $3338.86           | $3335.44           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H01 AF     | 2060-11-20      | 4.8960%  | 0.0000% | $11470.51          | $11453.68          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H28 FE     | 2060-12-20      | 4.8460%  | 0.0000% | $58042.53          | $57946.41          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-9O FE      | 2067-04-20      | 4.9219%  | 0.0000% | $953038.24         | $955434.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 PL     | 2055-05-20      | 5.2500%  | 0.0000% | $963200.40         | $910491.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 MY     | 2055-05-20      | 5.2500%  | 0.0000% | $964312.80         | $919609.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 UA     | 2055-05-20      | 5.0000%  | 0.0000% | $3235823.00        | $3127881.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PN     | 2055-01-20      | 5.5000%  | 0.0000% | $437758.91         | $444364.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PM     | 2055-01-20      | 5.2500%  | 0.0000% | $2122275.88        | $2144772.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PL     | 2055-01-20      | 5.2500%  | 0.0000% | $576014.40         | $550377.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 VH     | 2036-06-20      | 4.0000%  | 0.0000% | $1000724.75        | $964417.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 GL     | 2055-04-20      | 5.0000%  | 0.0000% | $490211.20         | $447127.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 NY     | 2055-03-20      | 5.0000%  | 0.0000% | $2138542.80        | $2039773.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 WL     | 2055-03-20      | 5.2500%  | 0.0000% | $820620.40         | $754139.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QN     | 2053-02-20      | 4.5000%  | 0.0000% | $1077125.60        | $1023080.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GV     | 2036-04-20      | 4.5000%  | 0.0000% | $1882138.00        | $1837313.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 UB     | 2055-03-20      | 5.0000%  | 0.0000% | $677348.79         | $661962.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 PQ     | 2055-03-20      | 5.0000%  | 0.0000% | $18000.00          | $15866.37          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 EL     | 2055-03-20      | 5.0000%  | 0.0000% | $696800.00         | $659774.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GL     | 2055-03-20      | 5.0000%  | 0.0000% | $1554400.00        | $1467172.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-68 PA      | 2048-08-20      | 4.0000%  | 0.0000% | $28832.79          | $27415.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-18 TP      | 2049-02-20      | 3.5000%  | 0.0000% | $32780.14          | $29507.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-20 LH      | 2048-09-20      | 3.5000%  | 0.0000% | $240000.00         | $184555.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-20O FA     | 2070-04-20      | 4.7960%  | 0.0000% | $513546.02         | $506178.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O JF     | 2071-04-20      | 5.8019%  | 0.0000% | $1635812.06        | $1654503.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FM     | 2070-08-20      | 4.8460%  | 0.0000% | $52125.92          | $51967.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FA     | 2070-07-20      | 4.8960%  | 0.0000% | $146335.93         | $144686.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 AY     | 2055-03-20      | 5.5000%  | 0.0000% | $271640.00         | $249408.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 CY     | 2055-02-20      | 5.0000%  | 0.0000% | $1867872.40        | $1744043.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 CB     | 2055-02-20      | 5.0000%  | 0.0000% | $767663.60         | $725142.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 HG     | 2050-01-20      | 5.2500%  | 0.0000% | $225501.28         | $226477.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 NY     | 2055-02-20      | 5.0000%  | 0.0000% | $506352.80         | $477791.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 LC     | 2051-02-20      | 4.0000%  | 0.0000% | $1640159.10        | $1580961.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MJ     | 2053-09-20      | 4.5000%  | 0.0000% | $659189.89         | $656834.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW     | 2053-03-20      | 5.0000%  | 0.0000% | $1939888.74        | $1951983.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 HL     | 2055-01-20      | 5.5000%  | 0.0000% | $293214.40         | $285610.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 ML     | 2055-01-20      | 5.0000%  | 0.0000% | $1500719.60        | $1424728.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 DL     | 2055-01-20      | 5.0000%  | 0.0000% | $544114.00         | $515292.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 LB     | 2055-01-20      | 5.5000%  | 0.0000% | $1909046.80        | $1865059.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 KL     | 2055-01-20      | 5.5000%  | 0.0000% | $624110.40         | $590591.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-197 NL     | 2054-12-20      | 4.5000%  | 0.0000% | $1716919.20        | $1493470.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-197 GY     | 2054-12-20      | 5.0000%  | 0.0000% | $2338230.40        | $2223067.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-197 PA     | 2053-09-20      | 4.5000%  | 0.0000% | $124495.39         | $123123.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 WL     | 2054-10-20      | 4.5000%  | 0.0000% | $341088.80         | $295713.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 PL     | 2054-10-20      | 4.5000%  | 0.0000% | $1155888.40        | $1036866.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 DU     | 2052-07-20      | 5.0000%  | 0.0000% | $1166064.23        | $1169295.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-04O HF     | 2072-02-20      | 5.1219%  | 0.0000% | $73917.46          | $73734.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-105 D      | 2051-06-20      | 5.5000%  | 0.0000% | $1498356.39        | $1486184.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-098 HM     | 2050-04-20      | 2.6000%  | 0.0000% | $44534.55          | $38169.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-159 P      | 2049-09-20      | 2.5000%  | 0.0000% | $2382020.43        | $2036662.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-90 FA      | 2049-07-20      | 4.0000%  | 0.0000% | $12529.68          | $11382.84          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O FD      | 2069-01-20      | 5.1660%  | 0.0000% | $132252.20         | $131248.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 A       | 2048-07-20      | 0.1461%  | 0.0000% | $105600.00         | $58836.17          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 5.2039%  | 0.0000% | $22000000.00       | $22132671.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-110 LJ     | 2051-05-20      | 4.5000%  | 0.0000% | $602090.00         | $558836.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-006 LA     | 2048-12-20      | 3.5000%  | 0.0000% | $83793.49          | $76831.21          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 EN     | 2054-08-20      | 5.0000%  | 0.0000% | $1230069.20        | $1209873.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GN     | 2051-07-20      | 4.5000%  | 0.0000% | $1091148.00        | $1041175.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 PM     | 2053-10-20      | 5.0000%  | 0.0000% | $1544640.00        | $1498272.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 WB     | 2055-02-20      | 5.2500%  | 0.0000% | $985339.20         | $943108.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FT      | 2068-10-20      | 4.8460%  | 0.0000% | $864.89            | $861.86            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-20O FD     | 2074-11-20      | 5.1019%  | 0.0000% | $313874.32         | $312978.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-188 CG     | 2043-12-20      | 4.0000%  | 0.0000% | $604247.34         | $576349.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-86 PK      | 2034-09-20      | 4.0000%  | 0.0000% | $52.72             | $52.58             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-034 MB     | 2052-02-20      | 3.0000%  | 0.0000% | $13346.62          | $12335.08          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H06 FA     | 2061-02-20      | 4.8960%  | 0.0000% | $116593.50         | $116461.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 BV     | 2036-02-20      | 3.5000%  | 0.0000% | $636295.07         | $595964.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-04 MA      | 2046-01-20      | 3.0000%  | 0.0000% | $234531.94         | $216247.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-119 JE     | 2049-09-20      | 3.0000%  | 0.0000% | $758.94            | $671.84            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H10 FC     | 2060-05-20      | 5.4363%  | 0.0000% | $29232.82          | $29353.87          | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL02GA1 R21M02G | 2031-03-25      | 1.1980%  | 0.0000% | $383175.27         | $352165.30         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $4851.47           | $4783.51           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0031A1 R21M00 | 2033-11-25      | 1.0000%  | 0.0000% | $2380.08           | $2374.09           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  | 0.0000% | $927047.38         | $856928.32         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2971%  | 0.0000% | $418125.53         | $388757.98         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $174292.29         | $166040.56         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R19M004 | 2031-02-25      | 3.6100%  | 0.0000% | $24627.54          | $23865.02          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL007A1 R21M007 | 2031-03-25      | 1.7826%  | 0.0000% | $212821.44         | $202292.59         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC008ADP R19M00 | 2029-04-25      | 4.1374%  | 0.0000% | $20825.34          | $20602.29          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052 | 2030-10-25      | 0.8780%  | 0.0000% | $290383.50         | $281173.20         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA1 R22M02S | 2032-09-25      | 3.8756%  | 0.0000% | $44233.24          | $44151.47          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-53 A       | 2044-09-16      | 2.2500%  | 0.0000% | $272203.68         | $263759.51         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001  | 2032-04-25      | 3.5477%  | 0.0000% | $589671.30         | $569150.22         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-038 AH     | 2064-04-16      | 1.8000%  | 0.0000% | $259152.70         | $198239.89         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD     | 2047-11-16      | 2.7868%  | 0.0000% | $146343.83         | $133942.20         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-065 AH     | 2062-12-16      | 1.6500%  | 0.0000% | $26838.24          | $19886.34          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E      | 2064-10-16      | 3.0000%  | 0.0000% | $1104000.00        | $742360.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787936 C     | 2055-04-20      | 5.5000%  | 0.0000% | $10334399.08       | $10435506.25       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787935 C     | 2055-04-20      | 5.5000%  | 0.0000% | $6431368.14        | $6494746.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787460 C     | 2041-12-20      | 5.0000%  | 0.0000% | $40497458.04       | $40295326.24       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI0038 C     | 2065-03-20      | 6.5000%  | 0.0000% | $7955959.36        | $8167429.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0411 M     | 2055-06-20      | 5.5000%  | 0.0000% | $8400000.00        | $8412411.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1168 C     | 2065-06-20      | 7.0000%  | 0.0000% | $9600000.00        | $9915656.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1167 C     | 2065-06-20      | 6.5000%  | 0.0000% | $16000000.00       | $16425281.78       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9701 C     | 2065-06-20      | 6.5000%  | 0.0000% | $10800000.00       | $11087065.20       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9595 C     | 2065-05-20      | 6.5000%  | 0.0000% | $6800000.00        | $6980744.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9584 C     | 2065-06-20      | 6.5000%  | 0.0000% | $6800000.00        | $6980744.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5099 C     | 2065-05-20      | 6.5000%  | 0.0000% | $6797351.13        | $6978025.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2321 C     | 2065-06-20      | 5.5000%  | 0.0000% | $10400000.00       | $10383417.78       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2303 C     | 2055-06-20      | 6.0000%  | 0.0000% | $6062392.80        | $6235833.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG1657 C     | 2065-02-20      | 6.0000%  | 0.0000% | $13340218.10       | $13667498.12       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF8566 C     | 2065-01-20      | 6.0000%  | 0.0000% | $17034213.78       | $17317753.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $88491888.00       | $91455137.18       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-010 AG     | 2060-05-16      | 2.2500%  | 0.0000% | $12986.41          | $10975.58          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2014-017 AM     | 2048-06-16      | 3.5353%  | 0.0000% | $1422.01           | $1363.51           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-031 AW     | 2057-10-16      | 4.5000%  | 0.0000% | $321212.80         | $311961.23         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-196 BE     | 2064-10-16      | 3.0000%  | 0.0000% | $1264000.00        | $847586.16         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-090 AC     | 2066-07-16      | 2.0000%  | 0.0000% | $163611.18         | $137813.15         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-165 BD     | 2064-08-16      | 3.2500%  | 0.0000% | $80942.40          | $47927.62          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-056 E      | 2065-11-16      | 4.5000%  | 0.0000% | $119493.20         | $93611.81          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-056 B      | 2065-11-16      | 4.0000%  | 0.0000% | $600000.00         | $484161.13         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005 | 2034-01-25      | 2.4244%  | 0.0000% | $598000.00         | $505772.06         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  | 0.0000% | $1681661.33        | $1407995.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CN5012 C     | 2047-12-20      | 3.5000%  | 0.0000% | $12210339.56       | $11001643.47       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778372 C     | 2042-02-20      | 3.5000%  | 0.0000% | $144242.18         | $131145.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778370 C     | 2042-01-20      | 3.5000%  | 0.0000% | $347202.27         | $315686.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778374 C     | 2042-03-20      | 3.5000%  | 0.0000% | $183891.90         | $167251.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $208123.97         | $184011.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CO9990 C     | 2045-08-20      | 3.5000%  | 0.0000% | $7955412.08        | $7168474.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CO9984 C     | 2042-09-20      | 3.5000%  | 0.0000% | $8434591.78        | $7600625.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK9525 C     | 2065-05-20      | 6.5000%  | 0.0000% | $6400000.00        | $6570112.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF8858 C     | 2065-02-20      | 6.0000%  | 0.0000% | $27357698.20       | $27745858.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF8723 C     | 2065-01-20      | 6.0000%  | 0.0000% | $25607305.68       | $25970630.66       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787839 C     | 2055-02-20      | 5.5000%  | 0.0000% | $22676691.67       | $22961206.05       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2323 C     | 2065-06-20      | 6.5000%  | 0.0000% | $8000000.00        | $8212640.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9617 C     | 2065-06-20      | 6.5000%  | 0.0000% | $10800000.00       | $11087065.20       | Agency Mortgage-Backed Securities         |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $132760.00         | $134715.24         | U.S. Treasuries (including strips)        |

### Security 121: BMO Capital Markets Corp.

- **C.1 - Title:** Bmo Repo 4.420000%
- **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: 931FWK002, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 931FWK002_4.42_0707
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 4257EK 10/15/28 | 2028-10-15      | 2.5000%  | 0.0000% | $6963.76           | $6899.90           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BA 01/25/49 | 2049-01-25      | 3.0000%  | 0.0000% | $171440.88         | $155069.76         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5230PE 12/25/51 | 2051-12-25      | 2.0000%  | 0.0000% | $33333.33          | $26373.40          | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4283EW 12/15/43 | 2043-12-15      | 4.5000%  | 0.0000% | $22785.03          | $22268.02          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5201CA 07/25/48 | 2048-07-25      | 2.5000%  | 0.0000% | $75217.95          | $66473.85          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4113MW 09/15/42 | 2042-09-15      | 3.0000%  | 0.0000% | $83000.00          | $70061.77          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549BC 10/25/51 | 2051-10-25      | 5.0000%  | 0.0000% | $2169799.00        | $2115271.47        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 03806L 02/15/26 | 2026-02-15      | 3.5000%  | 0.0000% | $17081.13          | $17034.23          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AB 06/25/53 | 2053-06-25      | 5.0000%  | 0.0000% | $3897439.11        | $3895002.35        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5223NB 02/25/42 | 2042-02-25      | 3.5000%  | 0.0000% | $783333.33         | $641320.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-006 AB     | 2039-11-20      | 3.0000%  | 0.0000% | $346.29            | $343.83            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024AN R25F024 | 2055-03-25      | 5.0000%  | 0.0000% | $1486010.51        | $1451094.87        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43 | 2043-01-15      | 3.0000%  | 0.0000% | $122666.67         | $103489.66         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5517AL 03/25/55 | 2055-03-25      | 6.0000%  | 0.0000% | $1491189.00        | $1441246.59        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4648ND 09/15/46 | 2046-09-15      | 3.0000%  | 0.0000% | $549577.33         | $489187.39         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3072EM 11/15/35 | 2035-11-15      | 5.5000%  | 0.0000% | $167132.87         | $173085.74         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KP 11/25/49 | 2049-11-25      | 3.0000%  | 0.0000% | $228776.75         | $210307.99         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460EL 10/25/54 | 2054-10-25      | 4.7500%  | 0.0000% | $84333.33          | $73180.03          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460CL 09/25/54 | 2054-09-25      | 4.7500%  | 0.0000% | $55666.67          | $49323.97          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4039QB 05/15/27 | 2027-05-15      | 1.5000%  | 0.0000% | $9097.81           | $8901.17           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4247AY 09/15/43 | 2043-09-15      | 4.5000%  | 0.0000% | $100000.00         | $94125.90          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43 | 2043-07-15      | 3.5000%  | 0.0000% | $83333.33          | $78263.79          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4203DM 04/15/33 | 2033-04-15      | 3.0000%  | 0.0000% | $27398.70          | $26773.53          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4180MB 10/15/42 | 2042-10-15      | 2.0000%  | 0.0000% | $340075.73         | $318109.94         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4181TB 10/15/42 | 2042-10-15      | 2.5000%  | 0.0000% | $14565.41          | $13851.89          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4157PM 01/15/43 | 2043-01-15      | 2.5000%  | 0.0000% | $108700.00         | $80432.12          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139PA 11/15/41 | 2041-11-15      | 2.5000%  | 0.0000% | $10551.45          | $10333.53          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42 | 2042-12-15      | 2.5000%  | 0.0000% | $50000.00          | $36965.99          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4135BY 11/15/42 | 2042-11-15      | 2.0000%  | 0.0000% | $109000.00         | $70318.20          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4119WU 10/15/32 | 2032-10-15      | 3.0000%  | 0.0000% | $33333.33          | $31967.86          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4100PA 01/15/42 | 2042-01-15      | 3.0000%  | 0.0000% | $376768.72         | $361839.51         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42 | 2042-07-15      | 2.5000%  | 0.0000% | $92765.00          | $71584.33          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4019JC 05/15/41 | 2041-05-15      | 2.5000%  | 0.0000% | $170203.87         | $166388.22         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4020PG 03/15/27 | 2027-03-15      | 2.5000%  | 0.0000% | $821.00            | $813.27            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41 | 2041-06-15      | 4.0000%  | 0.0000% | $3050.89           | $2978.23           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3745VE 09/15/29 | 2029-09-15      | 4.0000%  | 0.0000% | $4081.53           | $4069.58           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.7552%  | 0.0000% | $201947.55         | $202313.95         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC089KE R15F089 | 2031-11-25      | 2.0000%  | 0.0000% | $12629.68          | $12045.62          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534AC 03/25/43 | 2043-03-25      | 5.0000%  | 0.0000% | $2775923.01        | $2778831.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5508ML 02/25/55 | 2055-02-25      | 5.0000%  | 0.0000% | $668255.00         | $633450.13         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481AT 12/25/54 | 2054-12-25      | 0.1250%  | 0.0000% | $15444957.33       | $12346755.96       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5472FE 11/25/54 | 2054-11-25      | 5.6552%  | 0.0000% | $141654.93         | $141757.84         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5457DB 08/25/54 | 2054-08-25      | 4.7500%  | 0.0000% | $73333.33          | $69166.49          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460CD 09/25/54 | 2054-09-25      | 4.5000%  | 0.0000% | $73333.33          | $71189.73          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460BY 09/25/54 | 2054-09-25      | 4.7500%  | 0.0000% | $62000.00          | $53782.42          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54 | 2054-07-25      | 0.1250%  | 0.0000% | $200735.99         | $170428.20         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250JY 08/25/52 | 2052-08-25      | 3.2500%  | 0.0000% | $142781.00         | $96726.57          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250BY 08/25/52 | 2052-08-25      | 3.2500%  | 0.0000% | $142781.00         | $96726.57          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KD 03/25/52 | 2052-03-25      | 3.0000%  | 0.0000% | $704168.70         | $639691.26         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5195CA 12/25/47 | 2047-12-25      | 2.5000%  | 0.0000% | $158391.09         | $141313.34         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4937MD 10/25/49 | 2049-10-25      | 2.5000%  | 0.0000% | $69763.32          | $61246.12          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BG 01/25/49 | 2049-01-25      | 2.0000%  | 0.0000% | $137152.71         | $117925.70         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49 | 2049-07-15      | 4.0000%  | 0.0000% | $54333.33          | $42638.64          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4820YA 06/15/48 | 2048-06-15      | 3.5000%  | 0.0000% | $173643.09         | $161018.10         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4813CJ 08/15/48 | 2048-08-15      | 3.0000%  | 0.0000% | $25627.93          | $22046.88          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48 | 2048-01-15      | 3.0000%  | 0.0000% | $45048.52          | $40431.39          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3631AP 08/15/39 | 2039-08-15      | 4.0000%  | 0.0000% | $239933.92         | $238002.75         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3284ME 03/15/37 | 2037-03-15      | 5.5000%  | 0.0000% | $124609.44         | $129467.03         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2787OH 04/15/34 | 2034-04-15      | 5.5000%  | 0.0000% | $308064.87         | $318429.57         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2716DS 05/15/33 | 2033-05-15      | 5.5000%  | 0.0000% | $63666.51          | $65600.54          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2561PH 02/15/33 | 2033-02-15      | 5.5000%  | 0.0000% | $29274.38          | $30087.06          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AY 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $868538.33         | $802124.49         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534CY 05/25/55 | 2055-05-25      | 5.0000%  | 0.0000% | $2082666.67        | $1935979.83        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534AY 05/25/55 | 2055-05-25      | 5.0000%  | 0.0000% | $505444.00         | $434843.98         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534AV 04/25/36 | 2036-04-25      | 5.0000%  | 0.0000% | $168601.34         | $169879.64         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5517GL 03/25/55 | 2055-03-25      | 5.0000%  | 0.0000% | $1771555.67        | $1697300.52        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FE 03/25/55 | 2055-03-25      | 5.2552%  | 0.0000% | $124184.09         | $122746.27         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5508NJ 02/25/55 | 2055-02-25      | 5.0000%  | 0.0000% | $2023006.67        | $1941396.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534NT 05/25/55 | 2055-05-25      | 5.0000%  | 0.0000% | $2757001.24        | $2705803.12        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55 | 2055-01-25      | 2.0000%  | 0.0000% | $1516625.17        | $908256.93         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473BF 11/25/54 | 2054-11-25      | 5.6052%  | 0.0000% | $150703.42         | $150624.83         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481NB 12/25/54 | 2054-12-25      | 5.0000%  | 0.0000% | $192498.00         | $181348.09         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4731LB 11/15/47 | 2047-11-15      | 3.0000%  | 0.0000% | $158333.33         | $120431.92         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $44170.67          | $32754.21          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43 | 2043-04-15      | 3.0000%  | 0.0000% | $3692.60           | $3602.63           | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 04.500 CLQX5321 | 2055-02-01      | 4.5000%  | 0.0000% | $48530.93          | $46501.02          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE9891       | 2060-05-15      | 5.8700%  | 0.0000% | $5333333.33        | $5665853.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4371 C     | 2055-06-20      | 6.0000%  | 0.0000% | $10333333.33       | $10733629.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY0416 | 2055-03-01      | 4.5000%  | 0.0000% | $107228.70         | $102764.23         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6901       | 2064-08-15      | 6.1400%  | 0.0000% | $1114.67           | $1177.35           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8512       | 2060-06-15      | 5.8400%  | 0.0000% | $6333333.33        | $6713842.81        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8511       | 2060-06-15      | 5.8400%  | 0.0000% | $6000000.00        | $6360482.66        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CZ6011       | 2066-07-15      | 5.9000%  | 0.0000% | $1169703.00        | $1161741.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4320 M     | 2047-03-20      | 3.0000%  | 0.0000% | $13918002.71       | $12465445.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  | 0.0000% | $95873.39          | $91863.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | 0.0000% | $499983.33         | $491290.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  | 0.0000% | $135102.33         | $129451.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2838 | 2054-11-01      | 6.0000%  | 0.0000% | $203886.96         | $208201.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0588 | 2055-03-01      | 3.5000%  | 0.0000% | $340574.70         | $306860.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY5177 | 2055-06-01      | 4.5000%  | 0.0000% | $98204.67          | $94097.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY4216 | 2055-05-01      | 5.0000%  | 0.0000% | $352047.06         | $345980.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY3686 | 2055-05-01      | 4.5000%  | 0.0000% | $116140.50         | $111282.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY3139 | 2055-05-01      | 4.5000%  | 0.0000% | $145536.28         | $139631.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY3488 | 2055-05-01      | 4.5000%  | 0.0000% | $310210.32         | $297235.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY1220 | 2055-04-01      | 4.5000%  | 0.0000% | $166287.35         | $159332.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX8208 | 2055-02-01      | 4.5000%  | 0.0000% | $11248.59          | $10780.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3726 | 2050-10-01      | 2.0000%  | 0.0000% | $176420.74         | $139570.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1787 | 2054-08-01      | 6.0000%  | 0.0000% | $107977.28         | $110315.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7148 | 2052-08-01      | 5.0000%  | 0.0000% | $90237.68          | $89673.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0777 | 2052-04-01      | 3.5000%  | 0.0000% | $166666.46         | $150157.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8711 | 2052-03-01      | 2.0000%  | 0.0000% | $617342.74         | $488366.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $23370.66          | $18488.70          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58636 G | 2048-09-01      | 4.0000%  | 0.0000% | $98692.96          | $93899.27          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  | 0.0000% | $146459.60         | $139930.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  | 0.0000% | $233310.09         | $210190.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $166666.72         | $170117.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8149 | 2051-06-01      | 1.5000%  | 0.0000% | $165869.93         | $124578.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $66100.66          | $59552.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2988 | 2052-05-01      | 3.5000%  | 0.0000% | $80335.40          | $72452.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2107 | 2052-12-01      | 3.5000%  | 0.0000% | $33333.19          | $30065.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  | 0.0000% | $104144.01         | $102063.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787952 C     | 2055-05-20      | 5.5000%  | 0.0000% | $17303841.53       | $17611859.53       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787933 C     | 2055-04-20      | 5.5000%  | 0.0000% | $17282525.69       | $17499880.35       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9899       | 2060-06-15      | 6.0100%  | 0.0000% | $12000000.00       | $12875164.67       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7044 C     | 2055-04-20      | 6.0000%  | 0.0000% | $6985464.08        | $7221756.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6468 C     | 2055-05-20      | 6.0000%  | 0.0000% | $6660743.60        | $6851303.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5975 C     | 2055-06-20      | 6.5000%  | 0.0000% | $5333333.33        | $5501205.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5778 C     | 2055-04-20      | 6.5000%  | 0.0000% | $5324102.88        | $5563512.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1910 C     | 2055-05-20      | 6.0000%  | 0.0000% | $10000000.00       | $10384313.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0188 C     | 2055-04-20      | 6.0000%  | 0.0000% | $6321154.84        | $6534976.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0159 C     | 2055-04-20      | 6.5000%  | 0.0000% | $10647146.56       | $11073672.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $18890484.99       | $19523053.86       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX6490 | 2055-02-01      | 4.5000%  | 0.0000% | $479393.19         | $459342.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX6403 | 2055-02-01      | 4.5000%  | 0.0000% | $523783.27         | $501876.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX3049 | 2055-01-01      | 4.5000%  | 0.0000% | $148110.62         | $141915.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX1807 | 2054-12-01      | 4.5000%  | 0.0000% | $19103.52          | $18304.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR7693 | 2051-04-01      | 2.0000%  | 0.0000% | $146699.82         | $116057.32         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495 | 2028-02-01      | 3.2690%  | 0.0000% | $20954.52          | $20471.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $18236206.45       | $18846866.08       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0306 M     | 2055-04-20      | 4.5000%  | 0.0000% | $13271537.60       | $12726740.98       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0203 M     | 2055-02-20      | 4.5000%  | 0.0000% | $6943870.64        | $6658831.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $9839218.80        | $9889994.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7173 C     | 2055-06-20      | 5.5000%  | 0.0000% | $18000000.00       | $18173080.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1224 C     | 2055-06-20      | 6.0000%  | 0.0000% | $7333333.33        | $7455347.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9745 C     | 2055-06-20      | 5.5000%  | 0.0000% | $13000000.00       | $13160934.23       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9048 C     | 2055-06-20      | 6.5000%  | 0.0000% | $12333333.33       | $12736634.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7111 C     | 2055-05-20      | 6.0000%  | 0.0000% | $5324141.12        | $5504237.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4869 C     | 2055-05-20      | 6.5000%  | 0.0000% | $6327361.57        | $6720531.87        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4693       | 2060-06-15      | 4.8600%  | 0.0000% | $6666666.67        | $6578660.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3847 C     | 2055-05-20      | 6.0000%  | 0.0000% | $6326886.25        | $6540901.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2298 C     | 2055-06-20      | 5.5000%  | 0.0000% | $6666666.67        | $6730770.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2192 C     | 2055-06-20      | 5.5000%  | 0.0000% | $10000000.00       | $10096155.56       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4989 C     | 2054-12-20      | 5.0000%  | 0.0000% | $5625812.95        | $5563961.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5818 C     | 2054-12-20      | 7.0000%  | 0.0000% | $6962828.11        | $7234252.30        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0009       | 2064-08-15      | 6.1400%  | 0.0000% | $1668.33           | $1762.15           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0007       | 2064-08-15      | 6.1400%  | 0.0000% | $2002.00           | $2114.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6107 | 2051-10-01      | 2.5000%  | 0.0000% | $540.71            | $448.43            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8128       | 2066-09-15      | 6.0900%  | 0.0000% | $2334.67           | $2405.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399 | 2052-07-01      | 5.0000%  | 0.0000% | $1740296.41        | $1716236.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  | 0.0000% | $110851.45         | $102030.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $20637504.17       | $21328573.92       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6905       | 2064-08-15      | 6.1400%  | 0.0000% | $1477.00           | $1560.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0020 | 2055-05-01      | 4.5000%  | 0.0000% | $471261.55         | $451550.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  | 0.0000% | $112195.20         | $110916.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1093 | 2055-01-01      | 4.5000%  | 0.0000% | $2266643.91        | $2172680.18        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC2112       | 2051-03-15      | 6.7400%  | 0.0000% | $5666666.67        | $5975921.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7937 C     | 2055-01-20      | 6.0000%  | 0.0000% | $6635595.53        | $6890603.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4606 C     | 2055-05-20      | 6.0000%  | 0.0000% | $6660271.33        | $6885570.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY0893 | 2055-04-01      | 4.5000%  | 0.0000% | $157194.81         | $150619.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787935 C     | 2055-04-20      | 5.5000%  | 0.0000% | $12591844.83       | $12715931.87       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY3141 | 2055-05-01      | 4.5000%  | 0.0000% | $161932.70         | $155190.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3637 C     | 2055-04-20      | 5.5000%  | 0.0000% | $6652414.60        | $6716381.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY3142 | 2055-05-01      | 4.5000%  | 0.0000% | $223262.97         | $213924.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8379 | 2040-04-01      | 5.5000%  | 0.0000% | $226203.58         | $231307.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7581 C     | 2055-06-20      | 6.5000%  | 0.0000% | $10000000.00       | $10449671.11       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $63716.00          | $65031.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9754 C     | 2055-06-20      | 6.5000%  | 0.0000% | $6333333.33        | $6649190.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1652 C     | 2055-05-20      | 6.0000%  | 0.0000% | $7659537.43        | $7903588.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0364 M     | 2055-05-20      | 4.5000%  | 0.0000% | $11646118.75       | $11168045.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7033 | 2054-11-01      | 5.0000%  | 0.0000% | $266654.57         | $262038.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0143 C     | 2055-06-20      | 5.5000%  | 0.0000% | $6666666.67        | $6730770.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9047 C     | 2055-06-20      | 6.0000%  | 0.0000% | $8000000.00        | $8152754.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX6525 | 2054-12-01      | 4.5000%  | 0.0000% | $430126.28         | $412136.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2043 C     | 2055-06-20      | 6.0000%  | 0.0000% | $7666666.67        | $7885997.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX6724 | 2055-02-01      | 6.0000%  | 0.0000% | $157356.36         | $160620.46         | Agency Mortgage-Backed Securities         |
| FMAC FKRA 0P015A 01/25/33 | 2033-01-25      | 4.4486%  | 0.0000% | $166407.41         | $162053.12         | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $15263933.33       | $15533270.86       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  | 0.0000% | $2661233.33        | $2687558.43        | U.S. Treasuries (including strips)        |

### Security 122: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.320000%
- **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: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS000_4.32_0707
- **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:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **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 5468FM 11/25/54 | 2054-11-25      | 5.5052%  | 0.0000% | $268750.89         | $267763.93         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5141AH 11/25/47 | 2047-11-25      | 2.2500%  | 0.0000% | $321577.81         | $286222.10         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51 | 2051-08-25      | 1.5000%  | 0.0000% | $1240280.98        | $960258.20         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL032GA R25F032 | 2052-04-25      | 5.0000%  | 0.0000% | $2422853.81        | $2424367.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 5.5552%  | 0.0000% | $46270.72          | $46174.23          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014DY R25F014 | 2055-03-25      | 5.5000%  | 0.0000% | $1399196.00        | $1340068.15        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL073FG R24F073 | 2054-10-25      | 5.4052%  | 0.0000% | $7996.98           | $7929.13           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL052EA R24F052 | 2051-06-25      | 2.0000%  | 0.0000% | $701033.58         | $574968.19         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC046B R24F046  | 2054-07-25      | 5.0000%  | 0.0000% | $2353294.70        | $2352011.63        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010FA R24F010 | 2054-03-25      | 5.4052%  | 0.0000% | $399.40            | $397.92            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL046CA R22F046 | 2049-03-25      | 4.5000%  | 0.0000% | $1524867.65        | $1496238.26        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004MH R22F004 | 2048-09-25      | 3.0000%  | 0.0000% | $424.77            | $398.97            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC092NB R20F092 | 2050-05-25      | 1.0000%  | 0.0000% | $77094.58          | $56999.30          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC047KJ R20F047 | 2045-12-25      | 2.0000%  | 0.0000% | $523950.24         | $469434.32         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045JL R20F045 | 2040-07-25      | 3.0000%  | 0.0000% | $543238.34         | $492790.33         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033MA R19F033 | 2055-07-25      | 3.5000%  | 0.0000% | $81060.75          | $79870.65          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060G R16F060  | 2046-09-25      | 1.7500%  | 0.0000% | $131702.87         | $121924.29         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL051TP R12F051 | 2041-03-25      | 3.5000%  | 0.0000% | $68650.69          | $68117.51          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC     | 2053-07-20      | 5.3519%  | 0.0000% | $10145939.18       | $10095388.31       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3671FQ 12/15/36 | 2036-12-15      | 5.2683%  | 0.0000% | $6967.93           | $7015.43           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3203CF 05/15/36 | 2036-05-15      | 4.9383%  | 0.0000% | $10462.43          | $10409.29          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2948NE 03/15/35 | 2035-03-15      | 5.5000%  | 0.0000% | $103509.02         | $107218.84         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2717LH 12/15/33 | 2033-12-15      | 5.5000%  | 0.0000% | $106882.60         | $110234.61         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL062FP R02F062 | 2032-11-25      | 5.6197%  | 0.0000% | $12495.15          | $12618.32          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC066FA R19F066 | 2059-11-25      | 4.8697%  | 0.0000% | $369377.31         | $359688.67         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082F R06F082  | 2036-09-25      | 4.9897%  | 0.0000% | $7.29              | $7.25              | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014DA R19F014 | 2048-03-25      | 4.0000%  | 0.0000% | $2400738.04        | $2370400.45        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5543HY 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $2177817.80        | $1970090.52        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065JA R21F065 | 2046-01-25      | 2.0000%  | 0.0000% | $1916499.46        | $1696698.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5114AD 08/25/47 | 2047-08-25      | 1.5000%  | 0.0000% | $1830763.28        | $1573299.99        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL021BD R19F021 | 2057-09-25      | 3.0000%  | 0.0000% | $957441.52         | $883134.17         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095 | 2054-12-25      | 5.7052%  | 0.0000% | $625706.08         | $626420.25         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.7052%  | 0.0000% | $398.86            | $400.47            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL032BY R25F032 | 2055-05-25      | 5.5000%  | 0.0000% | $1489400.00        | $1433807.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016AL R16F016 | 2046-04-25      | 3.0000%  | 0.0000% | $880395.80         | $795050.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 KL     | 2055-03-20      | 5.0000%  | 0.0000% | $50200.00          | $47641.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-042 B      | 2063-02-16      | 2.5000%  | 0.0000% | $359200.00         | $226021.17         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB     | 2065-05-16      | 4.0000%  | 0.0000% | $173648.60         | $121662.42         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB     | 2066-07-16      | 4.0000%  | 0.0000% | $302000.00         | $211300.71         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E      | 2064-10-16      | 3.0000%  | 0.0000% | $39200.00          | $26359.16          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES   | 2033-08-25      | 4.5000%  | 0.0000% | $492519.60         | $493141.16         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-086 DC     | 2066-04-16      | 5.0000%  | 0.0000% | $1210834.39        | $1196799.34        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DM     | 2055-08-16      | 5.0000%  | 0.0000% | $14854963.26       | $14866531.96       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB     | 2065-05-16      | 4.0000%  | 0.0000% | $232239.40         | $176361.03         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB     | 2066-02-16      | 4.0000%  | 0.0000% | $232761.80         | $162186.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0012 | 2054-11-01      | 6.0000%  | 0.0000% | $1876176.46        | $1918490.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2221 | 2055-04-01      | 6.0000%  | 0.0000% | $764178.62         | $789609.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7956 C     | 2055-05-20      | 5.5000%  | 0.0000% | $199.78            | $201.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0503 C     | 2055-03-20      | 5.5000%  | 0.0000% | $435058.50         | $439241.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9692 | 2055-05-01      | 6.0000%  | 0.0000% | $672367.01         | $696234.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2960 C     | 2055-06-20      | 6.0000%  | 0.0000% | $53103.00          | $54622.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $94895.69          | $88379.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  | 0.0000% | $771674.07         | $799066.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0873 | 2055-04-01      | 6.0000%  | 0.0000% | $1960372.74        | $2026939.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2218 | 2055-05-01      | 6.0000%  | 0.0000% | $1205209.83        | $1245317.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX1636 | 2054-12-01      | 5.5000%  | 0.0000% | $824754.97         | $836919.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  | 0.0000% | $66035.88          | $62924.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890061 | 2036-06-01      | 5.5000%  | 0.0000% | $142273.68         | $147082.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9994 | 2054-11-01      | 6.5000%  | 0.0000% | $752036.37         | $784209.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  | 0.0000% | $2200514.84        | $2250484.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6841 | 2054-01-01      | 6.0000%  | 0.0000% | $2168223.43        | $2238502.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5361 | 2050-09-01      | 4.5000%  | 0.0000% | $693742.28         | $683649.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9933 | 2051-11-01      | 3.0000%  | 0.0000% | $2322733.50        | $2018447.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9921 | 2051-12-01      | 3.0000%  | 0.0000% | $2560332.04        | $2224774.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7856 | 2051-06-01      | 3.5000%  | 0.0000% | $1016594.94        | $931269.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7105 | 2049-08-01      | 3.5000%  | 0.0000% | $2394941.88        | $2203716.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $27241.29          | $23172.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ2179 | 2054-08-01      | 5.5000%  | 0.0000% | $1081977.07        | $1098402.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8143 | 2052-03-01      | 2.0000%  | 0.0000% | $116147.80         | $92023.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  | 0.0000% | $164167.23         | $129867.95         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 757038 X     | 2040-12-15      | 4.0000%  | 0.0000% | $34.56             | $32.91             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C     | 2053-09-20      | 6.0000%  | 0.0000% | $11378.54          | $11798.23          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 749219 X     | 2041-03-15      | 4.5000%  | 0.0000% | $21954.32          | $22043.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004747 M     | 2040-07-20      | 5.0000%  | 0.0000% | $87330.32          | $88593.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  | 0.0000% | $22307.12          | $23532.36          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9902       | 2060-06-15      | 6.1000%  | 0.0000% | $1144160.60        | $1231002.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9583 C     | 2055-05-20      | 5.5000%  | 0.0000% | $8983.45           | $9089.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8014 C     | 2055-05-20      | 5.5000%  | 0.0000% | $887055.15         | $896674.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4356 C     | 2055-04-20      | 5.5000%  | 0.0000% | $266830.14         | $269395.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0342 M     | 2040-05-20      | 6.0000%  | 0.0000% | $199.07            | $204.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5326 C     | 2055-06-20      | 6.0000%  | 0.0000% | $339185.40         | $349721.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1971 C     | 2055-06-20      | 6.5000%  | 0.0000% | $400332.00         | $418334.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH9223 C     | 2055-04-20      | 6.0000%  | 0.0000% | $393705.27         | $404968.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4659 C     | 2055-04-20      | 6.5000%  | 0.0000% | $400199.96         | $418196.20         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1748       | 2060-02-15      | 5.8500%  | 0.0000% | $29001.40          | $30688.63          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF3876       | 2066-07-15      | 5.3500%  | 0.0000% | $37468.40          | $37392.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2827 C     | 2054-07-20      | 7.0000%  | 0.0000% | $228107.84         | $240624.78         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS0407       | 2065-06-15      | 5.4900%  | 0.0000% | $73000.00          | $75338.74          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CQ2022       | 2065-03-15      | 5.9500%  | 0.0000% | $200.00            | $212.54            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7509 X     | 2047-11-15      | 4.5000%  | 0.0000% | $202.89            | $197.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8010 | 2052-03-01      | 2.0000%  | 0.0000% | $312389.98         | $247122.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  | 0.0000% | $166973.50         | $132087.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M     | 2050-03-20      | 3.0000%  | 0.0000% | $3249.00           | $2879.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $2431393.48        | $1982556.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6153 M     | 2049-09-20      | 3.0000%  | 0.0000% | $33.61             | $29.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6089 M     | 2049-08-20      | 3.0000%  | 0.0000% | $93773.49          | $83258.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  | 0.0000% | $281698.30         | $265224.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2993 | 2042-05-01      | 3.5000%  | 0.0000% | $153273.73         | $144325.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAK7581 | 2042-08-01      | 3.0000%  | 0.0000% | $60715.54          | $55079.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK1081 | 2042-01-01      | 3.5000%  | 0.0000% | $130500.88         | $122869.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5355 | 2041-06-01      | 5.5000%  | 0.0000% | $29294.13          | $30035.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  | 0.0000% | $2301481.91        | $2188995.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  | 0.0000% | $11684.28          | $11291.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6652 | 2052-01-01      | 2.5000%  | 0.0000% | $1126484.38        | $936022.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4561 | 2051-02-01      | 2.5000%  | 0.0000% | $2736229.74        | $2269275.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1729 | 2049-11-01      | 3.5000%  | 0.0000% | $902742.70         | $828787.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7687 | 2054-11-01      | 5.5000%  | 0.0000% | $845960.47         | $857048.10         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  | 0.0000% | $2743.20           | $2561.36           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V83709 G | 2043-01-01      | 3.5000%  | 0.0000% | $316776.52         | $298390.00         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q07758 G | 2042-04-01      | 3.5000%  | 0.0000% | $177048.15         | $166996.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  | 0.0000% | $14358.53          | $13979.79          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G | 2045-10-01      | 3.5000%  | 0.0000% | $3240.06           | $3010.44           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G | 2043-02-01      | 3.0000%  | 0.0000% | $6891.68           | $6234.05           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07098 G | 2042-07-01      | 3.5000%  | 0.0000% | $51117.56          | $48188.49          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  | 0.0000% | $10190.71          | $10556.66          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02648 G | 2036-12-01      | 5.5000%  | 0.0000% | $12536.15          | $12981.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $1162967.70        | $1202098.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0938 | 2055-03-01      | 6.0000%  | 0.0000% | $1683268.04        | $1743017.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9626 | 2054-12-01      | 4.5000%  | 0.0000% | $756561.74         | $731173.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $7106136.43        | $7142808.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8298 | 2054-04-01      | 6.0000%  | 0.0000% | $1787903.19        | $1845864.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8157 | 2054-03-01      | 6.0000%  | 0.0000% | $778532.15         | $803766.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6714 | 2053-07-01      | 4.5000%  | 0.0000% | $1938492.30        | $1878544.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5644 | 2053-02-01      | 5.5000%  | 0.0000% | $4444730.26        | $4479610.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3444 | 2037-04-01      | 2.5000%  | 0.0000% | $211.94            | $197.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | 0.0000% | $394490.12         | $373918.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY0131 | 2053-05-01      | 5.5000%  | 0.0000% | $1213547.21        | $1223448.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3101 | 2052-03-01      | 2.0000%  | 0.0000% | $433656.93         | $343053.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3083 | 2052-02-01      | 2.0000%  | 0.0000% | $109372.43         | $86571.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3023 | 2052-02-01      | 2.0000%  | 0.0000% | $266630.39         | $210923.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  | 0.0000% | $4678.19           | $4333.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA2101 | 2045-08-01      | 3.5000%  | 0.0000% | $83915.00          | $77972.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4488 | 2055-04-01      | 6.0000%  | 0.0000% | $884102.98         | $915486.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB2697 | 2054-04-01      | 6.0000%  | 0.0000% | $820684.85         | $848154.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  | 0.0000% | $919750.24         | $798846.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV5046 | 2044-02-01      | 4.5000%  | 0.0000% | $123621.09         | $121673.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  | 0.0000% | $3332445.18        | $2958420.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $206.51            | $198.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M     | 2054-03-20      | 4.0000%  | 0.0000% | $24809787.15       | $23117988.46       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9424 M     | 2054-01-20      | 6.0000%  | 0.0000% | $382026.80         | $390753.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $244164.46         | $246673.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9728 M     | 2054-06-20      | 7.0000%  | 0.0000% | $106754.48         | $110996.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV9187 | 2044-03-01      | 4.0000%  | 0.0000% | $726164.33         | $696952.35         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 745242 X     | 2040-07-15      | 4.5000%  | 0.0000% | $9625.72           | $9382.57           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X     | 2043-05-15      | 2.5000%  | 0.0000% | $41357.02          | $35725.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C     | 2053-05-20      | 6.0000%  | 0.0000% | $497428.37         | $511654.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB8697 | 2054-07-01      | 5.5000%  | 0.0000% | $859075.97         | $871627.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6132 | 2051-10-01      | 2.5000%  | 0.0000% | $395614.29         | $329750.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7107 | 2053-09-01      | 5.5000%  | 0.0000% | $1246938.71        | $1275342.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $198416.89         | $193960.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $34174537.45       | $32789545.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  | 0.0000% | $1758819.23        | $1821250.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV4128 | 2052-03-01      | 2.0000%  | 0.0000% | $731093.94         | $578347.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921 | 2046-09-01      | 3.5000%  | 0.0000% | $214.75            | $198.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  | 0.0000% | $3476824.25        | $3018264.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5400 | 2044-04-01      | 4.0000%  | 0.0000% | $916816.83         | $873176.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $106517.21         | $102200.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $704820.11         | $615747.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $1249032.97        | $1276740.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1073 | 2052-03-01      | 3.0000%  | 0.0000% | $240520.73         | $208400.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4130 | 2052-07-01      | 4.5000%  | 0.0000% | $1815191.49        | $1742338.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7692 | 2054-11-01      | 5.5000%  | 0.0000% | $1780138.64        | $1802489.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  | 0.0000% | $8939652.65        | $8826903.77        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785334 X     | 2049-03-15      | 5.5000%  | 0.0000% | $81772.01          | $85259.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  | 0.0000% | $34719.33          | $32410.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8015 C     | 2055-05-20      | 5.5000%  | 0.0000% | $21150.05          | $21418.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2553 | 2055-01-01      | 5.5000%  | 0.0000% | $713226.08         | $717468.03         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9897       | 2060-06-15      | 5.9700%  | 0.0000% | $1058532.20        | $1136594.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2481 C     | 2055-05-20      | 5.5000%  | 0.0000% | $776458.78         | $784402.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7399 | 2054-12-01      | 4.5000%  | 0.0000% | $1972839.52        | $1901272.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  | 0.0000% | $1623732.15        | $1677869.55        | Agency Mortgage-Backed Securities         |

### Security 123: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.330000%
- **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: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS000_4.33_0707
- **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:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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 2025-070 EA      | 2050-12-20      | 5.0000%  | 0.0000% | $3313434.58        | $3320839.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA      | 2050-12-20      | 5.0000%  | 0.0000% | $4808633.17        | $4825909.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  | 0.0000% | $3244659.26        | $3252023.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TD      | 2051-07-20      | 4.5000%  | 0.0000% | $4433043.87        | $4360754.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 H       | 2055-03-20      | 5.0000%  | 0.0000% | $2493640.31        | $2465995.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 QT      | 2055-03-20      | 5.0000%  | 0.0000% | $397250.67         | $375749.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 MN      | 2050-02-20      | 5.0000%  | 0.0000% | $258166.67         | $255916.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LY      | 2055-03-20      | 5.0000%  | 0.0000% | $1889454.33        | $1794049.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 CA      | 2052-11-20      | 5.0000%  | 0.0000% | $2522975.85        | $2528634.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG      | 2050-01-20      | 5.0000%  | 0.0000% | $2933767.04        | $2943518.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 5.4019%  | 0.0000% | $15958874.00       | $15973676.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-143 FB      | 2054-09-20      | 5.4519%  | 0.0000% | $6362.32           | $6361.22           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC      | 2054-01-20      | 5.5019%  | 0.0000% | $11060309.83       | $11053710.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD      | 2053-08-20      | 5.6519%  | 0.0000% | $1027993.54        | $1029870.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 AF      | 2053-08-20      | 5.3519%  | 0.0000% | $4136201.29        | $4140211.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC      | 2053-07-20      | 5.3519%  | 0.0000% | $2840048.01        | $2825897.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.4019%  | 0.0000% | $8444891.33        | $8421925.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 5.1019%  | 0.0000% | $10044454.83       | $9894995.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-030 FE      | 2050-03-20      | 4.8821%  | 0.0000% | $1794866.87        | $1756483.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-200 FB      | 2054-12-20      | 5.4019%  | 0.0000% | $8684343.48        | $8707604.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 AF       | 2049-10-20      | 4.8821%  | 0.0000% | $1206124.85        | $1180429.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA       | 2049-08-20      | 4.0000%  | 0.0000% | $1312220.76        | $1199755.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  | 0.0000% | $3197717.07        | $3380294.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC100GN R12F100  | 2042-09-25      | 2.5000%  | 0.0000% | $980094.24         | $877032.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LA      | 2051-12-20      | 5.0000%  | 0.0000% | $5787627.23        | $5804253.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TN      | 2051-07-20      | 4.5000%  | 0.0000% | $509233.17         | $485683.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  | 0.0000% | $657111.22         | $524817.28         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034  | 2054-06-25      | 5.3052%  | 0.0000% | $290.57            | $291.32            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  | 0.0000% | $1387600.69        | $1391083.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-114 KF      | 2053-08-20      | 5.4519%  | 0.0000% | $6334218.75        | $6358329.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029MF R25F029  | 2055-05-25      | 5.8052%  | 0.0000% | $129760.58         | $130223.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-128 CF      | 2053-08-20      | 5.5019%  | 0.0000% | $1913320.86        | $1920775.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FN      | 2053-08-20      | 5.5019%  | 0.0000% | $2425326.21        | $2432314.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-083 FM      | 2051-05-20      | 2.5000%  | 0.0000% | $1428328.38        | $1176843.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA      | 2052-02-20      | 5.0000%  | 0.0000% | $9515735.09        | $9540264.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.9519%  | 0.0000% | $2598902.84        | $2603028.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CY      | 2055-02-20      | 5.0000%  | 0.0000% | $1453130.67        | $1386633.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA9424 M      | 2054-01-20      | 6.0000%  | 0.0000% | $7855332.20        | $8034774.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5471  | 2054-09-01      | 6.0000%  | 0.0000% | $6675954.72        | $6813902.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  | 0.0000% | $513804.75         | $455870.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  | 0.0000% | $11659.22          | $10900.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802  | 2049-10-01      | 3.0000%  | 0.0000% | $216816.95         | $190136.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  | 0.0000% | $245870.55         | $215627.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3183  | 2047-11-01      | 4.0000%  | 0.0000% | $530326.14         | $502616.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2495  | 2046-01-01      | 3.5000%  | 0.0000% | $2343.92           | $2171.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2229  | 2045-04-01      | 3.5000%  | 0.0000% | $40075.76          | $37221.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  | 0.0000% | $302878.39         | $300877.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE8023  | 2040-11-01      | 5.0000%  | 0.0000% | $13078.82          | $13183.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  | 0.0000% | $3671.61           | $3815.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  | 0.0000% | $566324.23         | $528672.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  | 0.0000% | $1580138.43        | $1537676.96        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726300 X      | 2039-09-15      | 4.0000%  | 0.0000% | $19677.67          | $18506.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5703 C      | 2055-04-20      | 6.5000%  | 0.0000% | $103423.03         | $109341.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4386 C      | 2055-05-20      | 5.5000%  | 0.0000% | $1079756.80        | $1090139.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7126 C      | 2055-06-20      | 6.0000%  | 0.0000% | $215353.67         | $222731.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4871 C      | 2055-06-20      | 6.0000%  | 0.0000% | $291.00            | $299.33            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8949        | 2060-04-15      | 5.3900%  | 0.0000% | $132934.56         | $136192.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9405  | 2047-07-01      | 4.0000%  | 0.0000% | $377234.42         | $357465.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2440  | 2047-01-01      | 3.5000%  | 0.0000% | $9397.89           | $8664.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  | 0.0000% | $5827.43           | $6173.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAT2060  | 2028-04-01      | 2.5000%  | 0.0000% | $3508.69           | $3439.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  | 0.0000% | $12572.03          | $11650.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6328  | 2045-12-01      | 3.5000%  | 0.0000% | $11761.24          | $10957.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131  | 2045-11-01      | 3.5000%  | 0.0000% | $4351.40           | $4040.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  | 0.0000% | $2955.24           | $2780.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422  | 2042-08-01      | 3.5000%  | 0.0000% | $9627.15           | $9059.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1889  | 2042-04-01      | 4.0000%  | 0.0000% | $79073.95          | $76358.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  | 0.0000% | $1300957.98        | $1287734.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4351  | 2051-01-01      | 2.5000%  | 0.0000% | $306125.92         | $255025.51         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q34990 G  | 2045-08-01      | 3.0000%  | 0.0000% | $1428054.31        | $1275840.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997  | 2046-11-01      | 3.5000%  | 0.0000% | $2504.60           | $2311.77           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q09949 G  | 2042-08-01      | 3.0000%  | 0.0000% | $3714.86           | $3378.13           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G  | 2043-06-01      | 3.5000%  | 0.0000% | $1102.99           | $1039.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0941  | 2052-04-01      | 3.0000%  | 0.0000% | $171225.18         | $149675.41         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA0194        | 2059-09-15      | 5.2700%  | 0.0000% | $99281.94          | $100934.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  | 0.0000% | $1107.78           | $978.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M      | 2049-11-20      | 3.0000%  | 0.0000% | $3465900.37        | $3076737.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  | 0.0000% | $489.69            | $416.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  | 0.0000% | $217.79            | $201.15            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU2406        | 2065-01-15      | 5.4400%  | 0.0000% | $133333.33         | $138947.63         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q36667 G  | 2045-10-01      | 3.5000%  | 0.0000% | $75220.93          | $69936.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3112  | 2049-04-01      | 4.0000%  | 0.0000% | $68262.74          | $64698.21          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4402        | 2059-07-15      | 5.8900%  | 0.0000% | $114814.97         | $122104.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBU8868  | 2037-03-01      | 2.0000%  | 0.0000% | $4230875.81        | $3861588.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9626  | 2054-12-01      | 4.5000%  | 0.0000% | $2010946.03        | $1943462.70        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  | 0.0000% | $132795.17         | $133162.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5327 C      | 2055-06-20      | 6.0000%  | 0.0000% | $356928.67         | $368509.69         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q00876 G  | 2041-05-01      | 4.5000%  | 0.0000% | $7885.10           | $7858.23           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2016-SB1 | 2036-01-25      | 12.2398% | 0.0000% | $773924.31         | $703688.86         | Agency Mortgage-Backed Securities         |
| 03P0TFRESB MTG TR 2016-SB2 | 2036-11-25      | 4.6645%  | 0.0000% | $1545160.91        | $1418400.51        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-07-25      | 7.5000%  | 0.0000% | $4369961.19        | $3572489.88        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.2109%  | 0.0000% | $1307.53           | $1246.04           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  | 0.0000% | $5268383.31        | $5033161.71        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7177        | 2066-07-15      | 5.7500%  | 0.0000% | $106530.00         | $110327.26         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8492        | 2059-09-15      | 5.4800%  | 0.0000% | $117649.81         | $121496.07         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS8936        | 2059-08-15      | 5.6900%  | 0.0000% | $31044.26          | $32657.00          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CI8951        | 2064-10-15      | 4.3400%  | 0.0000% | $63761.67          | $62935.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9362 M      | 2053-12-20      | 5.5000%  | 0.0000% | $15831.66          | $15964.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9240 M      | 2053-10-20      | 5.0000%  | 0.0000% | $3170464.25        | $3135360.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M      | 2054-08-20      | 6.5000%  | 0.0000% | $4466824.90        | $4616401.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  | 0.0000% | $219850.92         | $221937.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  | 0.0000% | $10912543.97       | $9693565.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6153 M      | 2049-09-20      | 3.0000%  | 0.0000% | $10146048.42       | $9005192.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSL0520  | 2054-09-01      | 7.0000%  | 0.0000% | $4071652.80        | $4318117.63        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02257 G  | 2041-07-01      | 5.0000%  | 0.0000% | $109628.89         | $111465.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  | 0.0000% | $3259.85           | $2867.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  | 0.0000% | $15336.73          | $14276.22          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A90380 G  | 2039-12-01      | 5.5000%  | 0.0000% | $45280.59          | $46482.54          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A84116 G  | 2039-01-01      | 6.5000%  | 0.0000% | $970.67            | $1020.90           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C03719 G  | 2041-10-01      | 3.5000%  | 0.0000% | $3959.29           | $3734.48           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83066 G  | 2038-11-01      | 5.5000%  | 0.0000% | $1791.90           | $1845.30           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04359 G  | 2038-06-01      | 5.5000%  | 0.0000% | $2519.70           | $2592.75           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05073 G  | 2039-01-01      | 5.5000%  | 0.0000% | $1404.02           | $1446.44           | Agency Mortgage-Backed Securities         |

### Security 124: BMO Bank

- **C.1 - Title:** Bank of Montreal/US 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.3 - LEI: 3Y4U8VZURTYWI1W2K376, C.5 - Other ID: 933CXN000_4.34_0707
- **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:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  | 0.0000% | $1125370.95        | $1020940.65        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  | 0.0000% | $9086555.40        | $7975665.44        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  | 0.0000% | $20857416.80       | $18265998.65       | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  | 0.0000% | $21263339.29       | $19525900.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $1005001.72        | $889332.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  | 0.0000% | $30774.61          | $29358.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  | 0.0000% | $34901.07          | $32048.99          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  | 0.0000% | $4559501.80        | $4252926.22        | Agency Mortgage-Backed Securities         |

### Security 125: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.400000%
- **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_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  | 0.0000% | $6544173.88        | $6481323.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  | 0.0000% | $207177.99         | $168007.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $122638.36         | $116689.92         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $9015.71           | $8763.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 UF     | 2064-12-20      | 5.5019%  | 0.0000% | $1543094.23        | $1524282.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  | 0.0000% | $1413174.22        | $1349172.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 JE     | 2054-11-20      | 4.5000%  | 0.0000% | $2204490.60        | $2132405.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.5019%  | 0.0000% | $2083431.22        | $2086288.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 DA     | 2054-06-20      | 0.1250%  | 0.0000% | $5170054.54        | $4064328.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.4019%  | 0.0000% | $6669872.00        | $6649899.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.5019%  | 0.0000% | $6733203.22        | $6739123.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.7019%  | 0.0000% | $4460662.44        | $4484709.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.5519%  | 0.0000% | $4409555.67        | $4441084.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 5.3019%  | 0.0000% | $5258628.44        | $5224172.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.3819%  | 0.0000% | $1051725.69        | $1047954.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.3519%  | 0.0000% | $5258628.44        | $5233847.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.3519%  | 0.0000% | $2333481.43        | $2323630.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $2785511.20        | $2670262.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  | 0.0000% | $2666666.64        | $1896592.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $2101975.50        | $2058886.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $2976487.50        | $2938293.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $2982169.85        | $2871044.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.5019%  | 0.0000% | $6659101.37        | $6729456.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $7142322.55        | $6266189.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $407637.89         | $358901.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $7136650.33        | $6123683.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8875%  | 0.0000% | $1212393.10        | $1155850.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FA     | 2069-11-20      | 5.0330%  | 0.0000% | $4387647.74        | $4411042.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.8321%  | 0.0000% | $5239513.93        | $5099164.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.8821%  | 0.0000% | $7211153.81        | $7033955.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NT     | 2055-06-20      | 5.0000%  | 0.0000% | $3155345.33        | $3167028.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.8821%  | 0.0000% | $3569940.00        | $3485882.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.7519%  | 0.0000% | $6633678.44        | $6583659.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.4460%  | 0.0000% | $2554750.51        | $2557974.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 6.2671%  | 0.0000% | $2365667.62        | $2383267.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FA      | 2069-04-20      | 5.1719%  | 0.0000% | $6299519.67        | $6323783.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-19O FA     | 2069-12-20      | 5.1460%  | 0.0000% | $6485339.28        | $6467455.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 5.3519%  | 0.0000% | $6653837.40        | $6647081.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.9960%  | 0.0000% | $2646277.41        | $2645567.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.7960%  | 0.0000% | $104011.82         | $103689.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  | 0.0000% | $333370.27         | $334910.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  | 0.0000% | $2323023.26        | $2334866.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.5019%  | 0.0000% | $5913730.60        | $5944678.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-044 LT     | 2055-03-20      | 5.0000%  | 0.0000% | $6184628.07        | $6158756.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 KF     | 2055-04-20      | 5.1019%  | 0.0000% | $5166479.33        | $5155315.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.2519%  | 0.0000% | $880493.59         | $877874.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 JB     | 2055-03-20      | 5.0000%  | 0.0000% | $4414667.11        | $4192180.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 5.9971%  | 0.0000% | $3537306.83        | $3549290.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.6612%  | 0.0000% | $2157565.06        | $2171905.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.6612%  | 0.0000% | $1833048.16        | $1846316.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $1011422.80        | $960969.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $572302.93         | $550067.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.3460%  | 0.0000% | $1056191.13        | $1059179.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3660%  | 0.0000% | $1497650.15        | $1504553.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.4460%  | 0.0000% | $1131099.81        | $1137127.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.3960%  | 0.0000% | $2712810.33        | $2726344.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.3560%  | 0.0000% | $1533011.44        | $1539176.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.3460%  | 0.0000% | $4413935.36        | $4432862.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1960%  | 0.0000% | $818152.28         | $820561.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 5.0460%  | 0.0000% | $2324337.28        | $2326925.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.0860%  | 0.0000% | $2011123.31        | $2014264.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  | 0.0000% | $461903.37         | $463847.24         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL087NH R05F087 | 2025-10-25      | 5.0000%  | 0.0000% | $108.89            | $108.97            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5555DT 07/25/55 | 2055-07-25      | 5.0000%  | 0.0000% | $13888888.89       | $13882621.91       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549CT 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $12153102.50       | $11944479.63       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 5.5552%  | 0.0000% | $6064466.24        | $6042504.08        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05512C 03/25/55 | 2055-03-25      | 5.0000%  | 0.0000% | $6457938.93        | $6397019.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  | 0.0000% | $2092328.90        | $1632457.38        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53 | 2053-08-25      | 6.0000%  | 0.0000% | $4444444.44        | $4566525.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $5045835.02        | $4995719.78        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $509621.19         | $481386.36         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $1808514.83        | $1624096.86        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $10605.14          | $10226.88          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AT R25F055 | 2055-07-25      | 5.0000%  | 0.0000% | $26812859.11       | $26861089.49       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055PT R25F055 | 2055-07-25      | 5.0000%  | 0.0000% | $13888888.89       | $13882524.69       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045AT R25F045 | 2055-06-25      | 5.0000%  | 0.0000% | $9283192.80        | $9111572.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL044BV R25F044 | 2036-12-25      | 5.0000%  | 0.0000% | $2210201.96        | $2225515.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5529CB 04/25/55 | 2055-04-25      | 5.0000%  | 0.0000% | $2888888.89        | $2679969.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7052%  | 0.0000% | $4088068.20        | $4092709.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029KE R25F029 | 2052-05-25      | 4.5000%  | 0.0000% | $4336741.73        | $4277120.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  | 0.0000% | $718222.67         | $677278.79         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.5552%  | 0.0000% | $12491206.14       | $12455375.76       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL039FC R24F039 | 2054-06-25      | 5.6052%  | 0.0000% | $16565018.22       | $16608062.36       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  | 0.0000% | $15591822.22       | $16232791.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.3019%  | 0.0000% | $5041130.67        | $5008951.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.2352%  | 0.0000% | $6264508.77        | $6245124.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $344300.31         | $333608.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-053 AL     | 2053-04-20      | 5.5000%  | 0.0000% | $4444444.44        | $4457215.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.3960%  | 0.0000% | $2692082.53        | $2706468.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.6960%  | 0.0000% | $1519206.01        | $1535411.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $1026412.22        | $975596.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 FV     | 2055-03-20      | 5.1019%  | 0.0000% | $3685300.90        | $3676729.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-044 AT     | 2055-03-20      | 5.0000%  | 0.0000% | $4413396.89        | $4385017.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.1060%  | 0.0000% | $2507323.78        | $2511905.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435DT 07/25/54 | 2054-07-25      | 0.1250%  | 0.0000% | $2234619.00        | $1721967.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 5.4512%  | 0.0000% | $2345485.82        | $2354063.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.0860%  | 0.0000% | $1990173.67        | $1993319.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.3460%  | 0.0000% | $1278902.36        | $1285212.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-097 CB     | 2053-07-20      | 6.0000%  | 0.0000% | $4444444.44        | $4604392.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.9460%  | 0.0000% | $1571159.12        | $1569250.01        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517HF 03/25/55 | 2055-03-25      | 5.6552%  | 0.0000% | $6198118.02        | $6196348.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 UK     | 2055-05-20      | 5.0000%  | 0.0000% | $5197333.56        | $4934841.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.5019%  | 0.0000% | $7098893.11        | $7105582.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  | 0.0000% | $6603719.51        | $6661410.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.6019%  | 0.0000% | $6360592.78        | $6380622.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $1005279.61        | $1016831.84        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095KL R24F095 | 2054-12-25      | 5.5000%  | 0.0000% | $1200000.00        | $1150087.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  | 0.0000% | $316204.20         | $317899.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.5519%  | 0.0000% | $6669872.00        | $6683673.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.6019%  | 0.0000% | $1729834.18        | $1736565.08        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL023BD R22F023 | 2052-05-25      | 3.0000%  | 0.0000% | $344276.83         | $331250.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FC      | 2069-06-20      | 5.0960%  | 0.0000% | $5610432.27        | $5585598.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 AV     | 2036-06-20      | 5.0000%  | 0.0000% | $5949777.78        | $6109641.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $5710164.41        | $5561958.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $741021.78         | $720246.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $2683165.24        | $2345730.97        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5555ET 07/25/55 | 2055-07-25      | 5.0000%  | 0.0000% | $9159473.78        | $9155340.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  | 0.0000% | $1681219.51        | $1691630.66        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL044BA R25F044 | 2051-09-25      | 5.0000%  | 0.0000% | $2855390.58        | $2847623.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-048 FE     | 2053-03-20      | 5.3019%  | 0.0000% | $2148891.07        | $2135307.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL056BV R25F056 | 2036-07-25      | 5.5000%  | 0.0000% | $2666666.67        | $2731769.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $5267768.73        | $5191026.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045CT R25F045 | 2055-06-25      | 5.0000%  | 0.0000% | $4871356.61        | $4806274.20        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $69401.21          | $60005.84          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024PY R25F024 | 2055-03-25      | 5.0000%  | 0.0000% | $6250000.00        | $5940829.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $1087490.44        | $1091014.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FH     | 2054-11-20      | 5.3519%  | 0.0000% | $5995984.98        | $6004904.76        | Agency Collateralized Mortgage Obligation |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.6408%  | 0.0000% | $3538665.61        | $3339682.61        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $1029047.84        | $932375.55         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.1529%  | 0.0000% | $4306908.95        | $4095101.03        | Agency Mortgage-Backed Securities         |

### Security 126: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.420000%
- **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_4.42_0707
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-184 AF     | 2054-11-20      | 5.9519%  | 0.0000% | $7492183.61        | $7546556.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-151 FD     | 2054-09-20      | 5.4719%  | 0.0000% | $9035832.31        | $9040476.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FS     | 2065-04-20      | 5.4519%  | 0.0000% | $54035540.45       | $54286557.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF CB2964 C     | 2051-04-20      | 3.5000%  | 0.0000% | $238705.40         | $219882.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7822 C     | 2050-01-20      | 3.5000%  | 0.0000% | $121925.34         | $110361.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6851 C     | 2055-03-20      | 7.0000%  | 0.0000% | $319586.25         | $335089.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6849 C     | 2055-03-20      | 7.0000%  | 0.0000% | $316871.23         | $329222.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6776 C     | 2055-03-20      | 7.0000%  | 0.0000% | $174589.82         | $181395.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6721 C     | 2055-04-20      | 6.0000%  | 0.0000% | $707099.92         | $731018.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6687 C     | 2055-03-20      | 7.0000%  | 0.0000% | $304960.41         | $321152.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6686 C     | 2055-03-20      | 7.0000%  | 0.0000% | $207251.60         | $218354.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6684 C     | 2055-03-20      | 7.0000%  | 0.0000% | $286735.78         | $304058.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6648 C     | 2055-03-20      | 7.0000%  | 0.0000% | $203165.51         | $213468.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6647 C     | 2055-03-20      | 7.0000%  | 0.0000% | $180370.55         | $190575.54         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB5001 H     | 2074-03-20      | 6.9850%  | 0.0000% | $242785.43         | $258094.26         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB4996 H     | 2074-04-20      | 7.1320%  | 0.0000% | $215817.33         | $228720.10         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB4986 H     | 2074-03-20      | 6.9340%  | 0.0000% | $310564.11         | $327456.89         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4983 H     | 2074-03-20      | 6.5750%  | 0.0000% | $96714.78          | $99396.50          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB4978 H     | 2074-03-20      | 6.9190%  | 0.0000% | $373690.60         | $394296.04         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4127 H     | 2074-04-20      | 6.4600%  | 0.0000% | $284853.08         | $292379.72         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4125 H     | 2074-04-20      | 6.5430%  | 0.0000% | $90389.41          | $92826.72          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4124 H     | 2074-04-20      | 6.5790%  | 0.0000% | $144335.30         | $148624.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $112871.18         | $115075.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $4065.41           | $4004.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0422 M     | 2055-06-20      | 4.5000%  | 0.0000% | $129689.00         | $124364.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0364 M     | 2055-05-20      | 4.5000%  | 0.0000% | $135940.06         | $130359.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M     | 2055-05-20      | 4.0000%  | 0.0000% | $836255.75         | $778062.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $102434.29         | $105864.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $791237.93         | $795321.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0305 M     | 2055-04-20      | 4.0000%  | 0.0000% | $676883.53         | $629780.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M     | 2055-03-20      | 6.0000%  | 0.0000% | $39693.73          | $40469.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG5038 C     | 2055-01-20      | 6.5000%  | 0.0000% | $210879.52         | $219327.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4755 C     | 2055-02-20      | 4.5000%  | 0.0000% | $182705.73         | $173479.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3562 C     | 2054-12-20      | 6.5000%  | 0.0000% | $201390.70         | $210381.01         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG2107 H     | 2074-11-20      | 7.4890%  | 0.0000% | $250948.14         | $264687.86         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG2095 H     | 2074-10-20      | 7.5530%  | 0.0000% | $302033.91         | $320291.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2640 C     | 2055-02-20      | 5.5000%  | 0.0000% | $211065.01         | $214779.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9675 C     | 2055-05-20      | 6.0000%  | 0.0000% | $257492.03         | $264858.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0910 C     | 2054-12-20      | 5.5000%  | 0.0000% | $209218.51         | $212965.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0484 C     | 2055-01-20      | 5.5000%  | 0.0000% | $76183.05          | $77547.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0437 C     | 2054-12-20      | 5.5000%  | 0.0000% | $77966.60          | $79363.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0841 C     | 2055-01-20      | 6.5000%  | 0.0000% | $168968.38         | $176514.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0802 C     | 2054-12-20      | 6.5000%  | 0.0000% | $154275.68         | $162574.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0770 C     | 2054-12-20      | 5.5000%  | 0.0000% | $183576.31         | $186864.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9625 C     | 2054-12-20      | 5.5000%  | 0.0000% | $138018.14         | $139430.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 680436 C     | 2049-01-20      | 5.0000%  | 0.0000% | $33456.81          | $33215.18          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 678203 X     | 2039-02-15      | 5.5000%  | 0.0000% | $21127.16          | $22004.64          | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783427 X     | 2026-09-15      | 3.5000%  | 0.0000% | $42304.37          | $42137.50          | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783419 X     | 2026-09-15      | 3.5000%  | 0.0000% | $206001.65         | $205251.27         | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783259 X     | 2026-03-15      | 3.5000%  | 0.0000% | $43953.85          | $43883.90          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 759096 X     | 2026-01-15      | 3.5000%  | 0.0000% | $34098.64          | $34058.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787946 C     | 2055-05-20      | 5.0000%  | 0.0000% | $156632.75         | $155429.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIQO3718 | 2040-06-01      | 5.0000%  | 0.0000% | $2590883.43        | $2619325.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4528 | 2051-02-01      | 2.5000%  | 0.0000% | $3122521.61        | $2592388.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9754 C     | 2055-06-20      | 6.5000%  | 0.0000% | $145527.61         | $152785.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8997 | 2054-11-01      | 5.0000%  | 0.0000% | $548300.64         | $538748.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE5099 | 2052-07-01      | 4.0000%  | 0.0000% | $2885865.63        | $2692366.09        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS7930 | 2033-01-01      | 3.0000%  | 0.0000% | $2861368.54        | $2770853.91        | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC G16067 G | 2031-11-01      | 2.5000%  | 0.0000% | $2469959.75        | $2381238.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ7644 C     | 2036-05-20      | 5.5000%  | 0.0000% | $140998.31         | $145167.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4038 C     | 2055-04-20      | 6.0000%  | 0.0000% | $278194.37         | $287603.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0428 C     | 2055-02-20      | 5.5000%  | 0.0000% | $141521.43         | $144946.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $154593.83         | $159770.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7702 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1635334.59        | $1651059.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9604 C     | 2055-05-20      | 6.5000%  | 0.0000% | $215174.19         | $227977.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6850 C     | 2055-03-20      | 7.0000%  | 0.0000% | $273951.41         | $284629.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5489 C     | 2055-04-20      | 7.0000%  | 0.0000% | $165725.69         | $175426.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6199 C     | 2055-02-20      | 5.5000%  | 0.0000% | $74978.26          | $75376.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  | 0.0000% | $43746.50          | $43972.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9299 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1117325.08        | $1159508.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0068 M     | 2039-12-20      | 6.0000%  | 0.0000% | $107789.64         | $112527.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7400 C     | 2054-12-20      | 5.5000%  | 0.0000% | $109523.08         | $111484.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4040 C     | 2055-04-20      | 6.5000%  | 0.0000% | $265385.25         | $276748.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4399 C     | 2054-12-20      | 5.0000%  | 0.0000% | $208825.13         | $207130.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0243 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2534570.98        | $2620306.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5243 C     | 2055-04-20      | 6.5000%  | 0.0000% | $187079.07         | $199162.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3205 C     | 2054-12-20      | 6.5000%  | 0.0000% | $23868.73          | $24941.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH1044 C     | 2054-12-20      | 6.5000%  | 0.0000% | $177046.37         | $185308.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5689 C     | 2055-03-20      | 6.5000%  | 0.0000% | $439859.44         | $457480.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6346 C     | 2055-06-20      | 5.5000%  | 0.0000% | $717680.57         | $724581.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6287 | 2055-06-01      | 5.5000%  | 0.0000% | $2296113.91        | $2303407.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2451 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2082942.95        | $2153401.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0540 C     | 2055-05-20      | 6.0000%  | 0.0000% | $172594.68         | $178433.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4682 C     | 2055-05-20      | 6.5000%  | 0.0000% | $179809.32         | $191588.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9532 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1467946.94        | $1523369.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9128 C     | 2055-05-20      | 6.5000%  | 0.0000% | $178890.29         | $189896.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2756 C     | 2035-05-20      | 5.5000%  | 0.0000% | $118040.50         | $120252.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2741 C     | 2042-07-20      | 4.0000%  | 0.0000% | $169818.77         | $161592.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9909 M     | 2054-09-20      | 7.0000%  | 0.0000% | $72938.01          | $75836.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $110651.54         | $114356.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $1611698.40        | $1452147.42        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DF1754 H     | 2074-08-20      | 6.4460%  | 0.0000% | $324124.80         | $331492.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF0787 C     | 2055-02-20      | 7.0000%  | 0.0000% | $132232.48         | $140618.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE8282 C     | 2054-09-20      | 5.0000%  | 0.0000% | $192234.61         | $187944.27         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE8045 H     | 2074-10-20      | 7.4590%  | 0.0000% | $248388.85         | $261431.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0126 C     | 2055-03-20      | 6.5000%  | 0.0000% | $110508.63         | $117781.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH9077 C     | 2055-03-20      | 7.0000%  | 0.0000% | $164522.13         | $174152.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $68990.55          | $73129.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8761 C     | 2055-02-20      | 7.0000%  | 0.0000% | $65952.99          | $70651.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7493 C     | 2055-04-20      | 7.0000%  | 0.0000% | $179798.63         | $189663.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7492 C     | 2055-04-20      | 7.0000%  | 0.0000% | $182713.75         | $193408.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7989 C     | 2055-01-20      | 5.5000%  | 0.0000% | $92912.18          | $94575.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9669 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1597475.57        | $1639936.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9388 C     | 2055-06-20      | 6.5000%  | 0.0000% | $222337.18         | $231857.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5037 C     | 2054-08-20      | 7.5000%  | 0.0000% | $158215.53         | $167358.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE3137 C     | 2054-10-20      | 4.5000%  | 0.0000% | $181583.34         | $172111.23         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE2751 H     | 2074-07-20      | 7.5590%  | 0.0000% | $253210.72         | $267246.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE1921 C     | 2054-09-20      | 7.0000%  | 0.0000% | $222044.40         | $230700.33         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE1240 H     | 2074-09-20      | 6.7330%  | 0.0000% | $433534.26         | $456883.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3952 C     | 2055-03-20      | 5.5000%  | 0.0000% | $730715.34         | $739042.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3839 C     | 2055-03-20      | 7.0000%  | 0.0000% | $430319.60         | $447092.12         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DI4403 H     | 2075-02-20      | 5.9580%  | 0.0000% | $147626.20         | $156435.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3042 C     | 2055-06-20      | 7.0000%  | 0.0000% | $180609.07         | $187649.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3544 C     | 2055-05-20      | 6.5000%  | 0.0000% | $317923.24         | $335943.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3543 C     | 2055-05-20      | 6.0000%  | 0.0000% | $510567.66         | $528841.56         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DJ1279 H     | 2075-04-20      | 6.9220%  | 0.0000% | $423315.13         | $446935.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0249 C     | 2055-04-20      | 6.5000%  | 0.0000% | $94793.34          | $100683.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4150 C     | 2055-04-20      | 6.5000%  | 0.0000% | $169854.14         | $176658.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6945 C     | 2055-03-20      | 7.0000%  | 0.0000% | $159412.60         | $165626.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4354 C     | 2055-02-20      | 5.5000%  | 0.0000% | $185606.87         | $188930.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3421 C     | 2054-12-20      | 5.0000%  | 0.0000% | $206689.03         | $202075.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3795 C     | 2055-02-20      | 7.0000%  | 0.0000% | $225996.60         | $234805.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2418 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1135022.23        | $1155346.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5796 C     | 2055-03-20      | 6.5000%  | 0.0000% | $202506.22         | $210618.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6104 C     | 2055-04-20      | 6.5000%  | 0.0000% | $391118.12         | $407650.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1539 C     | 2055-03-20      | 6.5000%  | 0.0000% | $519805.87         | $548536.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4212 C     | 2055-06-20      | 6.0000%  | 0.0000% | $211561.64         | $217614.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6480 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2325886.58        | $2367537.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2322 C     | 2065-06-20      | 7.0000%  | 0.0000% | $294259.32         | $303934.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0428 M     | 2055-06-20      | 7.5000%  | 0.0000% | $228381.36         | $238674.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH9109 C     | 2055-02-20      | 5.5000%  | 0.0000% | $77448.60          | $78835.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1546 C     | 2055-04-20      | 5.5000%  | 0.0000% | $163492.95         | $166420.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5778 C     | 2055-04-20      | 6.5000%  | 0.0000% | $92133.04          | $96276.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9328 C     | 2055-04-20      | 5.5000%  | 0.0000% | $81930.80          | $83397.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK4856 C     | 2065-06-20      | 6.5000%  | 0.0000% | $62582.70          | $64246.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7580 C     | 2055-01-20      | 6.5000%  | 0.0000% | $164514.44         | $173142.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0215 C     | 2055-03-20      | 7.0000%  | 0.0000% | $195900.67         | $211197.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0027 M     | 2054-11-20      | 6.0000%  | 0.0000% | $79554.34          | $81108.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0420 M     | 2055-06-20      | 3.5000%  | 0.0000% | $372629.09         | $337362.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3024 C     | 2055-03-20      | 7.0000%  | 0.0000% | $294099.51         | $308191.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2573 C     | 2055-04-20      | 6.5000%  | 0.0000% | $166944.49         | $175474.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1910 C     | 2055-05-20      | 6.0000%  | 0.0000% | $47722.18          | $49556.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1907 C     | 2055-05-20      | 6.5000%  | 0.0000% | $551559.47         | $579066.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1618 C     | 2055-04-20      | 7.0000%  | 0.0000% | $704868.08         | $732344.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1612 C     | 2055-03-20      | 7.0000%  | 0.0000% | $293448.65         | $309548.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3473 C     | 2055-04-20      | 6.5000%  | 0.0000% | $191691.40         | $200157.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CK6093 C     | 2043-11-20      | 3.0000%  | 0.0000% | $176502.78         | $156084.71         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2141 X     | 2051-12-15      | 3.5000%  | 0.0000% | $364703.77         | $338322.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9119 C     | 2052-04-20      | 3.5000%  | 0.0000% | $166838.22         | $150744.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9118 C     | 2052-04-20      | 3.5000%  | 0.0000% | $194998.62         | $176113.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9121 C     | 2052-04-20      | 3.5000%  | 0.0000% | $121183.89         | $110290.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF9204 C     | 2044-10-20      | 3.5000%  | 0.0000% | $192256.70         | $174865.82         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CD3254 X     | 2051-05-15      | 3.5000%  | 0.0000% | $299344.52         | $277692.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6944 C     | 2055-03-20      | 7.0000%  | 0.0000% | $207420.43         | $219435.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6942 C     | 2055-03-20      | 7.0000%  | 0.0000% | $168130.65         | $178792.97         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DH5824 H     | 2075-01-20      | 7.5030%  | 0.0000% | $200848.75         | $211068.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5523 C     | 2055-02-20      | 5.5000%  | 0.0000% | $219770.94         | $223368.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5145 C     | 2055-03-20      | 7.0000%  | 0.0000% | $166822.35         | $176859.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4829 C     | 2055-06-20      | 6.5000%  | 0.0000% | $178794.32         | $186779.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4807 C     | 2055-06-20      | 6.0000%  | 0.0000% | $191369.66         | $198129.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4739 C     | 2055-06-20      | 5.5000%  | 0.0000% | $186046.00         | $187903.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4550 C     | 2055-04-20      | 6.0000%  | 0.0000% | $204792.65         | $211720.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4537 C     | 2055-04-20      | 6.5000%  | 0.0000% | $159584.39         | $167005.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4532 C     | 2055-04-20      | 6.0000%  | 0.0000% | $216030.74         | $223338.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7959 C     | 2055-04-20      | 6.0000%  | 0.0000% | $399641.22         | $413159.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7958 C     | 2055-04-20      | 5.5000%  | 0.0000% | $72041.26          | $73331.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7918 C     | 2055-04-20      | 7.0000%  | 0.0000% | $185852.74         | $196844.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7917 C     | 2055-04-20      | 6.5000%  | 0.0000% | $265260.13         | $276618.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7834 C     | 2055-04-20      | 6.0000%  | 0.0000% | $764738.71         | $790607.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7499 C     | 2065-04-20      | 6.0000%  | 0.0000% | $360965.98         | $366087.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8044 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1488098.73        | $1530669.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7994 C     | 2055-06-20      | 6.5000%  | 0.0000% | $160763.27         | $170161.03         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BZ1957 H     | 2070-10-20      | 6.6500%  | 0.0000% | $164067.88         | $174535.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ1666 C     | 2043-03-20      | 5.0000%  | 0.0000% | $70110.29          | $69918.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY6435 C     | 2050-10-20      | 3.5000%  | 0.0000% | $23215.81          | $21121.22          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT1010 X     | 2050-07-15      | 3.5000%  | 0.0000% | $530503.10         | $492134.70         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT1001 X     | 2050-06-15      | 3.5000%  | 0.0000% | $378636.17         | $351249.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS1020 C     | 2049-12-20      | 3.5000%  | 0.0000% | $83523.38          | $75600.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR2741 C     | 2049-11-20      | 3.5000%  | 0.0000% | $123892.26         | $112901.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR2728 C     | 2049-12-20      | 4.0000%  | 0.0000% | $94936.58          | $88339.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ3216 C     | 2049-09-20      | 3.5000%  | 0.0000% | $70182.07          | $63904.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $1582465.71        | $1517505.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $135550.76         | $133527.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0203 M     | 2055-02-20      | 4.5000%  | 0.0000% | $143749.80         | $137849.01         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4114 H     | 2074-02-20      | 6.4880%  | 0.0000% | $303172.52         | $311976.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB4099 C     | 2054-06-20      | 7.5000%  | 0.0000% | $161020.59         | $170325.75         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3448 H     | 2074-08-20      | 6.8240%  | 0.0000% | $415526.66         | $438768.14         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3422 H     | 2074-06-20      | 7.0060%  | 0.0000% | $116197.59         | $123363.59         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3412 H     | 2074-06-20      | 6.8650%  | 0.0000% | $444017.92         | $469687.51         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3431 H     | 2074-07-20      | 6.8500%  | 0.0000% | $463294.87         | $489731.97         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3390 H     | 2074-04-20      | 7.1480%  | 0.0000% | $144097.55         | $154889.58         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3397 H     | 2074-05-20      | 6.7830%  | 0.0000% | $153950.51         | $160518.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0900 C     | 2054-03-20      | 6.5000%  | 0.0000% | $137533.20         | $141452.91         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4117 H     | 2074-03-20      | 6.6150%  | 0.0000% | $172707.21         | $177870.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA9626 C     | 2054-04-20      | 5.0000%  | 0.0000% | $234985.26         | $232204.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7590 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1558797.86        | $1619559.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2389 C     | 2055-04-20      | 7.0000%  | 0.0000% | $340943.20         | $357670.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9057 | 2054-11-01      | 5.0000%  | 0.0000% | $2749104.38        | $2704499.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7152 C     | 2055-06-20      | 5.0000%  | 0.0000% | $200898.89         | $199386.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5749 C     | 2055-04-20      | 6.5000%  | 0.0000% | $322143.80         | $335048.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6488 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1080321.65        | $1123599.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9048 C     | 2055-06-20      | 6.5000%  | 0.0000% | $140560.32         | $145156.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX5276 C     | 2053-11-20      | 5.0000%  | 0.0000% | $156810.87         | $153287.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX3302 C     | 2053-11-20      | 5.0000%  | 0.0000% | $161572.68         | $157942.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV5776 C     | 2053-12-20      | 8.0000%  | 0.0000% | $199994.49         | $209299.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1021 C     | 2053-06-20      | 5.5000%  | 0.0000% | $200702.19         | $204451.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS8208 C     | 2054-05-20      | 5.0000%  | 0.0000% | $158327.03         | $156135.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS3929 C     | 2053-01-20      | 5.0000%  | 0.0000% | $141096.80         | $140495.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1540 C     | 2055-04-20      | 7.0000%  | 0.0000% | $207799.19         | $221993.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1539 C     | 2055-04-20      | 7.0000%  | 0.0000% | $174506.51         | $185573.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9703 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1642849.89        | $1686517.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9697 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1606035.61        | $1648724.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9659 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2410421.20        | $2474490.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9932 | 2055-02-01      | 5.5000%  | 0.0000% | $2494610.88        | $2502532.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC9206 | 2054-12-01      | 5.0000%  | 0.0000% | $2492995.95        | $2459013.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5734 | 2054-11-01      | 5.0000%  | 0.0000% | $2680696.46        | $2637823.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8591 | 2032-01-01      | 2.0000%  | 0.0000% | $2810954.09        | $2668751.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8687 | 2045-03-01      | 4.5000%  | 0.0000% | $2381970.42        | $2332699.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL5714 | 2044-08-01      | 4.0000%  | 0.0000% | $2502684.78        | $2385779.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787460 C     | 2041-12-20      | 5.0000%  | 0.0000% | $133619.39         | $132952.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9387 C     | 2055-06-20      | 6.5000%  | 0.0000% | $195394.98         | $204121.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9047 C     | 2055-06-20      | 6.0000%  | 0.0000% | $46042.50          | $46921.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8666 C     | 2055-05-20      | 6.5000%  | 0.0000% | $205898.49         | $217278.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8604 C     | 2055-06-20      | 6.0000%  | 0.0000% | $183902.25         | $190122.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8594 C     | 2055-06-20      | 5.5000%  | 0.0000% | $183695.27         | $185461.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8592 C     | 2055-06-20      | 5.5000%  | 0.0000% | $159281.82         | $160813.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8605 C     | 2055-06-20      | 6.0000%  | 0.0000% | $217665.00         | $225027.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2448 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1566969.92        | $1595030.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2409 C     | 2055-04-20      | 6.5000%  | 0.0000% | $808488.23         | $840876.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2396 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1291751.61        | $1335448.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2375 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1224177.59        | $1275020.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1911 C     | 2055-05-20      | 6.5000%  | 0.0000% | $808182.77         | $848488.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE6810 C     | 2039-11-20      | 4.0000%  | 0.0000% | $146913.37         | $143653.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5818 C     | 2054-12-20      | 7.0000%  | 0.0000% | $80649.96          | $83793.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5038 C     | 2054-08-20      | 5.0000%  | 0.0000% | $216001.99         | $212778.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787936 C     | 2055-04-20      | 5.5000%  | 0.0000% | $122150.35         | $123345.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3983 C     | 2055-02-20      | 5.5000%  | 0.0000% | $69664.87          | $70912.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3242 C     | 2055-01-20      | 6.5000%  | 0.0000% | $165756.32         | $174022.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $671083.85         | $674651.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0030 M     | 2054-11-20      | 7.5000%  | 0.0000% | $57838.12          | $60390.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2663 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1826374.14        | $1843935.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8715 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1322801.14        | $1344810.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8694 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1998881.34        | $2061796.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8309 C     | 2055-06-20      | 6.5000%  | 0.0000% | $662000.50         | $703134.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $33417.77          | $34864.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $139368.46         | $144197.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9168 M     | 2053-09-20      | 4.0000%  | 0.0000% | $45948.08          | $42903.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $111062.20         | $114781.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8617 M     | 2038-12-20      | 5.5000%  | 0.0000% | $56080.61          | $57741.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8572 M     | 2053-01-20      | 6.5000%  | 0.0000% | $85558.96          | $88686.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8399 M     | 2037-11-20      | 5.5000%  | 0.0000% | $51238.40          | $53146.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $79633.43          | $76988.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9590 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1111811.88        | $1149421.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9580 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1053225.65        | $1066976.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9578 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1513985.84        | $1541097.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9546 C     | 2055-05-20      | 6.5000%  | 0.0000% | $542823.60         | $575121.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9530 C     | 2055-05-20      | 6.0000%  | 0.0000% | $964458.28         | $997082.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9501 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1056573.60        | $1092313.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9488 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1181791.51        | $1202953.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9460 C     | 2055-04-20      | 6.5000%  | 0.0000% | $362665.07         | $384243.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9456 C     | 2055-04-20      | 6.0000%  | 0.0000% | $497385.98         | $514210.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9406 C     | 2055-03-20      | 7.0000%  | 0.0000% | $184728.42         | $195078.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9361 C     | 2055-03-20      | 6.5000%  | 0.0000% | $740348.42         | $784399.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8982 M     | 2036-11-20      | 3.0000%  | 0.0000% | $38031.55          | $35632.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $39437.83          | $33547.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7883 M     | 2052-02-20      | 3.5000%  | 0.0000% | $23936.91          | $21753.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1588 C     | 2055-04-20      | 7.0000%  | 0.0000% | $285721.45         | $296858.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1543 C     | 2055-03-20      | 6.0000%  | 0.0000% | $423094.51         | $437406.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1521 C     | 2055-02-20      | 5.5000%  | 0.0000% | $143509.91         | $146057.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1520 C     | 2055-03-20      | 6.5000%  | 0.0000% | $758188.43         | $800090.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1538 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1374908.89        | $1428502.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1417 C     | 2055-03-20      | 7.0000%  | 0.0000% | $321011.17         | $339801.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1313 C     | 2055-04-20      | 6.0000%  | 0.0000% | $402749.55         | $418349.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0401 C     | 2055-03-20      | 7.0000%  | 0.0000% | $176674.07         | $185806.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0215 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1050217.02        | $1069023.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0188 C     | 2055-04-20      | 6.0000%  | 0.0000% | $94337.97          | $97529.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0159 C     | 2055-04-20      | 6.5000%  | 0.0000% | $65540.32          | $68165.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0056 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1592078.92        | $1645933.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0054 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1610214.55        | $1664682.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0053 C     | 2055-04-20      | 5.5000%  | 0.0000% | $699082.08         | $711600.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0064 C     | 2055-04-20      | 5.5000%  | 0.0000% | $237449.15         | $239732.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0005 C     | 2055-03-20      | 7.0000%  | 0.0000% | $238280.91         | $250772.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0025 C     | 2055-03-20      | 7.0000%  | 0.0000% | $170611.34         | $177261.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3102 C     | 2055-02-20      | 7.0000%  | 0.0000% | $180324.71         | $187353.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3060 C     | 2055-02-20      | 6.5000%  | 0.0000% | $192224.31         | $202577.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH2908 C     | 2055-02-20      | 6.5000%  | 0.0000% | $176296.27         | $183358.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH2763 C     | 2055-04-20      | 7.0000%  | 0.0000% | $164089.01         | $170485.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH2107 C     | 2055-06-20      | 5.5000%  | 0.0000% | $210911.27         | $213069.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9357 C     | 2055-03-20      | 6.5000%  | 0.0000% | $293127.05         | $307152.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9379 C     | 2055-04-20      | 5.5000%  | 0.0000% | $507492.35         | $514117.95         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DC3838 H     | 2074-06-20      | 5.0780%  | 0.0000% | $97925.63          | $98868.86          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC2117 H     | 2074-04-20      | 6.6810%  | 0.0000% | $123904.10         | $130012.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC0877 C     | 2064-04-20      | 7.5000%  | 0.0000% | $53808.75          | $55803.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB9425 C     | 2054-05-20      | 8.0000%  | 0.0000% | $91971.91          | $98070.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC7099 C     | 2054-08-20      | 5.0000%  | 0.0000% | $191415.88         | $187144.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9331 C     | 2055-03-20      | 5.5000%  | 0.0000% | $157635.50         | $160458.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8420 C     | 2055-04-20      | 5.5000%  | 0.0000% | $373247.01         | $379930.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8244 C     | 2055-03-20      | 7.0000%  | 0.0000% | $266892.03         | $277294.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE0271 C     | 2054-12-20      | 5.5000%  | 0.0000% | $176912.55         | $180081.15         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD9257 H     | 2074-08-20      | 6.7340%  | 0.0000% | $97391.96          | $102528.33         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD9246 H     | 2074-06-20      | 6.8440%  | 0.0000% | $110438.85         | $116556.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD7812 C     | 2054-09-20      | 5.0000%  | 0.0000% | $160576.03         | $156991.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD5565 C     | 2054-07-20      | 8.0000%  | 0.0000% | $167534.14         | $178669.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD4865 C     | 2054-09-20      | 6.5000%  | 0.0000% | $26658.11          | $27942.93          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2188 H     | 2074-08-20      | 6.5470%  | 0.0000% | $239162.79         | $245562.89         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD2187 H     | 2074-08-20      | 7.5610%  | 0.0000% | $216586.41         | $229445.95         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2179 H     | 2074-06-20      | 6.5320%  | 0.0000% | $157300.92         | $161577.32         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD2177 H     | 2074-06-20      | 7.5880%  | 0.0000% | $202794.98         | $214122.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC9389 C     | 2054-12-20      | 6.5000%  | 0.0000% | $197782.78         | $206248.30         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8247 H     | 2074-05-20      | 6.9350%  | 0.0000% | $104059.41         | $110403.95         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8241 H     | 2074-05-20      | 6.8800%  | 0.0000% | $318099.23         | $336679.19         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8260 H     | 2074-06-20      | 6.9180%  | 0.0000% | $318831.79         | $338471.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9492 M     | 2054-02-20      | 7.5000%  | 0.0000% | $41154.90          | $42985.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0759 C     | 2055-02-20      | 6.0000%  | 0.0000% | $76671.48          | $79641.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0679 C     | 2055-01-20      | 5.5000%  | 0.0000% | $70310.79          | $71569.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0270 C     | 2055-01-20      | 5.0000%  | 0.0000% | $222898.05         | $222140.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0120 C     | 2055-01-20      | 5.5000%  | 0.0000% | $88426.72          | $90010.14          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DH0785 H     | 2075-01-20      | 5.9720%  | 0.0000% | $132646.23         | $140728.61         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG9019 H     | 2074-11-20      | 7.2470%  | 0.0000% | $136349.94         | $142486.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8937 C     | 2055-02-20      | 5.5000%  | 0.0000% | $117123.20         | $119220.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8919 C     | 2055-01-20      | 5.5000%  | 0.0000% | $95356.64          | $97064.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG5914 C     | 2055-02-20      | 7.0000%  | 0.0000% | $76357.87          | $79334.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG5699 C     | 2054-12-20      | 5.5000%  | 0.0000% | $69345.92          | $70587.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6297 C     | 2055-05-20      | 6.0000%  | 0.0000% | $221166.92         | $228648.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | 0.0000% | $90530.34          | $73811.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $123076.87         | $111737.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6868 M     | 2050-09-20      | 4.0000%  | 0.0000% | $224523.88         | $211147.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $176205.74         | $159922.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $49714.17          | $44078.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CM2632 C     | 2036-09-20      | 6.0000%  | 0.0000% | $119944.11         | $126759.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $221388.30         | $207358.31         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE1249 H     | 2074-09-20      | 6.8390%  | 0.0000% | $105571.09         | $111701.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7563 C     | 2049-11-20      | 3.5000%  | 0.0000% | $129295.85         | $117027.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9728 C     | 2053-12-20      | 8.0000%  | 0.0000% | $181642.42         | $190088.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7740 C     | 2049-11-20      | 3.5000%  | 0.0000% | $34723.60          | $31557.48          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BE5024 H     | 2067-12-20      | 6.8970%  | 0.0000% | $228298.36         | $238198.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786610 M     | 2037-12-20      | 2.5000%  | 0.0000% | $40223.63          | $37105.65          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3381 H     | 2074-04-20      | 6.8820%  | 0.0000% | $390803.02         | $411874.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ9533 C     | 2049-11-20      | 3.5000%  | 0.0000% | $84014.52          | $76042.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC9228 C     | 2054-11-20      | 5.0000%  | 0.0000% | $188251.34         | $185708.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2698 C     | 2055-06-20      | 6.0000%  | 0.0000% | $306182.39         | $312028.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ7305 C     | 2049-10-20      | 4.0000%  | 0.0000% | $85391.69          | $79642.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP0106 C     | 2034-08-20      | 6.5000%  | 0.0000% | $150977.92         | $157195.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3024 C     | 2053-12-20      | 8.0000%  | 0.0000% | $58220.61          | $60931.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9309 M     | 2053-11-20      | 7.5000%  | 0.0000% | $67044.58          | $69987.75          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD5672 H     | 2074-06-20      | 6.8440%  | 0.0000% | $382499.53         | $403434.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $58724.28          | $49953.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7960 C     | 2055-04-20      | 6.5000%  | 0.0000% | $247560.61         | $257477.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9503 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2020950.84        | $2097252.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7218 C     | 2054-02-20      | 8.0000%  | 0.0000% | $102046.18         | $107676.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7217 C     | 2054-02-20      | 8.0000%  | 0.0000% | $125562.51         | $132460.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7216 C     | 2054-01-20      | 8.0000%  | 0.0000% | $124417.40         | $131279.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9663 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2300335.18        | $2378147.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9666 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2196174.81        | $2279092.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG5033 C     | 2055-01-20      | 5.5000%  | 0.0000% | $94143.10          | $94296.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 734422 X     | 2026-05-15      | 3.5000%  | 0.0000% | $31054.26          | $30945.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AY6491 C     | 2047-03-20      | 4.0000%  | 0.0000% | $284542.40         | $264774.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AY6447 C     | 2047-02-20      | 4.0000%  | 0.0000% | $196402.05         | $182759.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9682 C     | 2055-05-20      | 6.5000%  | 0.0000% | $563307.39         | $596823.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7581 C     | 2055-06-20      | 6.5000%  | 0.0000% | $78413.20          | $81939.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6706 C     | 2055-06-20      | 6.0000%  | 0.0000% | $341284.52         | $352828.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6704 C     | 2055-06-20      | 7.0000%  | 0.0000% | $227882.93         | $240385.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6695 C     | 2055-06-20      | 7.0000%  | 0.0000% | $252403.61         | $262242.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6365 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1024205.00        | $1034053.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6348 C     | 2055-06-20      | 5.5000%  | 0.0000% | $443408.16         | $448461.93         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ4335 H     | 2074-01-20      | 6.7370%  | 0.0000% | $155329.74         | $161810.44         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2176 H     | 2074-06-20      | 6.4760%  | 0.0000% | $445765.19         | $459093.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB5119 C     | 2054-04-20      | 6.5000%  | 0.0000% | $53314.26          | $55478.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4636 C     | 2054-02-20      | 8.0000%  | 0.0000% | $114290.46         | $120594.77         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BP9899 H     | 2069-10-20      | 6.5760%  | 0.0000% | $199145.54         | $208108.97         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2178 H     | 2074-06-20      | 6.5780%  | 0.0000% | $102352.23         | $105020.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0644 C     | 2054-03-20      | 6.5000%  | 0.0000% | $225006.77         | $232157.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP8088 C     | 2050-03-20      | 3.5000%  | 0.0000% | $58811.72          | $53234.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7215 C     | 2054-02-20      | 8.0000%  | 0.0000% | $180089.77         | $192028.36         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7730 H     | 2074-01-20      | 6.5330%  | 0.0000% | $89308.14          | $92082.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $31489.32          | $27950.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $41240.91          | $38195.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2783 C     | 2041-09-20      | 4.5000%  | 0.0000% | $122009.12         | $118172.30         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4111 H     | 2074-02-20      | 6.5570%  | 0.0000% | $140716.31         | $144966.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  | 0.0000% | $2456958.67        | $2508115.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1422 | 2032-03-01      | 2.5000%  | 0.0000% | $2392533.49        | $2299951.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9367 M     | 2053-12-20      | 8.0000%  | 0.0000% | $184228.83         | $193514.05         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DA4463 H     | 2074-02-20      | 6.7920%  | 0.0000% | $114504.13         | $120360.73         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BY2825 X     | 2050-10-15      | 3.5000%  | 0.0000% | $165195.83         | $153247.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS0976 C     | 2049-12-20      | 3.5000%  | 0.0000% | $120731.05         | $110024.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $85457.51          | $88319.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS3886 C     | 2036-06-20      | 6.5000%  | 0.0000% | $175867.09         | $186879.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2742 C     | 2040-09-20      | 5.5000%  | 0.0000% | $146807.61         | $150805.71         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3413 H     | 2074-06-20      | 6.7570%  | 0.0000% | $140553.88         | $145693.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6869 M     | 2050-09-20      | 4.5000%  | 0.0000% | $152350.00         | $148678.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6347 C     | 2055-06-20      | 5.5000%  | 0.0000% | $687735.36         | $694348.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7173 C     | 2055-06-20      | 5.5000%  | 0.0000% | $70867.05          | $71548.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7154 C     | 2055-06-20      | 5.0000%  | 0.0000% | $245558.73         | $242790.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7153 C     | 2055-05-20      | 5.0000%  | 0.0000% | $197052.55         | $194885.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7582 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1699956.52        | $1776396.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7134 C     | 2055-06-20      | 6.5000%  | 0.0000% | $278764.02         | $289931.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6051 C     | 2055-05-20      | 6.5000%  | 0.0000% | $524395.45         | $540965.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5854 C     | 2055-05-20      | 6.5000%  | 0.0000% | $178685.42         | $186501.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5650 C     | 2055-06-20      | 5.5000%  | 0.0000% | $215461.91         | $217533.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $33837.95          | $27608.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5929 M     | 2049-05-20      | 3.0000%  | 0.0000% | $150167.41         | $134211.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $54015.73          | $48394.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA6442 C     | 2054-03-20      | 6.5000%  | 0.0000% | $105842.95         | $109154.47         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DA4456 H     | 2074-01-20      | 7.0240%  | 0.0000% | $184650.87         | $195961.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA3375 C     | 2054-03-20      | 5.0000%  | 0.0000% | $199998.37         | $195504.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA0220 C     | 2054-01-20      | 8.5000%  | 0.0000% | $117760.23         | $128182.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8436 C     | 2054-03-20      | 6.5000%  | 0.0000% | $182594.24         | $188356.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7904 C     | 2054-04-20      | 5.0000%  | 0.0000% | $163212.20         | $159544.46         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7753 H     | 2074-02-20      | 6.5680%  | 0.0000% | $98371.94          | $101157.88         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7752 H     | 2074-02-20      | 6.4860%  | 0.0000% | $13644.88          | $14019.71          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ7738 H     | 2074-01-20      | 6.8430%  | 0.0000% | $375943.70         | $396297.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5556 C     | 2054-03-20      | 6.5000%  | 0.0000% | $129317.75         | $133398.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA7787 C     | 2054-03-20      | 5.0000%  | 0.0000% | $201581.42         | $199326.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4606 C     | 2054-03-20      | 6.5000%  | 0.0000% | $28205.75          | $29053.54          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ4334 H     | 2074-01-20      | 6.9070%  | 0.0000% | $59960.72          | $63394.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ1367 C     | 2054-04-20      | 8.0000%  | 0.0000% | $181095.43         | $193115.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BL9378 C     | 2050-01-20      | 3.5000%  | 0.0000% | $135783.99         | $122904.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB3450 | 2050-08-01      | 2.0000%  | 0.0000% | $3110330.86        | $2485748.77        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ4356 H     | 2074-02-20      | 6.8890%  | 0.0000% | $433319.94         | $457119.34         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB8279 H     | 2074-05-20      | 7.1340%  | 0.0000% | $88892.63          | $92753.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8696 M     | 2038-07-20      | 5.5000%  | 0.0000% | $101621.62         | $102144.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6913 C     | 2055-03-20      | 7.0000%  | 0.0000% | $168252.29         | $178263.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0508 C     | 2055-05-20      | 7.0000%  | 0.0000% | $174420.72         | $184629.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7150 C     | 2055-05-20      | 7.0000%  | 0.0000% | $602803.41         | $626301.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1082 C     | 2055-02-20      | 7.0000%  | 0.0000% | $181736.09         | $197926.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9652 C     | 2055-05-20      | 5.5000%  | 0.0000% | $710815.25         | $720094.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7117 C     | 2055-04-20      | 6.5000%  | 0.0000% | $187851.76         | $196413.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4264 C     | 2054-11-20      | 5.0000%  | 0.0000% | $187954.97         | $183760.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7911 C     | 2054-12-20      | 6.5000%  | 0.0000% | $160283.42         | $166701.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0935 | 2055-04-01      | 6.0000%  | 0.0000% | $2787579.16        | $2871413.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1755 C     | 2055-03-20      | 7.0000%  | 0.0000% | $438579.67         | $455675.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $216243.08         | $193988.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2959 M     | 2045-07-20      | 2.5000%  | 0.0000% | $28058.59          | $24426.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC8195 C     | 2043-02-20      | 3.7400%  | 0.0000% | $23898.57          | $21892.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB1870 C     | 2042-09-20      | 3.7400%  | 0.0000% | $45054.90          | $41498.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB1605 C     | 2042-09-20      | 3.7400%  | 0.0000% | $27716.43          | $25580.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA2867 | 2032-01-01      | 2.0000%  | 0.0000% | $2695271.98        | $2552371.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY1495 C     | 2054-01-20      | 5.0000%  | 0.0000% | $165878.17         | $163287.94         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8259 H     | 2074-06-20      | 7.4230%  | 0.0000% | $201949.98         | $212894.21         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DA4468 H     | 2074-03-20      | 6.6490%  | 0.0000% | $108329.33         | $113618.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA6096 C     | 2054-03-20      | 6.5000%  | 0.0000% | $55787.70          | $57609.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2866 C     | 2055-06-20      | 6.5000%  | 0.0000% | $167770.59         | $177280.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2727 C     | 2055-05-20      | 6.0000%  | 0.0000% | $175852.43         | $181800.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2497 C     | 2055-05-20      | 7.0000%  | 0.0000% | $190133.71         | $197545.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1232 C     | 2055-06-20      | 6.0000%  | 0.0000% | $219930.45         | $227369.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1230 C     | 2055-06-20      | 6.0000%  | 0.0000% | $168025.77         | $174225.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1224 C     | 2055-06-20      | 6.0000%  | 0.0000% | $74565.11          | $75805.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1071 C     | 2055-05-20      | 6.0000%  | 0.0000% | $221938.02         | $229445.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0459 C     | 2055-05-20      | 6.0000%  | 0.0000% | $171256.70         | $177049.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0357 C     | 2055-05-20      | 6.5000%  | 0.0000% | $189814.32         | $198815.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0143 C     | 2055-06-20      | 5.5000%  | 0.0000% | $147230.52         | $148646.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0079 C     | 2055-06-20      | 5.5000%  | 0.0000% | $231615.52         | $234440.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0078 C     | 2055-06-20      | 5.5000%  | 0.0000% | $172236.27         | $174505.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0023 C     | 2055-05-20      | 7.0000%  | 0.0000% | $226253.45         | $235073.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4037 C     | 2055-04-20      | 6.0000%  | 0.0000% | $308246.46         | $318672.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4036 C     | 2055-04-20      | 6.0000%  | 0.0000% | $226068.12         | $233714.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4035 C     | 2055-04-20      | 6.0000%  | 0.0000% | $204268.67         | $211177.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4034 C     | 2055-04-20      | 6.0000%  | 0.0000% | $447567.28         | $462705.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4030 C     | 2055-04-20      | 5.5000%  | 0.0000% | $219894.44         | $223832.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7213 C     | 2054-02-20      | 8.0000%  | 0.0000% | $65675.54          | $68939.91          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CY5084 H     | 2074-01-20      | 6.8000%  | 0.0000% | $361270.95         | $380507.00         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CY5068 H     | 2073-12-20      | 6.8800%  | 0.0000% | $323066.30         | $340421.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY4285 C     | 2050-11-20      | 5.0000%  | 0.0000% | $88624.50          | $86633.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3718 C     | 2053-12-20      | 8.0000%  | 0.0000% | $78913.65          | $82582.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3042 C     | 2053-12-20      | 8.0000%  | 0.0000% | $72721.88          | $76102.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4117 C     | 2055-05-20      | 6.0000%  | 0.0000% | $481637.64         | $497928.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5647 C     | 2055-03-20      | 7.0000%  | 0.0000% | $503246.12         | $532394.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $78923.07          | $75683.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5196 C     | 2055-01-20      | 4.5000%  | 0.0000% | $166830.65         | $158127.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3921 C     | 2055-03-20      | 6.0000%  | 0.0000% | $833710.96         | $859456.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4118 C     | 2055-05-20      | 6.0000%  | 0.0000% | $308723.57         | $319165.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787839 C     | 2055-02-20      | 5.5000%  | 0.0000% | $95615.37          | $96815.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4108 C     | 2055-05-20      | 5.5000%  | 0.0000% | $197773.77         | $201315.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9432 C     | 2055-04-20      | 6.5000%  | 0.0000% | $193960.20         | $203466.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX4342 C     | 2053-11-20      | 8.0000%  | 0.0000% | $181406.44         | $189838.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB8131 C     | 2054-06-20      | 5.0000%  | 0.0000% | $162264.24         | $158617.97         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3396 H     | 2074-05-20      | 7.0690%  | 0.0000% | $452577.94         | $477996.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO5097 C     | 2052-07-20      | 4.5000%  | 0.0000% | $208954.44         | $201414.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8608 C     | 2055-06-20      | 6.5000%  | 0.0000% | $172203.50         | $179577.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7937 C     | 2055-01-20      | 6.0000%  | 0.0000% | $41830.38          | $43437.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0421 M     | 2055-06-20      | 4.0000%  | 0.0000% | $171271.23         | $159352.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0065 C     | 2055-04-20      | 5.5000%  | 0.0000% | $2373403.62        | $2396225.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2574 C     | 2055-04-20      | 7.0000%  | 0.0000% | $162484.87         | $168818.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4115 C     | 2055-04-20      | 6.0000%  | 0.0000% | $224769.75         | $232373.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7787 C     | 2055-04-20      | 7.0000%  | 0.0000% | $159038.93         | $165238.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4200 C     | 2055-06-20      | 5.5000%  | 0.0000% | $215435.02         | $217639.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0438 C     | 2054-12-20      | 5.5000%  | 0.0000% | $123604.51         | $125818.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7892 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1485112.17        | $1524586.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4869 C     | 2055-05-20      | 6.5000%  | 0.0000% | $104619.51         | $111120.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8939 C     | 2055-02-20      | 6.5000%  | 0.0000% | $158543.29         | $166450.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9592 C     | 2055-05-20      | 6.0000%  | 0.0000% | $788995.50         | $818785.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4680 C     | 2055-04-20      | 6.0000%  | 0.0000% | $209492.59         | $216578.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6659 C     | 2055-06-20      | 6.0000%  | 0.0000% | $324343.57         | $335713.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9745 C     | 2055-06-20      | 5.5000%  | 0.0000% | $57914.66          | $58631.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9415 C     | 2055-06-20      | 6.5000%  | 0.0000% | $223691.36         | $233750.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AA0291 C     | 2042-05-20      | 3.7400%  | 0.0000% | $44444.88          | $40993.10          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 762876 X     | 2026-04-15      | 3.5000%  | 0.0000% | $27281.30          | $27240.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0016 | 2054-11-01      | 5.5000%  | 0.0000% | $2364691.89        | $2373655.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  | 0.0000% | $2301782.48        | $2364343.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5759 | 2055-07-01      | 5.0000%  | 0.0000% | $2038423.23        | $2002980.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  | 0.0000% | $125189.04         | $112278.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1933 | 2051-09-01      | 4.0000%  | 0.0000% | $2649013.02        | $2507267.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $2503603.37        | $2479190.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1423 | 2055-04-01      | 5.0000%  | 0.0000% | $2378022.11        | $2337780.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0793 | 2051-06-01      | 2.5000%  | 0.0000% | $2890106.99        | $2410516.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBP5637 | 2035-06-01      | 2.0000%  | 0.0000% | $3136500.37        | $2878401.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7214 C     | 2054-01-20      | 8.0000%  | 0.0000% | $132251.37         | $139506.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9591 C     | 2054-12-20      | 5.5000%  | 0.0000% | $141587.57         | $144123.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9454 C     | 2054-12-20      | 5.5000%  | 0.0000% | $78585.96          | $79993.48          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DF8414 H     | 2074-11-20      | 6.8790%  | 0.0000% | $117289.39         | $124679.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9599 C     | 2054-12-20      | 6.5000%  | 0.0000% | $220332.67         | $230573.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4760 C     | 2055-05-20      | 5.5000%  | 0.0000% | $227488.70         | $229676.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7553 C     | 2054-11-20      | 6.0000%  | 0.0000% | $203679.37         | $209692.26         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DF6340 H     | 2074-09-20      | 6.8660%  | 0.0000% | $145201.70         | $153467.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5674 C     | 2055-02-20      | 5.0000%  | 0.0000% | $160287.79         | $157895.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5417 C     | 2054-11-20      | 5.0000%  | 0.0000% | $174387.82         | $170495.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4989 C     | 2054-12-20      | 5.0000%  | 0.0000% | $56965.17          | $56338.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4244 C     | 2054-10-20      | 4.5000%  | 0.0000% | $188499.75         | $178666.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2738 C     | 2055-02-20      | 5.5000%  | 0.0000% | $74386.99          | $75719.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2534 C     | 2055-01-20      | 6.5000%  | 0.0000% | $190055.92         | $198228.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5052 C     | 2055-06-20      | 6.5000%  | 0.0000% | $546648.45         | $571229.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4111 C     | 2055-05-20      | 5.5000%  | 0.0000% | $229228.43         | $233333.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9457 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2555302.10        | $2651778.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1494 C     | 2055-05-20      | 7.0000%  | 0.0000% | $218440.94         | $230960.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9671 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1509091.50        | $1549203.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787952 C     | 2055-05-20      | 5.5000%  | 0.0000% | $84036.23          | $85532.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2672 C     | 2055-01-20      | 6.5000%  | 0.0000% | $220316.99         | $230358.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9341 C     | 2055-03-20      | 6.0000%  | 0.0000% | $648456.62         | $670391.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6640 C     | 2055-06-20      | 6.0000%  | 0.0000% | $306921.52         | $317303.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9773 C     | 2054-12-20      | 5.0000%  | 0.0000% | $165460.62         | $164317.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5349 | 2045-06-01      | 5.0000%  | 0.0000% | $2355362.82        | $2362442.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9630 C     | 2054-12-20      | 6.5000%  | 0.0000% | $63540.05          | $66318.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0202 M     | 2055-02-20      | 4.0000%  | 0.0000% | $63508.97          | $59089.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1081 C     | 2055-05-20      | 6.0000%  | 0.0000% | $198435.52         | $205147.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0353 C     | 2055-05-20      | 7.0000%  | 0.0000% | $177640.65         | $187387.77         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DG9018 H     | 2074-11-20      | 5.8680%  | 0.0000% | $286515.93         | $301999.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2379 C     | 2055-05-20      | 7.0000%  | 0.0000% | $187570.60         | $194881.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4113 C     | 2055-05-20      | 6.0000%  | 0.0000% | $262680.56         | $272171.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3902 C     | 2055-01-20      | 7.0000%  | 0.0000% | $110405.08         | $116024.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1518 C     | 2055-03-20      | 5.5000%  | 0.0000% | $664450.21         | $674226.64         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DC1910 H     | 2074-10-20      | 5.9950%  | 0.0000% | $426435.25         | $453759.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5975 C     | 2055-06-20      | 6.5000%  | 0.0000% | $151299.43         | $156061.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6370 C     | 2055-06-20      | 6.0000%  | 0.0000% | $706122.14         | $730008.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7044 C     | 2055-04-20      | 6.0000%  | 0.0000% | $75969.46          | $78539.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG9357 C     | 2055-02-20      | 5.5000%  | 0.0000% | $73166.62          | $74476.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6685 C     | 2055-03-20      | 7.0000%  | 0.0000% | $257554.12         | $272196.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3391 C     | 2055-04-20      | 6.5000%  | 0.0000% | $203333.03         | $212738.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4362 C     | 2055-04-20      | 6.0000%  | 0.0000% | $266006.12         | $275265.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4328 C     | 2055-04-20      | 7.0000%  | 0.0000% | $262194.47         | $272414.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4326 C     | 2055-04-20      | 7.0000%  | 0.0000% | $214605.04         | $226537.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4325 C     | 2055-04-20      | 6.5000%  | 0.0000% | $188584.48         | $199007.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4116 C     | 2055-05-20      | 6.0000%  | 0.0000% | $237139.19         | $245160.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4114 C     | 2055-05-20      | 6.0000%  | 0.0000% | $192143.56         | $198930.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4112 C     | 2055-05-20      | 5.5000%  | 0.0000% | $248634.91         | $253087.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4110 C     | 2055-05-20      | 5.5000%  | 0.0000% | $240344.91         | $244648.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4109 C     | 2055-05-20      | 5.5000%  | 0.0000% | $225251.90         | $229285.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4039 C     | 2055-04-20      | 6.5000%  | 0.0000% | $253813.55         | $266782.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4152 C     | 2055-04-20      | 7.0000%  | 0.0000% | $179597.83         | $190001.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4151 C     | 2055-04-20      | 7.0000%  | 0.0000% | $162861.94         | $172394.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4176 C     | 2055-04-20      | 7.0000%  | 0.0000% | $180628.00         | $187668.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3847 C     | 2055-05-20      | 6.0000%  | 0.0000% | $117184.20         | $121148.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3637 C     | 2055-04-20      | 5.5000%  | 0.0000% | $26270.56          | $26523.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2828 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1467260.61        | $1509237.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2298 C     | 2055-06-20      | 5.5000%  | 0.0000% | $71180.45          | $71864.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2281 C     | 2055-06-20      | 6.5000%  | 0.0000% | $161532.80         | $169905.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2261 C     | 2055-06-20      | 6.5000%  | 0.0000% | $63925.43          | $66800.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2192 C     | 2055-06-20      | 5.5000%  | 0.0000% | $70828.39          | $71509.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2154 C     | 2055-05-20      | 5.5000%  | 0.0000% | $160534.32         | $163409.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2122 C     | 2055-05-20      | 7.0000%  | 0.0000% | $168976.97         | $177964.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2071 C     | 2055-03-20      | 7.0000%  | 0.0000% | $173598.53         | $180365.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1993 C     | 2055-05-20      | 6.0000%  | 0.0000% | $220001.96         | $227444.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1594 C     | 2055-04-20      | 6.0000%  | 0.0000% | $164507.54         | $170072.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1593 C     | 2055-04-20      | 6.5000%  | 0.0000% | $168102.57         | $174836.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2280 C     | 2055-06-20      | 6.5000%  | 0.0000% | $82993.75          | $87142.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1593 C     | 2055-04-20      | 7.0000%  | 0.0000% | $220236.21         | $233127.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9693 C     | 2055-06-20      | 6.0000%  | 0.0000% | $728615.52         | $753261.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1594 C     | 2055-04-20      | 7.0000%  | 0.0000% | $276865.36         | $292056.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0712 C     | 2054-12-20      | 5.5000%  | 0.0000% | $117253.20         | $119353.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4115 C     | 2055-05-20      | 6.0000%  | 0.0000% | $624174.88         | $645286.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5574 C     | 2055-04-20      | 5.5000%  | 0.0000% | $177643.09         | $180824.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9394 C     | 2055-04-20      | 6.5000%  | 0.0000% | $581860.69         | $616482.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1595 C     | 2055-04-20      | 7.0000%  | 0.0000% | $362179.93         | $376298.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1565 C     | 2055-04-20      | 7.0000%  | 0.0000% | $161759.60         | $168065.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8246 C     | 2055-01-20      | 5.5000%  | 0.0000% | $87960.33          | $89535.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF8867 C     | 2055-02-20      | 7.0000%  | 0.0000% | $204111.25         | $214125.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3315 C     | 2055-03-20      | 7.0000%  | 0.0000% | $402307.05         | $417987.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9407 C     | 2055-04-20      | 7.0000%  | 0.0000% | $213898.94         | $225295.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9408 C     | 2055-04-20      | 7.0000%  | 0.0000% | $752246.82         | $781568.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0500 C     | 2055-02-20      | 5.5000%  | 0.0000% | $237237.83         | $241485.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7921 C     | 2055-04-20      | 7.0000%  | 0.0000% | $359950.37         | $373981.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2678 C     | 2055-01-20      | 6.5000%  | 0.0000% | $161203.96         | $168136.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6688 C     | 2055-03-20      | 7.0000%  | 0.0000% | $300294.45         | $316702.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1652 C     | 2055-05-20      | 6.0000%  | 0.0000% | $151130.13         | $155945.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8001 C     | 2055-06-20      | 6.0000%  | 0.0000% | $57459.82          | $59403.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4033 C     | 2055-04-20      | 6.0000%  | 0.0000% | $371555.42         | $384680.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0362 M     | 2055-05-20      | 3.5000%  | 0.0000% | $340651.89         | $308412.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6673 C     | 2055-06-20      | 6.0000%  | 0.0000% | $187854.55         | $190980.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3938 C     | 2055-04-20      | 6.5000%  | 0.0000% | $207316.42         | $215621.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5512 | 2055-06-01      | 6.0000%  | 0.0000% | $2452558.57        | $2519215.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1541 C     | 2055-04-20      | 7.0000%  | 0.0000% | $180788.28         | $187835.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4371 C     | 2055-06-20      | 6.0000%  | 0.0000% | $100683.23         | $104583.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6337 M     | 2049-12-20      | 2.5000%  | 0.0000% | $35557.36          | $30291.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $64885.00          | $57532.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6468 C     | 2055-05-20      | 6.0000%  | 0.0000% | $67289.55          | $69214.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6445 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2431977.57        | $2475528.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7305 C     | 2049-10-20      | 3.5000%  | 0.0000% | $176503.72         | $159758.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP5492 C     | 2049-12-20      | 3.5000%  | 0.0000% | $191651.13         | $178245.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BN8603 C     | 2049-05-20      | 5.0000%  | 0.0000% | $35985.23          | $35559.23          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN0278 X     | 2050-08-15      | 3.5000%  | 0.0000% | $300816.08         | $279061.49         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN0273 X     | 2050-08-15      | 4.5000%  | 0.0000% | $167412.04         | $166644.29         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN0272 X     | 2050-08-15      | 4.0000%  | 0.0000% | $136100.17         | $131243.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9673 M     | 2054-05-20      | 8.0000%  | 0.0000% | $91467.60          | $94649.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8299 C     | 2055-06-20      | 5.5000%  | 0.0000% | $248419.50         | $250808.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7710 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1604089.14        | $1615265.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7596 C     | 2055-06-20      | 7.5000%  | 0.0000% | $538938.75         | $562180.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6352 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1937769.73        | $2003317.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6110 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2434490.01        | $2512058.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6109 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1761326.27        | $1807933.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6103 C     | 2055-04-20      | 7.0000%  | 0.0000% | $172758.66         | $183208.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6102 C     | 2055-03-20      | 7.0000%  | 0.0000% | $161327.69         | $167616.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5847 C     | 2055-04-20      | 7.0000%  | 0.0000% | $234179.02         | $243307.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5788 C     | 2055-03-20      | 6.0000%  | 0.0000% | $639702.36         | $661341.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5744 C     | 2055-04-20      | 6.0000%  | 0.0000% | $322029.41         | $333910.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5750 C     | 2055-04-20      | 6.5000%  | 0.0000% | $165115.68         | $171973.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5745 C     | 2055-04-20      | 6.0000%  | 0.0000% | $340659.56         | $352182.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5693 C     | 2055-03-20      | 7.0000%  | 0.0000% | $303726.86         | $321319.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5690 C     | 2055-03-20      | 7.0000%  | 0.0000% | $230269.56         | $245999.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5688 C     | 2055-03-20      | 6.0000%  | 0.0000% | $931758.33         | $963276.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5414 C     | 2055-04-20      | 7.0000%  | 0.0000% | $104445.99         | $110240.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6229 C     | 2055-03-20      | 6.5000%  | 0.0000% | $533671.97         | $555051.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5053 C     | 2055-06-20      | 6.0000%  | 0.0000% | $589187.45         | $611831.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA8483 C     | 2051-03-20      | 6.5000%  | 0.0000% | $31320.05          | $32285.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7785 C     | 2055-04-20      | 7.0000%  | 0.0000% | $165331.88         | $174201.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7804 C     | 2055-05-20      | 7.0000%  | 0.0000% | $194778.81         | $205049.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7767 C     | 2055-04-20      | 7.0000%  | 0.0000% | $163975.72         | $172771.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7231 C     | 2065-05-20      | 6.5000%  | 0.0000% | $98723.85          | $101347.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6736 C     | 2055-05-20      | 5.5000%  | 0.0000% | $220056.24         | $223253.56         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN0265 X     | 2050-07-15      | 3.5000%  | 0.0000% | $108876.31         | $101001.55         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN0261 X     | 2050-06-15      | 4.0000%  | 0.0000% | $167032.19         | $161072.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BL9363 C     | 2049-10-20      | 3.5000%  | 0.0000% | $183530.48         | $166116.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BJ9859 C     | 2048-04-20      | 3.5000%  | 0.0000% | $87420.96          | $79831.63          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BH1045 H     | 2068-05-20      | 7.8030%  | 0.0000% | $167538.30         | $179466.28         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CO1908 X     | 2052-08-15      | 6.0000%  | 0.0000% | $200735.16         | $214632.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN9840 C     | 2039-01-20      | 6.5000%  | 0.0000% | $204564.28         | $215773.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB8774 C     | 2047-09-20      | 4.0000%  | 0.0000% | $156768.68         | $146021.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB3665 C     | 2047-10-20      | 4.0000%  | 0.0000% | $30618.47          | $28547.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9725 M     | 2054-06-20      | 5.5000%  | 0.0000% | $182832.77         | $185214.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9714 M     | 2054-06-20      | 6.5000%  | 0.0000% | $1688642.84        | $1729315.68        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 469778 X     | 2026-09-15      | 3.5000%  | 0.0000% | $51141.95          | $50988.70          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 479370 X     | 2026-10-15      | 3.5000%  | 0.0000% | $31407.03          | $31234.81          | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783431 X     | 2026-09-15      | 3.5000%  | 0.0000% | $75036.70          | $74739.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $147859.25         | $130728.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR1530 C     | 2049-10-20      | 3.5000%  | 0.0000% | $72594.05          | $65706.07          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC2123 H     | 2074-05-20      | 6.6820%  | 0.0000% | $131821.18         | $138358.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT0433 C     | 2050-03-20      | 4.0000%  | 0.0000% | $46908.41          | $43650.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV5777 C     | 2053-12-20      | 8.0000%  | 0.0000% | $199247.07         | $208508.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ7656 C     | 2041-05-20      | 5.0000%  | 0.0000% | $120782.50         | $120451.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $193820.40         | $164873.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  | 0.0000% | $2673073.03        | $2341442.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB2703 C     | 2054-03-20      | 5.0000%  | 0.0000% | $214947.81         | $210117.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC7778 C     | 2042-12-20      | 3.7400%  | 0.0000% | $31743.11          | $29278.88          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738489 X     | 2026-07-15      | 3.5000%  | 0.0000% | $30102.49          | $29983.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7680 C     | 2049-11-20      | 3.5000%  | 0.0000% | $239151.62         | $219405.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6747 C     | 2054-11-20      | 5.5000%  | 0.0000% | $60396.16          | $60976.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7111 C     | 2055-05-20      | 6.0000%  | 0.0000% | $70880.69          | $73278.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5146 C     | 2065-05-20      | 6.5000%  | 0.0000% | $1704342.08        | $1749643.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5134 C     | 2065-05-20      | 6.5000%  | 0.0000% | $1536366.84        | $1577203.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5015 C     | 2065-05-20      | 6.5000%  | 0.0000% | $2211195.65        | $2269969.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787935 C     | 2055-04-20      | 5.5000%  | 0.0000% | $116248.11         | $117393.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787683 C     | 2054-11-20      | 5.5000%  | 0.0000% | $62751.35          | $63624.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787116 C     | 2053-04-20      | 5.5000%  | 0.0000% | $1725727.15        | $1758233.91        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738713 X     | 2026-09-15      | 3.5000%  | 0.0000% | $75276.95          | $74983.02          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738380 X     | 2026-06-15      | 3.5000%  | 0.0000% | $23611.82          | $23518.30          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738880 X     | 2026-10-15      | 3.5000%  | 0.0000% | $25217.33          | $25087.50          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738877 X     | 2026-10-15      | 3.5000%  | 0.0000% | $85820.83          | $85378.97          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737942 X     | 2026-02-15      | 3.5000%  | 0.0000% | $31516.91          | $31451.21          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737840 X     | 2026-01-15      | 3.5000%  | 0.0000% | $45083.11          | $45011.27          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738040 X     | 2026-03-15      | 3.5000%  | 0.0000% | $34735.98          | $34661.17          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 734140 X     | 2026-01-15      | 3.5000%  | 0.0000% | $41045.46          | $40980.05          | Agency Mortgage-Backed Securities         |

### Security 127: MUFG Securities Americas Inc.

- **C.1 - Title:** Mitsubishi 9 Repo 4.400000%
- **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: 933DPP002, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 933DPP002_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.7019%  | 0.0000% | $8562078.90        | $8586933.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 5.3519%  | 0.0000% | $11314290.24       | $11317001.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FJ     | 2054-11-20      | 5.5519%  | 0.0000% | $7589626.80        | $7609323.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 5.4519%  | 0.0000% | $1497533.15        | $1496784.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF     | 2054-11-20      | 5.4019%  | 0.0000% | $1258364.98        | $1254549.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-113 GC     | 2052-04-20      | 4.0000%  | 0.0000% | $3439718.26        | $3345463.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-026 FB     | 2054-02-20      | 5.3619%  | 0.0000% | $3168891.54        | $3164421.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FA     | 2053-10-20      | 5.4819%  | 0.0000% | $3041947.94        | $3058705.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 BF     | 2053-08-20      | 5.5019%  | 0.0000% | $4346794.24        | $4363504.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 5.3519%  | 0.0000% | $2715776.72        | $2716112.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 NF     | 2053-08-20      | 5.3019%  | 0.0000% | $4754834.04        | $4754005.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF     | 2053-07-20      | 5.3519%  | 0.0000% | $523067.68         | $523946.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  | 0.0000% | $1600000.00        | $1653619.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  | 0.0000% | $799999.60         | $825596.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 5.4519%  | 0.0000% | $2615846.28        | $2611962.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-063 LB     | 2053-05-20      | 6.0000%  | 0.0000% | $6138760.00        | $6304858.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 5.2519%  | 0.0000% | $17233905.40       | $16915230.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 5.1519%  | 0.0000% | $2679882.68        | $2614273.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  | 0.0000% | $2365431.93        | $2242878.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 NF     | 2052-05-20      | 4.5000%  | 0.0000% | $1566805.04        | $1485816.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  | 0.0000% | $598907.99         | $513426.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  | 0.0000% | $29192436.40       | $25093127.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.8321%  | 0.0000% | $2258525.03        | $2194715.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.7321%  | 0.0000% | $4006653.56        | $3824372.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-177 EF     | 2052-10-20      | 5.4019%  | 0.0000% | $313528.02         | $307885.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.8321%  | 0.0000% | $4105589.31        | $4011798.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-093 FA     | 2053-06-20      | 5.3019%  | 0.0000% | $5311669.44        | $5308677.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-168 J      | 2054-07-20      | 5.0000%  | 0.0000% | $791724.57         | $787280.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-096 FA     | 2053-07-20      | 5.3519%  | 0.0000% | $1355399.68        | $1355567.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.7262%  | 0.0000% | $688671.48         | $676563.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 5.3819%  | 0.0000% | $2148767.23        | $2150503.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 FE     | 2053-09-20      | 5.6519%  | 0.0000% | $4108786.16        | $4141072.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-013 FD     | 2054-01-20      | 5.3619%  | 0.0000% | $2755059.53        | $2755608.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 5.3619%  | 0.0000% | $308706.22         | $304797.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 BF     | 2053-07-20      | 5.3019%  | 0.0000% | $2439719.42        | $2438323.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 FK     | 2053-08-20      | 5.5519%  | 0.0000% | $4346794.24        | $4368855.00        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  | 0.0000% | $32331.07          | $32680.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3510 | 2053-06-01      | 6.0000%  | 0.0000% | $516691.61         | $528332.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBR5765 | 2051-04-01      | 5.0000%  | 0.0000% | $234685.79         | $232755.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2362 | 2050-09-01      | 2.0000%  | 0.0000% | $14488.18          | $11528.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1430 | 2052-04-01      | 3.5000%  | 0.0000% | $12415170.49       | $11253426.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8068 | 2054-05-01      | 5.5000%  | 0.0000% | $69050.82          | $69471.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI4668 | 2035-10-01      | 5.0000%  | 0.0000% | $7454.84           | $7582.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $8743.61           | $7965.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3547 | 2033-12-01      | 3.0000%  | 0.0000% | $2713.97           | $2634.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1692 | 2052-10-01      | 5.0000%  | 0.0000% | $9296.98           | $9219.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $147562.42         | $117262.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $91317.44          | $72567.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIZK5355 | 2028-04-01      | 2.0000%  | 0.0000% | $108986.98         | $106124.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL850566 | 2036-01-01      | 5.0000%  | 0.0000% | $29.35             | $29.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL852693 | 2036-04-01      | 6.0000%  | 0.0000% | $877.67            | $911.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  | 0.0000% | $59370.43          | $51750.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7389 | 2029-03-01      | 4.0000%  | 0.0000% | $53.96             | $53.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  | 0.0000% | $3676.98           | $3703.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889643 | 2038-03-01      | 6.0000%  | 0.0000% | $26.37             | $27.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7387 | 2029-07-01      | 4.0000%  | 0.0000% | $104.35            | $104.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL971036 | 2039-02-01      | 4.5000%  | 0.0000% | $578.27            | $577.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6083 | 2053-10-01      | 2.5000%  | 0.0000% | $1634990.21        | $1362034.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC1877 | 2039-09-01      | 4.5000%  | 0.0000% | $1773.30           | $1771.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  | 0.0000% | $90617.65          | $91979.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3008 | 2047-05-01      | 4.5000%  | 0.0000% | $1014.51           | $982.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9393 | 2042-04-01      | 3.5000%  | 0.0000% | $3941.29           | $3711.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $2022.51           | $1754.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $1645.89           | $1517.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH6827 | 2026-03-01      | 4.0000%  | 0.0000% | $38.89             | $38.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0706 | 2031-04-01      | 4.5000%  | 0.0000% | $5632.83           | $5670.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2462 | 2041-05-01      | 5.0000%  | 0.0000% | $7935.64           | $8052.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1366 | 2033-03-01      | 3.0000%  | 0.0000% | $1166.57           | $1122.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $45.80             | $44.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $33588.19          | $33956.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $413588.46         | $396879.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  | 0.0000% | $12945.95          | $10930.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  | 0.0000% | $13.14             | $13.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  | 0.0000% | $5849757.19        | $5775510.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7659 | 2052-07-01      | 3.5000%  | 0.0000% | $25648.75          | $23179.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $11562464.03       | $9218996.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD5622 | 2052-02-01      | 2.5000%  | 0.0000% | $4874.27           | $4098.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1942 | 2048-07-01      | 4.5000%  | 0.0000% | $145447.96         | $141675.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2077 | 2049-12-01      | 3.0000%  | 0.0000% | $2575.12           | $2291.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2349 | 2038-09-01      | 5.5000%  | 0.0000% | $30802.35          | $31669.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $736509.03         | $639578.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $202.67            | $191.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7365 | 2048-07-01      | 4.5000%  | 0.0000% | $33.17             | $32.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6101 | 2025-08-01      | 4.5000%  | 0.0000% | $5.65              | $5.66              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $18773.13          | $18481.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  | 0.0000% | $17555.05          | $14972.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIRR0007 | 2040-07-01      | 4.0000%  | 0.0000% | $1250923.20        | $1225169.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  | 0.0000% | $5913707.04        | $6165596.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  | 0.0000% | $248490.83         | $254096.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0799 | 2055-03-01      | 5.0000%  | 0.0000% | $20164153.83       | $19813575.38       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX9807 | 2055-04-01      | 5.0000%  | 0.0000% | $4551109.52        | $4472333.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAE6384 | 2026-01-01      | 4.0000%  | 0.0000% | $42.06             | $42.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAE0981 | 2041-03-01      | 3.5000%  | 0.0000% | $2232.73           | $2103.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0217 | 2040-08-01      | 4.5000%  | 0.0000% | $217.06            | $216.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  | 0.0000% | $89.59             | $86.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD3812 | 2040-04-01      | 5.0000%  | 0.0000% | $13975.87          | $14181.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1045 | 2040-02-01      | 4.5000%  | 0.0000% | $392796.80         | $392263.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | 0.0000% | $26649.13          | $27274.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $18058.54          | $18115.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  | 0.0000% | $1858395.02        | $1551001.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4112 | 2035-08-01      | 3.0000%  | 0.0000% | $61709.00          | $59110.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  | 0.0000% | $10017.55          | $9120.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4004 | 2050-03-01      | 5.0000%  | 0.0000% | $29222.85          | $29057.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3908 | 2050-01-01      | 4.5000%  | 0.0000% | $184854.31         | $178979.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $5414.07           | $4932.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $459.70            | $418.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3658 | 2034-05-01      | 3.5000%  | 0.0000% | $83.53             | $82.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1859 | 2049-12-01      | 3.0000%  | 0.0000% | $87.49             | $76.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $2447.63           | $2128.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $249441.93         | $254593.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $3145.02           | $2923.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1859 | 2052-11-01      | 5.5000%  | 0.0000% | $1906.67           | $1928.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $2939666.93        | $3002515.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8045 | 2035-05-01      | 2.5000%  | 0.0000% | $84328.39          | $78978.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3859 | 2049-07-01      | 3.5000%  | 0.0000% | $6822290.37        | $6237909.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4925 | 2050-11-01      | 3.0000%  | 0.0000% | $31125.58          | $27363.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $4607.99           | $4644.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $281831.26         | $277367.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $244153.33         | $205089.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ0860 | 2054-02-01      | 7.0000%  | 0.0000% | $5423592.17        | $5788962.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4169 | 2050-11-01      | 2.0000%  | 0.0000% | $7253.02           | $5780.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $1076867.58        | $1081671.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5385 | 2054-02-01      | 6.0000%  | 0.0000% | $33296.14          | $34239.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7016 | 2053-08-01      | 5.5000%  | 0.0000% | $4702826.37        | $4738081.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8085 | 2036-01-01      | 2.5000%  | 0.0000% | $4629.81           | $4325.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZK3063 | 2026-03-01      | 4.0000%  | 0.0000% | $69.02             | $68.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $61405.95          | $49261.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZJ5596 | 2032-01-01      | 6.0000%  | 0.0000% | $96.48             | $98.44             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3204 | 2041-06-01      | 5.0000%  | 0.0000% | $6729.86           | $6777.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7997 | 2054-05-01      | 6.0000%  | 0.0000% | $438050.88         | $447781.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS9382 | 2043-09-01      | 3.0000%  | 0.0000% | $10782.34          | $9761.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4976 | 2054-02-01      | 5.5000%  | 0.0000% | $204079.92         | $204780.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL6039 | 2032-08-01      | 4.0000%  | 0.0000% | $2326.03           | $2307.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA3601 | 2034-01-01      | 4.5000%  | 0.0000% | $11562.56          | $11720.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | 0.0000% | $194688.27         | $175955.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $175457.69         | $139411.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3465 | 2038-09-01      | 4.0000%  | 0.0000% | $46058.42          | $45371.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3389 | 2038-06-01      | 4.0000%  | 0.0000% | $16364.05          | $16124.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3377 | 2048-05-01      | 3.0000%  | 0.0000% | $2773.39           | $2444.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3310 | 2038-03-01      | 4.0000%  | 0.0000% | $4309.33           | $4246.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0846 | 2040-12-01      | 4.0000%  | 0.0000% | $812.44            | $786.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9550 | 2039-12-01      | 4.5000%  | 0.0000% | $59.07             | $59.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $111.52            | $101.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  | 0.0000% | $98043.85          | $86394.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBK1989 | 2048-04-01      | 3.5000%  | 0.0000% | $131399.35         | $119676.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9314 | 2047-09-01      | 3.5000%  | 0.0000% | $5650.85           | $5206.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958 | 2046-04-01      | 3.5000%  | 0.0000% | $27624.17          | $25702.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC5313 | 2046-03-01      | 3.5000%  | 0.0000% | $6642.08           | $6080.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2817 | 2046-09-01      | 3.0000%  | 0.0000% | $1124.55           | $999.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1155 | 2046-06-01      | 3.0000%  | 0.0000% | $5165.99           | $4621.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBA6884 | 2046-01-01      | 4.5000%  | 0.0000% | $61.10             | $59.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBA4738 | 2045-12-01      | 4.0000%  | 0.0000% | $77200.53          | $73427.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6905 | 2054-07-01      | 6.0000%  | 0.0000% | $5344231.64        | $5458017.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL847053 | 2035-12-01      | 5.0000%  | 0.0000% | $95.16             | $95.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL825392 | 2035-06-01      | 5.5000%  | 0.0000% | $19930.25          | $20542.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782335 | 2034-05-01      | 5.5000%  | 0.0000% | $2637.92           | $2659.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759424 | 2034-01-01      | 5.5000%  | 0.0000% | $1434.41           | $1474.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL755617 | 2034-01-01      | 5.5000%  | 0.0000% | $429.94            | $436.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $2241.15           | $2319.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $5120.92           | $5372.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL6720 | 2034-06-01      | 4.0000%  | 0.0000% | $570.71            | $565.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL6204 | 2029-02-01      | 4.0000%  | 0.0000% | $72.00             | $71.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL1174 | 2026-11-01      | 4.0000%  | 0.0000% | $281.91            | $281.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $1368831.66        | $1137518.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4929 | 2048-03-01      | 3.5000%  | 0.0000% | $11509514.50       | $10647537.54       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4347 | 2051-05-01      | 3.5000%  | 0.0000% | $36820.97          | $33173.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1158 | 2046-02-01      | 3.5000%  | 0.0000% | $50.30             | $46.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $134831.85         | $122812.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8021 | 2049-09-01      | 2.5000%  | 0.0000% | $443864.99         | $371115.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $1197.13           | $1159.88           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6920 | 2047-04-01      | 4.0000%  | 0.0000% | $360272.28         | $347363.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6694 | 2048-06-01      | 4.0000%  | 0.0000% | $2578346.36        | $2482432.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6691 | 2053-02-01      | 4.0000%  | 0.0000% | $2212908.77        | $2086844.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6669 | 2053-05-01      | 5.0000%  | 0.0000% | $1219087.90        | $1208071.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6097 | 2053-05-01      | 4.5000%  | 0.0000% | $700196.68         | $673517.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6072 | 2050-03-01      | 4.0000%  | 0.0000% | $1653319.93        | $1563827.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4547 | 2053-12-01      | 6.0000%  | 0.0000% | $5830057.04        | $5962010.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3243 | 2051-12-01      | 3.0000%  | 0.0000% | $3927906.62        | $3484071.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3189 | 2053-06-01      | 6.0000%  | 0.0000% | $200857.73         | $206390.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $46626.25          | $40518.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD2896 | 2051-10-01      | 4.0000%  | 0.0000% | $152542.06         | $142436.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $6235.73           | $6055.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  | 0.0000% | $6096041.89        | $5411588.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4946 | 2048-09-01      | 5.0000%  | 0.0000% | $25270.88          | $25066.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3900 | 2048-04-01      | 4.0000%  | 0.0000% | $78475.72          | $74267.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  | 0.0000% | $167991.92         | $176800.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | 0.0000% | $23734.99          | $21995.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $33146.97          | $33831.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2901 | 2053-05-01      | 5.0000%  | 0.0000% | $22014.27          | $21737.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  | 0.0000% | $608.59            | $558.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7206 | 2054-02-01      | 5.5000%  | 0.0000% | $20554.76          | $20820.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3240 | 2048-01-01      | 4.5000%  | 0.0000% | $49195.93          | $47804.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1857 | 2049-03-01      | 4.5000%  | 0.0000% | $1210373.37        | $1192170.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI0512 | 2033-08-01      | 4.5000%  | 0.0000% | $112.94            | $113.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  | 0.0000% | $8682.84           | $7552.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $6604.50           | $5745.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  | 0.0000% | $238132.38         | $206676.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZA0863 | 2032-12-01      | 6.0000%  | 0.0000% | $1228.26           | $1277.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  | 0.0000% | $9858.97           | $10082.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5658 | 2050-05-01      | 2.5000%  | 0.0000% | $566896.82         | $475662.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $231.14            | $201.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZS2393 | 2032-09-01      | 7.5000%  | 0.0000% | $1718.00           | $1797.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6964 | 2026-07-01      | 4.5000%  | 0.0000% | $37.44             | $37.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $160.04            | $151.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4438 | 2049-07-01      | 4.0000%  | 0.0000% | $25525.11          | $24560.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  | 0.0000% | $13892368.59       | $11669324.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD2788 | 2052-10-01      | 4.0000%  | 0.0000% | $4476130.52        | $4209676.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | 0.0000% | $4699.54           | $4382.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $2825.38           | $2637.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL8581 | 2044-10-01      | 4.0000%  | 0.0000% | $20854.91          | $19700.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL5916 | 2043-05-01      | 3.5000%  | 0.0000% | $4848.35           | $4561.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK9051 | 2032-11-01      | 3.0000%  | 0.0000% | $19920.50          | $19373.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZK3462 | 2026-08-01      | 3.5000%  | 0.0000% | $39.05             | $38.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZJ3686 | 2029-06-01      | 6.0000%  | 0.0000% | $223.96            | $229.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ1245 | 2041-02-01      | 4.5000%  | 0.0000% | $14.67             | $14.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0307 | 2040-08-01      | 4.5000%  | 0.0000% | $297.73            | $297.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0180 | 2040-07-01      | 4.5000%  | 0.0000% | $10033.05          | $10014.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | 0.0000% | $976.96            | $901.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5288 | 2053-07-01      | 5.5000%  | 0.0000% | $542315.30         | $549099.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | 0.0000% | $8094.45           | $6785.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $236124.68         | $207994.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1822 | 2052-05-01      | 3.5000%  | 0.0000% | $1439901.40        | $1319042.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2660 | 2052-02-01      | 2.5000%  | 0.0000% | $900666.77         | $748114.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1219 | 2051-07-01      | 3.5000%  | 0.0000% | $358107.81         | $325967.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  | 0.0000% | $331982.25         | $288328.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS1677 | 2040-03-01      | 3.0000%  | 0.0000% | $9463.52           | $8972.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0649 | 2051-12-01      | 2.5000%  | 0.0000% | $460026.74         | $383857.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS0065 | 2050-12-01      | 4.5000%  | 0.0000% | $381653.87         | $371430.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9579 | 2051-07-01      | 2.0000%  | 0.0000% | $11734.66          | $9311.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8821 | 2051-09-01      | 3.0000%  | 0.0000% | $478110.02         | $417818.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8677 | 2050-07-01      | 3.5000%  | 0.0000% | $54194.44          | $49618.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8577 | 2051-08-01      | 3.0000%  | 0.0000% | $465015.29         | $410723.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  | 0.0000% | $24339.78          | $21270.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $38275.97          | $31727.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5888 | 2044-07-01      | 5.0000%  | 0.0000% | $8095.66           | $8122.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | 0.0000% | $285236.49         | $241741.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7316 | 2053-08-01      | 5.5000%  | 0.0000% | $2071064.99        | $2095111.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7288 | 2055-01-01      | 5.0000%  | 0.0000% | $6359130.70        | $6306857.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3239 | 2052-04-01      | 3.0000%  | 0.0000% | $28624.45          | $25151.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  | 0.0000% | $9352.57           | $7489.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5706 | 2050-05-01      | 2.5000%  | 0.0000% | $43720.46          | $36806.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  | 0.0000% | $33610.81          | $32666.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4427 | 2049-10-01      | 3.0000%  | 0.0000% | $666610.93         | $582827.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $1170.15           | $1137.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0893 | 2052-04-01      | 2.5000%  | 0.0000% | $2316589.83        | $1948520.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $1566804.80        | $1636327.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7745 | 2053-12-01      | 6.0000%  | 0.0000% | $3223.01           | $3303.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  | 0.0000% | $2133.27           | $2145.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $5911380.25        | $5968339.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  | 0.0000% | $1058.89           | $1043.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7095 | 2053-09-01      | 5.0000%  | 0.0000% | $293507.31         | $290691.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5586 | 2053-01-01      | 6.0000%  | 0.0000% | $11252.40          | $11574.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0198 | 2038-09-01      | 5.5000%  | 0.0000% | $7131.84           | $7381.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | 0.0000% | $3682.48           | $3720.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $1905.77           | $1911.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5452 | 2044-08-01      | 5.0000%  | 0.0000% | $297898.98         | $299551.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $3318135.24        | $3328672.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5266 | 2039-02-01      | 5.0000%  | 0.0000% | $13815.00          | $13966.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  | 0.0000% | $660.13            | $637.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $2672894.19        | $2684415.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $120040.22         | $115170.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $1887983.64        | $1858668.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $1257355.32        | $1263127.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $49588.97          | $42983.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $2259.38           | $2107.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $35661.41          | $32174.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $3474.12           | $3244.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $21816.60          | $22308.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $116936.55         | $117307.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA5866 | 2038-12-01      | 4.0000%  | 0.0000% | $76082.17          | $74879.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CNZA3884 | 2026-09-01      | 2.5000%  | 0.0000% | $5369.38           | $5311.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2215 | 2031-08-01      | 4.0000%  | 0.0000% | $2641.64           | $2628.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA1918 | 2026-01-01      | 5.0000%  | 0.0000% | $127.30            | $127.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZA2619 | 2026-04-01      | 4.0000%  | 0.0000% | $19.08             | $19.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $122694.56         | $117746.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZA2576 | 2025-10-01      | 3.5000%  | 0.0000% | $4.52              | $4.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN4336 | 2049-03-01      | 5.0000%  | 0.0000% | $44990.54          | $44960.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3XZN0195 | 2027-09-01      | 3.0000%  | 0.0000% | $43088.12          | $42529.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM6968 | 2048-06-01      | 4.0000%  | 0.0000% | $516.21            | $489.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3937 | 2047-08-01      | 3.5000%  | 0.0000% | $22651.93          | $20865.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $2596.00           | $2604.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $190817.99         | $191423.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $15429.52          | $15757.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $641150.17         | $655078.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $4422.89           | $4242.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $6698.01           | $6421.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $8284.29           | $7726.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $1393.81           | $1299.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $63132353.12       | $52500479.05       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $1216124.70        | $1010786.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8179 | 2051-11-01      | 3.0000%  | 0.0000% | $1935.72           | $1685.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $11788059.32       | $9778948.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  | 0.0000% | $4696.85           | $4095.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $156904.37         | $137308.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7540 | 2051-05-01      | 2.5000%  | 0.0000% | $278047.11         | $235041.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6471 | 2052-05-01      | 3.0000%  | 0.0000% | $299051.41         | $259485.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6402 | 2053-11-01      | 6.0000%  | 0.0000% | $1988420.05        | $2051517.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIFS6393 | 2038-10-01      | 6.0000%  | 0.0000% | $3397107.19        | $3542637.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $6162.34           | $6089.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5930 | 2053-07-01      | 4.5000%  | 0.0000% | $7457.97           | $7167.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5656 | 2053-08-01      | 5.5000%  | 0.0000% | $33155.14          | $33503.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5625 | 2053-08-01      | 5.0000%  | 0.0000% | $175086.43         | $173992.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5093 | 2037-04-01      | 2.5000%  | 0.0000% | $24906.31          | $23439.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  | 0.0000% | $7258.82           | $6019.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS5314 | 2052-05-01      | 2.0000%  | 0.0000% | $3579.03           | $2833.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5302 | 2053-07-01      | 5.0000%  | 0.0000% | $1395637.81        | $1380962.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1043 | 2046-12-01      | 3.0000%  | 0.0000% | $914971.07         | $813571.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0525 | 2051-07-01      | 3.0000%  | 0.0000% | $1262316.49        | $1113090.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2237 | 2034-07-01      | 5.5000%  | 0.0000% | $952.73            | $979.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  | 0.0000% | $13913.99          | $11650.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  | 0.0000% | $148.63            | $139.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  | 0.0000% | $652.20            | $566.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9408 | 2039-11-01      | 4.5000%  | 0.0000% | $175.86            | $174.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $1033594.57        | $991873.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8314 | 2039-07-01      | 5.0000%  | 0.0000% | $16457.59          | $16638.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $2755228.06        | $2816981.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH1717 | 2053-10-01      | 5.5000%  | 0.0000% | $5623713.90        | $5709090.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTFS7070 | 2041-09-01      | 4.0000%  | 0.0000% | $9100.60           | $8919.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA5062 | 2053-06-01      | 3.0000%  | 0.0000% | $1409.42           | $1221.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4212 | 2047-12-01      | 5.0000%  | 0.0000% | $5821.45           | $5921.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  | 0.0000% | $500.36            | $461.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $17246.37          | $17870.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4118 | 2050-08-01      | 4.5000%  | 0.0000% | $2022.49           | $1950.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8231 | 2038-05-01      | 5.5000%  | 0.0000% | $1467.00           | $1501.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6309 | 2052-08-01      | 5.0000%  | 0.0000% | $56443.28          | $55531.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS4333 | 2045-01-01      | 3.0000%  | 0.0000% | $483666.57         | $432558.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $11919.26          | $10859.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD8104 | 2046-10-01      | 3.0000%  | 0.0000% | $105011.47         | $93784.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7253 | 2046-05-01      | 4.5000%  | 0.0000% | $195.77            | $191.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQC0832 | 2051-04-01      | 3.5000%  | 0.0000% | $221356.23         | $202918.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0914 | 2040-12-01      | 4.0000%  | 0.0000% | $5689.91           | $5503.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1362 | 2043-07-01      | 3.5000%  | 0.0000% | $6028.66           | $5671.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1083 | 2026-07-01      | 4.5000%  | 0.0000% | $110.30            | $110.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  | 0.0000% | $492.64            | $494.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0814 | 2040-06-01      | 6.5000%  | 0.0000% | $4433.05           | $4718.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAK9445 | 2042-03-01      | 4.0000%  | 0.0000% | $5484123.05        | $5295793.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8194 | 2041-08-01      | 4.5000%  | 0.0000% | $527.53            | $525.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  | 0.0000% | $2726.62           | $2715.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH9016 | 2026-03-01      | 4.0000%  | 0.0000% | $376.09            | $375.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801 | 2026-02-01      | 3.5000%  | 0.0000% | $21.15             | $21.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  | 0.0000% | $3679.58           | $3669.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555330 | 2033-04-01      | 5.5000%  | 0.0000% | $7412.17           | $7592.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL190396 | 2039-06-01      | 4.5000%  | 0.0000% | $173.67            | $172.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB1117 | 2039-04-01      | 6.0000%  | 0.0000% | $178335.31         | $184739.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3129 | 2037-09-01      | 4.0000%  | 0.0000% | $2201.61           | $2171.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $41156.09          | $37918.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  | 0.0000% | $48970.62          | $43297.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2863 | 2047-01-01      | 3.0000%  | 0.0000% | $12645.82          | $11220.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2217 | 2045-03-01      | 4.0000%  | 0.0000% | $3876.45           | $3686.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $1824.18           | $1829.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $16762.83          | $16684.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAB2800 | 2026-04-01      | 3.5000%  | 0.0000% | $16.77             | $16.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA7937 | 2037-01-01      | 4.5000%  | 0.0000% | $273.63            | $273.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $310.29            | $326.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  | 0.0000% | $67.15             | $70.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL986148 | 2038-01-01      | 5.5000%  | 0.0000% | $27287.45          | $28243.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL962062 | 2038-03-01      | 5.0000%  | 0.0000% | $16532.62          | $16822.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL946803 | 2037-09-01      | 6.5000%  | 0.0000% | $580.80            | $613.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $248800.24         | $197032.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  | 0.0000% | $5453.60           | $5052.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS9389 | 2048-06-01      | 4.0000%  | 0.0000% | $1258336.74        | $1206916.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $59226.58          | $60468.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8075 | 2050-02-01      | 3.0000%  | 0.0000% | $2408161.32        | $2142549.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3907 | 2050-01-01      | 4.0000%  | 0.0000% | $332191.32         | $312871.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $1353.16           | $1226.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  | 0.0000% | $168886.23         | $173514.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $197219.81         | $171368.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  | 0.0000% | $204.87            | $200.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2513 | 2052-08-01      | 4.5000%  | 0.0000% | $178876.61         | $171497.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3703 | 2026-11-01      | 3.0000%  | 0.0000% | $1123.04           | $1113.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $4357209.40        | $4309771.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2747 | 2047-03-01      | 3.5000%  | 0.0000% | $6264.85           | $5820.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1768 | 2048-06-01      | 4.0000%  | 0.0000% | $6925.29           | $6672.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2897 | 2039-03-01      | 5.5000%  | 0.0000% | $719.56            | $739.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0424 | 2055-02-01      | 6.0000%  | 0.0000% | $380791.19         | $392748.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0432 | 2052-05-01      | 2.5000%  | 0.0000% | $7739376.65        | $6474157.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3251 | 2055-01-01      | 5.5000%  | 0.0000% | $1919256.11        | $1942077.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7311 | 2053-02-01      | 4.5000%  | 0.0000% | $1629522.12        | $1569457.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1819 | 2055-05-01      | 6.5000%  | 0.0000% | $5125344.49        | $5332055.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL944145 | 2037-08-01      | 6.0000%  | 0.0000% | $2152.76           | $2217.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $115.08            | $121.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  | 0.0000% | $184.02            | $161.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0636 | 2037-08-01      | 3.0000%  | 0.0000% | $37146.63          | $35396.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI9800 | 2054-06-01      | 5.5000%  | 0.0000% | $853004.99         | $855713.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB0449 | 2041-01-01      | 2.0000%  | 0.0000% | $1298484.88        | $1125855.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $1913044.06        | $1892216.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932474 | 2040-02-01      | 4.5000%  | 0.0000% | $462.69            | $461.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL910434 | 2037-01-01      | 6.0000%  | 0.0000% | $2380.60           | $2476.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CI890306 | 2026-04-01      | 4.0000%  | 0.0000% | $21.48             | $21.44             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2319 | 2053-02-01      | 4.5000%  | 0.0000% | $6446.12           | $6208.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1957 | 2052-03-01      | 3.0000%  | 0.0000% | $2937247.11        | $2555359.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1819 | 2052-10-01      | 5.5000%  | 0.0000% | $33875.40          | $34268.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $2749.01           | $2424.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0503 | 2048-04-01      | 4.0000%  | 0.0000% | $812683.37         | $776046.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  | 0.0000% | $17436.81          | $16362.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8351 | 2040-01-01      | 5.0000%  | 0.0000% | $5761.12           | $5820.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8349 | 2040-01-01      | 4.5000%  | 0.0000% | $3372.60           | $3358.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  | 0.0000% | $11446.02          | $11704.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  | 0.0000% | $13574.64          | $13714.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8304 | 2039-05-01      | 5.5000%  | 0.0000% | $20899.22          | $21389.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8303 | 2039-05-01      | 5.0000%  | 0.0000% | $9227.30           | $9322.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8318 | 2039-08-01      | 5.0000%  | 0.0000% | $2528.54           | $2556.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8281 | 2039-02-01      | 5.0000%  | 0.0000% | $26692.03          | $26984.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $2108.12           | $2037.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8108 | 2036-06-01      | 2.5000%  | 0.0000% | $13502.77          | $12628.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  | 0.0000% | $42140.59          | $39375.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745275 | 2036-02-01      | 5.0000%  | 0.0000% | $611.42            | $621.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL708305 | 2033-06-01      | 4.5000%  | 0.0000% | $549.01            | $545.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAZ6973 | 2045-11-01      | 4.0000%  | 0.0000% | $57.27             | $53.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8351 | 2045-05-01      | 4.0000%  | 0.0000% | $192.72            | $182.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV2359 | 2044-01-01      | 4.0000%  | 0.0000% | $2746.96           | $2647.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  | 0.0000% | $4452.41           | $4188.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $128.01            | $125.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7838 | 2046-08-01      | 3.0000%  | 0.0000% | $1622.28           | $1446.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7726 | 2046-08-01      | 3.0000%  | 0.0000% | $134524.56         | $120086.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  | 0.0000% | $1181.68           | $1129.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5121 | 2045-06-01      | 4.0000%  | 0.0000% | $3688.18           | $3502.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS1062 | 2028-11-01      | 3.0000%  | 0.0000% | $607.57            | $597.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  | 0.0000% | $945.94            | $833.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0150 | 2042-06-01      | 4.0000%  | 0.0000% | $2331.55           | $2247.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAO7977 | 2027-06-01      | 3.0000%  | 0.0000% | $64.04             | $63.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAO6572 | 2027-06-01      | 4.0000%  | 0.0000% | $1655.69           | $1651.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9971 | 2027-01-01      | 4.5000%  | 0.0000% | $211.05            | $211.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL9264 | 2036-10-01      | 4.0000%  | 0.0000% | $11710.93          | $11519.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8299 | 2046-11-01      | 3.0000%  | 0.0000% | $10580.57          | $9487.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6889 | 2045-02-01      | 4.5000%  | 0.0000% | $923.10            | $907.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6853 | 2029-11-01      | 3.5000%  | 0.0000% | $2604.41           | $2571.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6614 | 2052-01-01      | 2.5000%  | 0.0000% | $1035603.37        | $860010.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5832 | 2051-09-01      | 2.5000%  | 0.0000% | $212995.85         | $179036.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  | 0.0000% | $3259792.61        | $2706031.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  | 0.0000% | $8007.82           | $6956.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3523 | 2050-09-01      | 2.0000%  | 0.0000% | $6738.59           | $5335.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6739 | 2053-06-01      | 5.5000%  | 0.0000% | $38618.34          | $39035.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  | 0.0000% | $2486.46           | $2357.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4667 | 2046-06-01      | 3.0000%  | 0.0000% | $1207.20           | $1073.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  | 0.0000% | $39979.19          | $35490.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4643 | 2045-12-01      | 4.0000%  | 0.0000% | $172.08            | $163.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4641 | 2045-12-01      | 3.0000%  | 0.0000% | $2897.49           | $2565.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  | 0.0000% | $1548.38           | $1569.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  | 0.0000% | $194.68            | $177.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $3011.84           | $2765.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $5767.35           | $4997.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $18723.20          | $17118.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV8463 | 2052-04-01      | 2.5000%  | 0.0000% | $821091.25         | $681729.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV3950 | 2052-02-01      | 4.0000%  | 0.0000% | $3075.46           | $2877.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4707 | 2054-07-01      | 6.0000%  | 0.0000% | $9124065.84        | $9318073.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU1350 | 2052-02-01      | 3.0000%  | 0.0000% | $336612.22         | $291912.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1028 | 2051-11-01      | 2.0000%  | 0.0000% | $4518.25           | $3656.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM5010 | 2050-09-01      | 4.5000%  | 0.0000% | $2456.77           | $2391.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5000 | 2050-07-01      | 3.5000%  | 0.0000% | $1163.60           | $1060.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $746.25            | $714.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0298 | 2035-01-01      | 2.5000%  | 0.0000% | $5276.11           | $4974.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  | 0.0000% | $633.28            | $598.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1639 | 2048-02-01      | 4.0000%  | 0.0000% | $43182.25          | $40935.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1623 | 2047-02-01      | 3.0000%  | 0.0000% | $720.22            | $642.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1546 | 2048-12-01      | 4.5000%  | 0.0000% | $238.82            | $232.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $61484.43          | $58198.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT0304 | 2041-05-01      | 5.5000%  | 0.0000% | $9038.15           | $9288.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0231 | 2046-04-01      | 4.5000%  | 0.0000% | $13851.23          | $13650.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZT0799 | 2031-09-01      | 5.0000%  | 0.0000% | $485.62            | $488.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9409 | 2045-06-01      | 3.5000%  | 0.0000% | $841.06            | $782.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  | 0.0000% | $2324.65           | $2159.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS9771 | 2046-06-01      | 4.0000%  | 0.0000% | $8853.78           | $8408.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8693 | 2033-04-01      | 3.0000%  | 0.0000% | $3552.58           | $3455.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7568 | 2029-01-01      | 4.0000%  | 0.0000% | $7.75              | $7.72              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS7463 | 2031-06-01      | 3.5000%  | 0.0000% | $4768.39           | $4718.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS7254 | 2030-11-01      | 3.0000%  | 0.0000% | $1710.81           | $1674.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6911 | 2026-06-01      | 4.5000%  | 0.0000% | $52.27             | $52.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6724 | 2026-03-01      | 4.5000%  | 0.0000% | $7.18              | $7.18              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6609 | 2026-09-01      | 4.5000%  | 0.0000% | $357.49            | $357.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS6210 | 2026-02-01      | 4.0000%  | 0.0000% | $95.15             | $95.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4713 | 2047-04-01      | 3.5000%  | 0.0000% | $199646.43         | $184025.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ1415 | 2041-09-01      | 4.5000%  | 0.0000% | $47.76             | $47.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0954 | 2054-02-01      | 6.5000%  | 0.0000% | $254330.67         | $264950.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL4242 | 2041-10-01      | 5.0000%  | 0.0000% | $101.77            | $103.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  | 0.0000% | $84.20             | $83.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $2883.19           | $2498.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  | 0.0000% | $11491.75          | $11763.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL890607 | 2043-08-01      | 5.0000%  | 0.0000% | $488.75            | $496.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630 | 2045-09-01      | 3.5000%  | 0.0000% | $81.34             | $75.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4627 | 2045-08-01      | 4.0000%  | 0.0000% | $25567.84          | $24283.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $10521.41          | $9769.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  | 0.0000% | $780.81            | $733.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4086 | 2044-07-01      | 4.5000%  | 0.0000% | $423.37            | $416.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3671 | 2042-12-01      | 4.0000%  | 0.0000% | $36936.71          | $35478.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS3287 | 2039-09-01      | 6.5000%  | 0.0000% | $32630.33          | $34453.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS3073 | 2040-05-01      | 5.5000%  | 0.0000% | $1731.08           | $1781.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3509 | 2042-02-01      | 5.0000%  | 0.0000% | $30093.10          | $30536.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2267 | 2034-12-01      | 5.5000%  | 0.0000% | $16954.94          | $17479.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1876 | 2038-02-01      | 5.5000%  | 0.0000% | $9054.46           | $9316.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1639 | 2037-09-01      | 6.0000%  | 0.0000% | $3844.92           | $4046.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888832 | 2037-11-01      | 6.5000%  | 0.0000% | $2458.97           | $2617.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888024 | 2035-06-01      | 6.5000%  | 0.0000% | $7357.49           | $7637.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  | 0.0000% | $2411.95           | $2450.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0094 | 2055-03-01      | 5.0000%  | 0.0000% | $10411503.94       | $10236879.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS8159 | 2037-07-01      | 2.5000%  | 0.0000% | $51283.81          | $48250.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7890 | 2047-07-01      | 5.0000%  | 0.0000% | $14117.39          | $14342.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7294 | 2044-05-01      | 5.5000%  | 0.0000% | $132451.52         | $137475.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1193 | 2053-04-01      | 5.5000%  | 0.0000% | $82625.62          | $82888.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8517 | 2052-08-01      | 4.5000%  | 0.0000% | $1471.77           | $1423.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0764 | 2052-04-01      | 3.0000%  | 0.0000% | $20641.50          | $17891.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6092 | 2052-01-01      | 2.5000%  | 0.0000% | $8713948.41        | $7253463.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD5204 | 2052-01-01      | 2.5000%  | 0.0000% | $222789.97         | $184773.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLQC1899 | 2046-05-01      | 1.5000%  | 0.0000% | $7012963.98        | $5387655.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB2765 | 2050-09-01      | 2.5000%  | 0.0000% | $6965692.00        | $5842187.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA0127 | 2049-06-01      | 3.5000%  | 0.0000% | $5650.66           | $5151.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4017 | 2053-10-01      | 6.0000%  | 0.0000% | $323176.76         | $332454.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3900 | 2053-08-01      | 5.5000%  | 0.0000% | $99995.37          | $100529.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4419 | 2052-06-01      | 3.0000%  | 0.0000% | $6817233.58        | $5989223.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4418 | 2050-06-01      | 3.0000%  | 0.0000% | $389676.23         | $346256.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $5772147.50        | $5671791.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4854 | 2044-05-01      | 5.5000%  | 0.0000% | $809.41            | $837.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $204.99            | $186.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  | 0.0000% | $260.48            | $259.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM2235 | 2028-12-01      | 4.5000%  | 0.0000% | $41.91             | $41.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  | 0.0000% | $20.81             | $20.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  | 0.0000% | $30346.69          | $26941.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNFA2090 | 2032-03-01      | 1.5000%  | 0.0000% | $4000000.00        | $3695029.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1071 | 2036-05-01      | 5.5000%  | 0.0000% | $874.32            | $904.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS0892 | 2035-06-01      | 6.0000%  | 0.0000% | $43352.28          | $45111.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS0847 | 2035-04-01      | 5.0000%  | 0.0000% | $478.17            | $485.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6616 | 2053-06-01      | 6.0000%  | 0.0000% | $33596.50          | $34311.54          | Agency Mortgage-Backed Securities         |

### Security 128: RBC Dominion Securities Inc.

- **C.1 - Title:** Rbc Dom 8 Repo 4.400000%
- **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: 933FLH009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 933FLH009_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 5.6200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-069 FA     | 2053-05-20      | 5.2519%  | 0.0000% | $4178823.16        | $4141396.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA     | 2053-04-20      | 5.2019%  | 0.0000% | $59495015.33       | $58841757.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $490.23            | $433.00            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $3476.47           | $2874.77           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-197 FD     | 2051-11-20      | 2.5000%  | 0.0000% | $8095446.83        | $6697229.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-077 FT     | 2051-05-20      | 3.5000%  | 0.0000% | $606803.47         | $537422.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 YF     | 2055-03-20      | 5.5019%  | 0.0000% | $31615873.23       | $31651134.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FA     | 2055-02-20      | 5.4119%  | 0.0000% | $3035570.81        | $3043485.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FB     | 2055-02-20      | 5.4519%  | 0.0000% | $838.68            | $841.73            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-182 FA     | 2054-11-20      | 5.4019%  | 0.0000% | $10636068.66       | $10615812.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF     | 2051-11-20      | 2.5000%  | 0.0000% | $282295.70         | $233543.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 FA     | 2051-11-20      | 2.5000%  | 0.0000% | $5887464.97        | $4705853.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FE     | 2054-04-20      | 5.5019%  | 0.0000% | $895.97            | $895.41            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-005 JF     | 2054-01-20      | 5.5019%  | 0.0000% | $625010.69         | $625491.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-148 FB     | 2054-09-20      | 5.4519%  | 0.0000% | $542.58            | $542.31            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $1324.41           | $1195.03           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $1209830.03        | $963024.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FD     | 2055-02-20      | 5.3719%  | 0.0000% | $27042546.56       | $27024892.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-187 FD     | 2054-11-20      | 5.3519%  | 0.0000% | $27929143.55       | $27908828.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC     | 2054-08-20      | 5.3619%  | 0.0000% | $1183.77           | $1184.46           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 5.3519%  | 0.0000% | $4243539.46        | $4221543.61        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05534F 05/25/55 | 2055-05-25      | 5.8552%  | 0.0000% | $684.38            | $684.99            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 LF     | 2054-02-20      | 5.3019%  | 0.0000% | $1065.58           | $1064.52           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-001 JF     | 2054-01-20      | 5.3019%  | 0.0000% | $425.68            | $425.42            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FC     | 2053-09-20      | 5.5019%  | 0.0000% | $255.73            | $257.27            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $713441.29         | $647511.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  | 0.0000% | $3214604.36        | $2555443.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $21025.97          | $20417.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  | 0.0000% | $58.22             | $58.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $98.43             | $90.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833 | 2046-12-01      | 3.0000%  | 0.0000% | $135.77            | $120.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $273.77            | $231.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTAB7673 | 2033-01-01      | 2.5000%  | 0.0000% | $97.59             | $92.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  | 0.0000% | $629.87            | $635.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  | 0.0000% | $1005.21           | $878.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2805 | 2052-02-01      | 2.5000%  | 0.0000% | $102562312.17      | $85977974.91       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1656 | 2051-09-01      | 2.0000%  | 0.0000% | $105466860.53      | $84178702.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1383 | 2051-08-01      | 2.5000%  | 0.0000% | $81431870.57       | $68297959.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0496 | 2051-05-01      | 2.0000%  | 0.0000% | $12009264.83       | $9560180.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0084 | 2051-04-01      | 2.0000%  | 0.0000% | $28586210.61       | $22989005.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8045 | 2050-12-01      | 2.5000%  | 0.0000% | $380.36            | $318.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7010 | 2050-09-01      | 2.0000%  | 0.0000% | $423.77            | $344.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5788 | 2050-05-01      | 2.5000%  | 0.0000% | $723161.60         | $607305.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICA4721 | 2034-11-01      | 3.5000%  | 0.0000% | $16784.50          | $16329.63          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782737 X     | 2039-08-15      | 4.5000%  | 0.0000% | $15.13             | $14.89             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1914 C     | 2055-06-20      | 6.0000%  | 0.0000% | $7621.09           | $7839.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6207 C     | 2055-04-20      | 5.5000%  | 0.0000% | $634.46            | $642.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6548 C     | 2054-12-20      | 5.5000%  | 0.0000% | $583.04            | $592.14            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF3880       | 2066-07-15      | 5.3500%  | 0.0000% | $274686.36         | $278126.18         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE9885       | 2060-03-15      | 5.7500%  | 0.0000% | $1424965.31        | $1502618.71        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5565       | 2060-01-15      | 6.2000%  | 0.0000% | $634.33            | $687.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV9045 C     | 2053-09-20      | 6.5000%  | 0.0000% | $203756.82         | $222403.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII MH AD0860 C     | 2033-11-20      | 3.5000%  | 0.0000% | $125873.67         | $122056.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  | 0.0000% | $158.25            | $145.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $10312019.27       | $10354056.80       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY4146 | 2053-06-01      | 6.0000%  | 0.0000% | $503.16            | $523.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  | 0.0000% | $161250.49         | $158746.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9887 | 2052-10-01      | 5.0000%  | 0.0000% | $499.33            | $492.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD5134 | 2052-06-01      | 4.0000%  | 0.0000% | $561.23            | $531.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $2332899.20        | $2064398.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  | 0.0000% | $496.54            | $448.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8501 | 2054-05-01      | 6.0000%  | 0.0000% | $608.37            | $631.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX6797 | 2053-03-01      | 6.0000%  | 0.0000% | $512270.41         | $529189.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $50783870.32       | $41407040.58       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2604 M     | 2045-02-20      | 5.0000%  | 0.0000% | $108.94            | $109.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  | 0.0000% | $125388.37         | $110941.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH4024 | 2047-09-01      | 4.5000%  | 0.0000% | $4039284.35        | $3970418.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8533 | 2051-03-01      | 2.5000%  | 0.0000% | $243129.00         | $205094.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  | 0.0000% | $7687249.31        | $6986398.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  | 0.0000% | $577.58            | $560.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7961 | 2054-02-01      | 5.0000%  | 0.0000% | $579.57            | $575.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9175 | 2054-09-01      | 7.0000%  | 0.0000% | $14517846.82       | $15515845.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8661 | 2054-08-01      | 5.5000%  | 0.0000% | $603.42            | $612.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3127 | 2047-10-01      | 3.0000%  | 0.0000% | $758.74            | $672.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $232847.68         | $240644.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBM4645 | 2038-10-01      | 3.0000%  | 0.0000% | $1599.56           | $1508.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1147 | 2049-05-01      | 5.0000%  | 0.0000% | $157174.34         | $157161.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | 0.0000% | $171800.69         | $174576.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $1209862.95        | $1103793.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $34807927.68       | $35588089.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7696 C     | 2055-01-20      | 5.0000%  | 0.0000% | $632.79            | $624.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6785 | 2053-08-01      | 5.5000%  | 0.0000% | $1172855.64        | $1179433.67        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59742 G | 2048-11-01      | 4.0000%  | 0.0000% | $110.40            | $104.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7939 M     | 2052-03-20      | 4.0000%  | 0.0000% | $4795.64           | $4481.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS7066 | 2031-04-01      | 3.5000%  | 0.0000% | $48628.89          | $48090.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  | 0.0000% | $513.42            | $553.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5047 | 2033-05-01      | 5.0000%  | 0.0000% | $339.86            | $347.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4255 | 2053-10-01      | 6.0000%  | 0.0000% | $570.34            | $590.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1618 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1271.44           | $1274.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  | 0.0000% | $629.20            | $621.84            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8508       | 2060-05-15      | 5.9500%  | 0.0000% | $6359371.65        | $6818696.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4183 | 2055-05-01      | 6.5000%  | 0.0000% | $4240280.01        | $4424257.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9961 | 2055-02-01      | 5.0000%  | 0.0000% | $5748758.21        | $5683462.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7288 | 2055-01-01      | 5.0000%  | 0.0000% | $1610021.50        | $1596786.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  | 0.0000% | $19505188.08       | $19700757.94       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  | 0.0000% | $709449.54         | $706835.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $1211362.55        | $1251926.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  | 0.0000% | $4857979.94        | $4805080.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1717 | 2055-01-01      | 5.5000%  | 0.0000% | $860167.95         | $868216.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD4671 | 2055-04-01      | 7.0000%  | 0.0000% | $386386.15         | $412896.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD2430 | 2055-02-01      | 5.0000%  | 0.0000% | $1197666.19        | $1185013.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0027 M     | 2054-11-20      | 6.0000%  | 0.0000% | $614.13            | $626.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC3473 | 2046-01-01      | 3.5000%  | 0.0000% | $112.92            | $103.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3034 | 2055-03-01      | 6.0000%  | 0.0000% | $2795586.90        | $2866109.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2415 | 2055-02-01      | 5.5000%  | 0.0000% | $2178797.60        | $2203902.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1697 | 2055-03-01      | 6.5000%  | 0.0000% | $869768.67         | $910421.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8724 M     | 2053-03-20      | 4.5000%  | 0.0000% | $539.57            | $520.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $2101689.75        | $2142990.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $508.42            | $502.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8488 M     | 2052-12-20      | 4.0000%  | 0.0000% | $546.18            | $512.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $31966185.47       | $29882700.53       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $1752192.13        | $1693292.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $8217811.36        | $7461932.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $9629467.57        | $8520409.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $864.36            | $764.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $3590522.36        | $3178408.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $16267845.90       | $14411223.76       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $32974518.20       | $30815387.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $268315.90         | $250650.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $511.28            | $464.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9454 | 2054-09-01      | 6.0000%  | 0.0000% | $11706876.72       | $12079135.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9176 | 2053-10-01      | 6.5000%  | 0.0000% | $3370.47           | $3527.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9844 | 2054-03-01      | 6.5000%  | 0.0000% | $576.82            | $601.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8909 | 2052-04-01      | 2.5000%  | 0.0000% | $3156596.03        | $2647250.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  | 0.0000% | $511.86            | $534.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5448 | 2052-03-01      | 3.0000%  | 0.0000% | $394668.85         | $347641.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4683 | 2053-06-01      | 5.0000%  | 0.0000% | $553.57            | $547.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  | 0.0000% | $575.85            | $568.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0128 | 2055-02-01      | 5.5000%  | 0.0000% | $1108871.66        | $1118563.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9673 | 2055-01-01      | 5.5000%  | 0.0000% | $3693786.83        | $3708349.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  | 0.0000% | $1204772.38        | $1208598.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7878 | 2054-07-01      | 6.0000%  | 0.0000% | $13373.02          | $13847.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB5220 | 2054-07-01      | 6.5000%  | 0.0000% | $1563839.39        | $1656958.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8694 | 2047-01-01      | 3.5000%  | 0.0000% | $229.25            | $211.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5937 | 2045-10-01      | 3.5000%  | 0.0000% | $34.80             | $32.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS5405 | 2030-07-01      | 2.5000%  | 0.0000% | $144.90            | $140.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5372 | 2045-07-01      | 3.5000%  | 0.0000% | $4006.77           | $3721.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR2887 | 2043-01-01      | 2.5000%  | 0.0000% | $129.47            | $114.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  | 0.0000% | $30793.11          | $30259.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  | 0.0000% | $25022.28          | $19990.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $5225066.72        | $5245698.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $1684836.28        | $1620650.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB7592 | 2051-01-01      | 2.5000%  | 0.0000% | $399.58            | $334.43            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q57834 G | 2048-08-01      | 4.0000%  | 0.0000% | $2578.08           | $2445.68           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $175.21            | $161.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6767 M     | 2050-07-20      | 3.5000%  | 0.0000% | $928168.24         | $845983.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M     | 2050-04-20      | 3.5000%  | 0.0000% | $2777480.75        | $2532916.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $17823637.02       | $15804070.42       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $15109558.85       | $14726455.98       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4837 M     | 2047-11-20      | 3.5000%  | 0.0000% | $278.73            | $256.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $1481.57           | $1391.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $478380.58         | $451147.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $541261.23         | $510339.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2074 M     | 2044-07-20      | 4.0000%  | 0.0000% | $6787164.61        | $6458070.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2224 | 2054-08-01      | 6.5000%  | 0.0000% | $3866177.73        | $4045607.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3839 | 2053-09-01      | 5.5000%  | 0.0000% | $563.95            | $569.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $7014.93           | $7050.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $607.97            | $622.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $15942937.96       | $13981074.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8000 | 2049-07-01      | 3.0000%  | 0.0000% | $14171503.75       | $12431337.57       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2879 | 2052-08-01      | 3.0000%  | 0.0000% | $341985.71         | $301406.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | 0.0000% | $99.27             | $95.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  | 0.0000% | $617.29            | $591.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1342 | 2054-04-01      | 6.0000%  | 0.0000% | $572.92            | $591.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0376 | 2055-02-01      | 6.0000%  | 0.0000% | $633.55            | $649.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  | 0.0000% | $618.05            | $624.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5251 | 2055-06-01      | 5.5000%  | 0.0000% | $115242.99         | $115894.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4268 | 2055-06-01      | 6.0000%  | 0.0000% | $20134.00          | $20818.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2880 | 2054-12-01      | 5.5000%  | 0.0000% | $889546.37         | $903012.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0933 | 2040-04-01      | 5.5000%  | 0.0000% | $357.07            | $366.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3818 | 2053-01-01      | 6.0000%  | 0.0000% | $565199.84         | $577767.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | 0.0000% | $478.41            | $416.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  | 0.0000% | $407.69            | $383.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9658 | 2036-11-01      | 2.0000%  | 0.0000% | $35413712.38       | $32646028.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8813 | 2051-09-01      | 3.5000%  | 0.0000% | $110573.38         | $100514.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFM7153 | 2041-07-01      | 6.0000%  | 0.0000% | $292.54            | $307.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3173 | 2047-07-01      | 3.5000%  | 0.0000% | $59310.35          | $55799.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1873 | 2049-11-01      | 3.0000%  | 0.0000% | $255133.20         | $224277.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1811 | 2055-01-01      | 6.0000%  | 0.0000% | $37746520.68       | $38828461.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1556 | 2055-05-01      | 5.5000%  | 0.0000% | $33071669.07       | $33554963.76       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1151 | 2052-11-01      | 4.5000%  | 0.0000% | $107947.35         | $106688.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0455 | 2054-05-01      | 6.5000%  | 0.0000% | $613.80            | $645.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0803 | 2055-02-01      | 4.5000%  | 0.0000% | $1218772.46        | $1169040.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8699 | 2054-06-01      | 6.0000%  | 0.0000% | $59420000.33       | $61382662.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8670 | 2054-06-01      | 5.0000%  | 0.0000% | $595.15            | $585.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8486 | 2054-05-01      | 5.5000%  | 0.0000% | $612.03            | $614.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8175 | 2054-03-01      | 6.5000%  | 0.0000% | $3807529.22        | $3981910.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $589.78            | $580.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $509.63            | $520.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4549 | 2052-02-01      | 3.0000%  | 0.0000% | $478.92            | $415.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7782 | 2054-01-01      | 6.0000%  | 0.0000% | $18961421.68       | $19692845.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | 0.0000% | $31488500.55       | $32518562.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7062 | 2053-09-01      | 6.5000%  | 0.0000% | $525.04            | $553.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  | 0.0000% | $1276405.63        | $1272216.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6335 | 2053-05-01      | 6.0000%  | 0.0000% | $2186.79           | $2235.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6087 | 2053-04-01      | 6.0000%  | 0.0000% | $497.53            | $515.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5853 | 2053-03-01      | 6.0000%  | 0.0000% | $499.01            | $516.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $523.85            | $517.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $475.81            | $492.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6308 | 2052-08-01      | 5.0000%  | 0.0000% | $2702992.87        | $2668821.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4852 | 2054-08-01      | 6.0000%  | 0.0000% | $1168640.18        | $1193894.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4765 | 2054-07-01      | 6.0000%  | 0.0000% | $1097303.69        | $1120700.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $360789.70         | $285742.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4793 | 2050-10-01      | 2.5000%  | 0.0000% | $648504.71         | $543673.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $301.50            | $253.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5488 | 2050-06-01      | 3.0000%  | 0.0000% | $252.63            | $223.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  | 0.0000% | $1454781.09        | $1390785.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3846 | 2048-04-01      | 4.5000%  | 0.0000% | $207.31            | $203.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ4350 C     | 2051-03-20      | 2.5000%  | 0.0000% | $545.10            | $452.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $114370.81         | $104251.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $59914223.20       | $44995901.15       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC3918 | 2051-07-01      | 2.5000%  | 0.0000% | $475.66            | $396.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9668 | 2051-11-01      | 2.0000%  | 0.0000% | $72617237.28       | $57960545.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9242 M     | 2053-10-20      | 6.0000%  | 0.0000% | $441.13            | $451.68            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | 0.0000% | $1069338.29        | $986943.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $557.40            | $560.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA3079 | 2027-07-01      | 2.5000%  | 0.0000% | $26.93             | $26.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | 0.0000% | $600990.61         | $535810.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5858 | 2053-11-01      | 6.5000%  | 0.0000% | $474331.19         | $496011.03         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61932 G | 2048-06-01      | 3.5000%  | 0.0000% | $14169915.23       | $13019678.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM4291 | 2039-06-01      | 5.0000%  | 0.0000% | $194.75            | $197.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $360118.66         | $327001.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $37085996.14       | $37437962.86       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8149 M     | 2052-07-20      | 3.5000%  | 0.0000% | $522.84            | $474.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS9324 | 2052-09-01      | 3.5000%  | 0.0000% | $2612360.10        | $2355289.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $518.90            | $484.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  | 0.0000% | $4139668.52        | $3900972.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  | 0.0000% | $832655.51         | $846780.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBV9862 | 2037-05-01      | 3.0000%  | 0.0000% | $401.97            | $383.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY4264 | 2045-06-01      | 3.5000%  | 0.0000% | $113.23            | $105.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTFM4860 | 2040-11-01      | 2.5000%  | 0.0000% | $190907.17         | $173197.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $421773523.60      | $394177397.35      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $3454.82           | $3395.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | 0.0000% | $1641.04           | $1710.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $23745606.47       | $22957062.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $527.37            | $506.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6932 M     | 2050-10-20      | 3.0000%  | 0.0000% | $9728379.34        | $8629604.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6933 M     | 2050-10-20      | 3.5000%  | 0.0000% | $447.91            | $408.56            | Agency Mortgage-Backed Securities         |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $321872.73         | $328209.64         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $318.18            | $317.28            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $3238581.82        | $3323278.96        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $63.64             | $64.73             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $381.82            | $387.96            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $2036.36           | $2082.46           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $47658800.00       | $47699649.65       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $8409800.00        | $8771428.48        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $13672527.27       | $13847242.53       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | 0.0000% | $70.23             | $65.54             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $5090.91           | $4719.92           | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIN A 29      | 2029-01-15      | 0.8750%  | 0.0000% | $2784135.64        | $2749201.51        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $2728955.71        | $1470762.93        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $23651218.18       | $17515000.56       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $63.64             | $66.12             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $9545.45           | $9543.24           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $7693890.91        | $7426028.85        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $63.64             | $44.28             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 30      | 2030-07-15      | 0.1250%  | 0.0000% | $1591.77           | $1493.34           | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $25575472.57       | $26161521.11       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $63.64             | $63.78             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $63.64             | $48.26             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $2788731.42        | $2761664.62        | U.S. Treasuries (including strips)        |

### Security 129: Societe Generale

- **C.1 - Title:** Societe Generale 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933FWM006, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 933FWM006_4.31_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $1810714.29        | $1550715.18        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $28905001.49       | $27117522.10       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  | 0.0000% | $12171008.64       | $11473344.56       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | 0.0000% | $56891571.43       | $56169026.47       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | 0.0000% | $38400000.00       | $38613120.00       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $14285714.29       | $14245459.80       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $3571.43           | $3621.09           | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $142.86            | $145.77            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  | 0.0000% | $21996785.71       | $20351034.69       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $7422542.86        | $7755873.88        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $16057142.86       | $14905768.83       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | 0.0000% | $48571.43          | $49005.80          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $155042.86         | $160974.69         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $142.86            | $148.24            | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $12441633.03       | $12320877.36       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $30614571.43       | $31827244.73       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $33330000.00       | $34788402.15       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $63011571.43       | $64317558.58       | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | 0.0000% | $3828135.85        | $3815023.96        | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  | 0.0000% | $17857000.00       | $18277078.53       | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | 0.0000% | $15.08             | $14.70             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $28571428.57       | $28575513.66       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $57142857.14       | $55656884.91       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | 0.0000% | $30757142.86       | $29464999.59       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  | 0.0000% | $26201357.14       | $25909908.00       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $12857142.86       | $13078141.07       | U.S. Treasuries (including strips) |

### Security 130: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells NA 4 Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933GQD001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 933GQD001_4.35_0702
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5515FM 03/25/55 | 2055-03-25      | 5.6552%  | 0.0000% | $7215340.99        | $7212789.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468FM 11/25/54 | 2054-11-25      | 5.5052%  | 0.0000% | $472357.26         | $470622.58         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5159KA 11/25/51 | 2051-11-25      | 1.5000%  | 0.0000% | $522336.41         | $446345.00         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5018LT 10/25/40 | 2040-10-25      | 3.2500%  | 0.0000% | $109.17            | $102.69            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5057MC 04/15/54 | 2054-04-15      | 1.0000%  | 0.0000% | $196840.61         | $180952.73         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4263AF 11/15/43 | 2043-11-15      | 4.8183%  | 0.0000% | $439383.83         | $433976.62         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4096KF 08/15/42 | 2042-08-15      | 4.9183%  | 0.0000% | $666336.13         | $655321.14         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3772PE 12/15/40 | 2040-12-15      | 4.5000%  | 0.0000% | $495393.60         | $497545.10         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC021BW R25F021 | 2053-07-25      | 5.5000%  | 0.0000% | $1569024.33        | $1541620.63        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 5.3052%  | 0.0000% | $2889785.10        | $2891212.16        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 5.3052%  | 0.0000% | $793336.12         | $794766.37         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC046PB R20F046 | 2050-07-25      | 1.2500%  | 0.0000% | $802040.23         | $579729.87         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL039MH R20F039 | 2040-06-25      | 3.0000%  | 0.0000% | $605378.12         | $558897.59         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058P  R17F058 | 2046-06-25      | 3.0000%  | 0.0000% | $113545.51         | $106774.19         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC001JP R17F001 | 2045-04-25      | 3.5000%  | 0.0000% | $275893.83         | $271486.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL001LA R13F001 | 2028-02-25      | 1.2500%  | 0.0000% | $102.99            | $99.62             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110JA R12F110 | 2042-06-25      | 2.0000%  | 0.0000% | $435484.00         | $392264.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-207 PN     | 2054-12-20      | 5.0000%  | 0.0000% | $166.67            | $158.28            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH     | 2054-11-20      | 5.9819%  | 0.0000% | $19045613.31       | $19190200.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-001 E      | 2047-11-20      | 3.5000%  | 0.0000% | $123.06            | $118.32            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-150 FT     | 2040-02-20      | 4.8721%  | 0.0000% | $17.54             | $16.99             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012JH R05F012 | 2035-03-25      | 5.0000%  | 0.0000% | $23347.32          | $23831.77          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC039DF R24F039 | 2054-06-25      | 5.4052%  | 0.0000% | $1740285.49        | $1736322.37        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FC 09/25/54 | 2054-09-25      | 5.3552%  | 0.0000% | $505015.23         | $502662.76         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5041LB 11/25/40 | 2040-11-25      | 3.0000%  | 0.0000% | $100.11            | $90.30             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5538AM 01/25/52 | 2052-01-25      | 5.0000%  | 0.0000% | $144837.83         | $141636.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-03 CL      | 2042-08-16      | 2.5000%  | 0.0000% | $166.67            | $150.42            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4655DE 10/15/40 | 2040-10-15      | 2.2500%  | 0.0000% | $391659.47         | $359302.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-056 FA     | 2052-03-20      | 3.5000%  | 0.0000% | $125.73            | $111.25            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2907HG 12/15/34 | 2034-12-15      | 5.0000%  | 0.0000% | $18.54             | $18.95             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087BF R15F087 | 2045-12-25      | 4.7197%  | 0.0000% | $556842.29         | $548945.99         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468MF 11/25/54 | 2054-11-25      | 5.6052%  | 0.0000% | $119757.86         | $119654.81         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL056BA R25F056 | 2051-06-25      | 5.5000%  | 0.0000% | $2012200.00        | $2039460.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC015PA R17F015 | 2046-04-25      | 2.5000%  | 0.0000% | $464120.35         | $430087.28         | Agency Collateralized Mortgage Obligation |
| FCSB 3.31 FCSB 38 P       | 2038-01-26      | 3.3100%  | 0.0000% | $166.67            | $145.49            | Agency Debentures and Agency Strips       |
| TVDB TVIN 01/15/34        | 2034-01-15      | 0.0000%  | 0.0000% | $500.00            | $333.13            | Agency Debentures and Agency Strips       |
| FMAC 6.25 FMPR GB 32 A    | 2032-07-15      | 0.0000%  | 0.0000% | $166.67            | $122.81            | Agency Debentures and Agency Strips       |
| FCSB 1.98 FCSB 36 AJ      | 2036-12-22      | 1.9800%  | 0.0000% | $333.33            | $250.62            | Agency Debentures and Agency Strips       |
| FCSB 2.08 FCSB 36 AH      | 2036-10-06      | 2.0800%  | 0.0000% | $280333.33         | $215888.44         | Agency Debentures and Agency Strips       |
| FNMA FNMS 03.500 CLAS6343 | 2045-12-01      | 3.5000%  | 0.0000% | $285.94            | $263.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1142 | 2043-11-01      | 4.5000%  | 0.0000% | $13.44             | $13.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9733 | 2042-10-01      | 3.5000%  | 0.0000% | $3066766.19        | $2887104.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8371 | 2046-05-01      | 3.5000%  | 0.0000% | $2816697.92        | $2610305.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8118 | 2045-03-01      | 3.0000%  | 0.0000% | $2032550.75        | $1837185.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  | 0.0000% | $1586751.29        | $1531437.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9853 | 2053-09-01      | 6.0000%  | 0.0000% | $1531891.87        | $1579466.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7084 | 2053-02-01      | 5.5000%  | 0.0000% | $8935795.15        | $8997457.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC0406 | 2051-04-01      | 2.5000%  | 0.0000% | $5452773.04        | $4584320.18        | Agency Mortgage-Backed Securities         |
| FMAC 06.200 FRPC G80294 G | 2027-10-01      | 6.2000%  | 0.0000% | $94.28             | $94.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  | 0.0000% | $34069049.10       | $33856246.26       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $203.61            | $185.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $29472104.67       | $30436205.98       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4916 | 2047-05-01      | 4.0000%  | 0.0000% | $6155827.30        | $5837400.04        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1701 G        | 2043-09-01      | 7.1690%  | 0.0000% | $116.97            | $121.22            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782707 X     | 2039-07-15      | 5.0000%  | 0.0000% | $3.69              | $3.69              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9785 C     | 2055-06-20      | 6.5000%  | 0.0000% | $194296.83         | $205416.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1345 C     | 2055-06-20      | 6.5000%  | 0.0000% | $166.67            | $174.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $501.66            | $519.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $236.95            | $228.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $1659770.10        | $1603976.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $6893414.36        | $5863840.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $6374085.64        | $6435662.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  | 0.0000% | $1879134.60        | $1801065.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  | 0.0000% | $129.94            | $128.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2962 | 2049-01-01      | 4.5000%  | 0.0000% | $3208726.97        | $3159132.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2806 | 2048-12-01      | 4.5000%  | 0.0000% | $198.07            | $194.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2791 | 2048-12-01      | 4.0000%  | 0.0000% | $346577.65         | $328057.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1877 | 2048-06-01      | 4.0000%  | 0.0000% | $3575152.02        | $3399584.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1391 | 2048-03-01      | 4.5000%  | 0.0000% | $1521150.34        | $1473701.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0544 | 2047-10-01      | 4.0000%  | 0.0000% | $3427601.56        | $3249404.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX1168 | 2052-11-01      | 5.5000%  | 0.0000% | $748599.26         | $760689.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV2617 | 2052-07-01      | 4.5000%  | 0.0000% | $782644.50         | $759999.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO2245 | 2049-10-01      | 3.5000%  | 0.0000% | $1132076.98        | $1049997.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $191.94            | $169.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6932 M     | 2050-10-20      | 3.0000%  | 0.0000% | $1028.89           | $912.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5176 | 2048-12-01      | 4.0000%  | 0.0000% | $3981284.87        | $3780318.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1501 | 2047-07-01      | 4.0000%  | 0.0000% | $262.37            | $249.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I6BF0716 | 2063-03-01      | 2.5000%  | 0.0000% | $1910470.23        | $1521297.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0268 | 2058-05-01      | 4.5000%  | 0.0000% | $3915522.36        | $3752139.36        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7224 | 2053-06-01      | 5.1560%  | 0.0000% | $544109.45         | $549083.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0015 | 2054-12-01      | 3.5000%  | 0.0000% | $3795981.20        | $3421953.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7715 | 2055-07-01      | 6.0000%  | 0.0000% | $757461.33         | $776507.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $162381.35         | $162897.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4895 | 2053-01-01      | 6.5000%  | 0.0000% | $1475247.21        | $1534118.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $878.02            | $854.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2077 | 2034-11-01      | 3.5000%  | 0.0000% | $669333.89         | $651837.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 ZLFP0085 | 2051-04-01      | 3.5000%  | 0.0000% | $1987328.40        | $1856318.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7501 | 2054-03-01      | 5.5000%  | 0.0000% | $258.17            | $258.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5790 | 2048-03-01      | 3.5000%  | 0.0000% | $6561221.84        | $6015304.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5734 | 2047-12-01      | 5.0000%  | 0.0000% | $1284475.55        | $1308141.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2841 | 2052-09-01      | 4.0000%  | 0.0000% | $143.07            | $134.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2525 | 2052-08-01      | 4.5000%  | 0.0000% | $363.15            | $352.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2508 | 2047-07-01      | 5.0000%  | 0.0000% | $724035.29         | $737374.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6089 | 2036-02-01      | 2.0000%  | 0.0000% | $5208850.66        | $4769729.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1573 | 2055-03-01      | 6.0000%  | 0.0000% | $287.62            | $293.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $695.02            | $709.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9640 | 2054-12-01      | 5.0000%  | 0.0000% | $701759.13         | $697808.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4557 | 2055-05-01      | 6.0000%  | 0.0000% | $730775.89         | $753226.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1830 | 2055-02-01      | 5.5000%  | 0.0000% | $247.68            | $249.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9958 | 2047-07-01      | 4.0000%  | 0.0000% | $44.46             | $42.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9916 | 2047-07-01      | 4.0000%  | 0.0000% | $5526044.90        | $5286171.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2210 | 2048-08-01      | 4.5000%  | 0.0000% | $1172580.98        | $1153917.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3058 | 2049-02-01      | 4.5000%  | 0.0000% | $4864469.03        | $4756550.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  | 0.0000% | $1468411.49        | $1369436.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  | 0.0000% | $0.62              | $0.62              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9072 | 2053-05-01      | 6.0000%  | 0.0000% | $4678843.80        | $4866359.38        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A86420 G | 2039-05-01      | 5.0000%  | 0.0000% | $494.82            | $504.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  | 0.0000% | $1501342.72        | $1515040.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  | 0.0000% | $8917098.13        | $9010197.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $338364.42         | $341575.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB0463 | 2041-05-01      | 2.0000%  | 0.0000% | $1728285.43        | $1497803.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $4130026.16        | $4300332.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $1539878.34        | $1365312.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3522 | 2048-11-01      | 4.5000%  | 0.0000% | $311.68            | $303.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $299.55            | $306.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  | 0.0000% | $137.17            | $108.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6908 | 2053-08-01      | 5.5000%  | 0.0000% | $5621014.63        | $5734629.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $1275446.00        | $1121163.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0911 | 2047-12-01      | 4.0000%  | 0.0000% | $3428894.82        | $3250085.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5110 | 2053-12-01      | 6.5000%  | 0.0000% | $1617065.61        | $1677985.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3436 | 2052-12-01      | 5.5000%  | 0.0000% | $2198758.05        | $2246109.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1090 | 2054-09-01      | 6.0000%  | 0.0000% | $1759207.93        | $1801593.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5174 | 2055-03-01      | 6.5000%  | 0.0000% | $681091.69         | $711745.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3965 | 2055-04-01      | 5.5000%  | 0.0000% | $3995757.04        | $4054149.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0023 | 2055-05-01      | 6.0000%  | 0.0000% | $164.53            | $167.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8307 | 2055-04-01      | 6.5000%  | 0.0000% | $614484.42         | $643585.24         | Agency Mortgage-Backed Securities         |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $33.33             | $33.03             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $16.67             | $15.32             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $33.33             | $30.09             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $16.67             | $13.70             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $83.33             | $57.00             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $132.87            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $216.67            | $211.44            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $533.33            | $278.76            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $33.33             | $24.69             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $166.67            | $119.37            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $350.00            | $265.46            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | 0.0000% | $50.00             | $39.64             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $16.67             | $13.66             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $266.67            | $215.59            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  | 0.0000% | $33.33             | $32.22             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $50.00             | $47.80             | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  | 0.0000% | $133.33            | $141.75            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $200.41            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  | 0.0000% | $366.67            | $368.53            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $50.00             | $50.88             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $166.67            | $169.44            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $150.00            | $152.95            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $16.67             | $16.62             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $16.67             | $16.68             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $466.67            | $473.16            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  | 0.0000% | $17.28             | $17.80             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $166.67            | $170.24            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  | 0.0000% | $166.67            | $169.68            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $102.16            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  | 0.0000% | $133.33            | $140.78            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $83.33             | $86.52             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $166.67            | $165.98            | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | 0.0000% | $16.67             | $16.80             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $16.67             | $15.90             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $33.33             | $33.99             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $33.33             | $29.43             | U.S. Treasuries (including strips)        |
| USTR BILL 07/15/25        | 2025-07-15      | 0.0000%  | 0.0000% | $16.67             | $16.64             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $50.00             | $51.13             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $183.33            | $174.11            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE H 26      | 2026-02-28      | 2.5000%  | 0.0000% | $450.00            | $448.72            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $16.67             | $16.12             | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $33.33             | $32.57             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $283.33            | $278.08            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $133.33            | $130.80            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  | 0.0000% | $181.56            | $131.89            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $16.67             | $14.45             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $400.00            | $401.36            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $50.00             | $51.00             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $116.67            | $120.13            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $16.67             | $13.53             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $83.33             | $86.32             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $16.67             | $16.85             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | 0.0000% | $16.67             | $15.70             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  | 0.0000% | $66.67             | $68.04             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $116.67            | $113.63            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $22.93             | $19.22             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | 0.0000% | $16.67             | $16.77             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $133.33            | $78.44             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $133.33            | $139.62            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $266.67            | $259.73            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $16.67             | $16.73             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  | 0.0000% | $18.04             | $18.31             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  | 0.0000% | $333.33            | $332.48            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  | 0.0000% | $33.33             | $33.04             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $66.67             | $66.04             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $83.33             | $80.43             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $233.33            | $223.40            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $516.67            | $498.59            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $33.33             | $30.87             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $16.67             | $14.22             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  | 0.0000% | $66.67             | $62.52             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $33.33             | $33.00             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE J 26      | 2026-03-31      | 2.2500%  | 0.0000% | $16.67             | $16.53             | U.S. Treasuries (including strips)        |

### Security 131: Wells Fargo Securities LLC

- **C.1 - Title:** Wells NA 4 Repo 4.390000%
- **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: 933GQD001, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 933GQD001_4.39_0707
- **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:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.500 CLDC3274 | 2054-09-01      | 6.5000%  | 0.0000% | $2308445.25        | $2397357.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB2333 | 2054-10-01      | 7.0000%  | 0.0000% | $1951627.05        | $2077219.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $12921.80          | $13479.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS5971 | 2030-10-01      | 3.0000%  | 0.0000% | $66549.52          | $65163.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL7014 | 2045-06-01      | 4.0000%  | 0.0000% | $4860.86           | $4638.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL615089 | 2032-01-01      | 7.0000%  | 0.0000% | $1182.99           | $1253.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190299 | 2028-05-01      | 6.5000%  | 0.0000% | $3563.93           | $3698.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6247 | 2055-03-01      | 6.0000%  | 0.0000% | $1347805.83        | $1397726.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5140 | 2055-04-01      | 5.5000%  | 0.0000% | $11290250.80       | $11351235.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9961 | 2054-12-01      | 6.0000%  | 0.0000% | $1168153.99        | $1201881.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9226 | 2054-12-01      | 5.5000%  | 0.0000% | $1824716.24        | $1831481.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC8756 | 2055-01-01      | 4.5000%  | 0.0000% | $1968706.20        | $1887733.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7438 | 2054-11-01      | 5.5000%  | 0.0000% | $2503432.61        | $2529492.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6404 | 2054-11-01      | 5.5000%  | 0.0000% | $2713652.91        | $2734853.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6331 | 2054-12-01      | 5.5000%  | 0.0000% | $2098643.62        | $2137087.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC6092 | 2055-04-01      | 6.5000%  | 0.0000% | $10854246.50       | $11288352.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC6090 | 2055-04-01      | 6.5000%  | 0.0000% | $2796779.83        | $2948894.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC6088 | 2055-04-01      | 6.0000%  | 0.0000% | $4659928.02        | $4821899.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6075 | 2055-04-01      | 5.5000%  | 0.0000% | $1639251.09        | $1662270.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5870 | 2054-11-01      | 5.5000%  | 0.0000% | $3538542.50        | $3565858.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4812 | 2054-11-01      | 5.5000%  | 0.0000% | $104299.85         | $104631.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAE0115 | 2035-12-01      | 5.5000%  | 0.0000% | $1710.43           | $1763.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | 0.0000% | $3228591.74        | $3076482.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  | 0.0000% | $34417.97          | $33822.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5308 | 2039-01-01      | 3.5000%  | 0.0000% | $1192925.22        | $1152490.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $1750.21           | $1586.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  | 0.0000% | $216487.16         | $199078.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | 0.0000% | $2477.91           | $2401.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA1524 | 2043-08-01      | 3.0000%  | 0.0000% | $66124.31          | $59711.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0538 | 2030-10-01      | 4.5000%  | 0.0000% | $5229.03           | $5262.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIFS7556 | 2039-03-01      | 5.0000%  | 0.0000% | $2689775.25        | $2724063.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  | 0.0000% | $921.78            | $798.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFS1697 | 2037-04-01      | 3.0000%  | 0.0000% | $10866328.12       | $10361224.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM9286 | 2051-10-01      | 2.5000%  | 0.0000% | $110080.31         | $92391.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM8730 | 2051-09-01      | 2.0000%  | 0.0000% | $2910004.02        | $2302072.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM5898 | 2049-03-01      | 5.0000%  | 0.0000% | $511149.28         | $511818.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $135146.90         | $127984.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTFA1398 | 2045-05-01      | 6.0000%  | 0.0000% | $37193497.80       | $38168909.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1167 | 2054-04-01      | 5.0000%  | 0.0000% | $2368632.18        | $2342846.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICB9550 | 2039-11-01      | 4.5000%  | 0.0000% | $3149708.01        | $3141732.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  | 0.0000% | $44030753.86       | $43333429.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | 0.0000% | $520634.89         | $499676.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB0646 | 2036-05-01      | 2.5000%  | 0.0000% | $339648.96         | $317662.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW5132 | 2053-02-01      | 4.0000%  | 0.0000% | $2772348.37        | $2585769.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU5547 | 2055-02-01      | 5.5000%  | 0.0000% | $2499542.29        | $2553063.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBT8069 | 2053-03-01      | 4.0000%  | 0.0000% | $541248.53         | $504383.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR4996 | 2051-02-01      | 2.5000%  | 0.0000% | $1030142.60        | $854338.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ2382 | 2035-09-01      | 2.0000%  | 0.0000% | $76202.10          | $69974.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM1732 | 2047-07-01      | 4.5000%  | 0.0000% | $76638.40          | $74989.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBK0709 | 2035-02-01      | 2.5000%  | 0.0000% | $825.45            | $773.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0504 | 2060-09-01      | 3.5000%  | 0.0000% | $5251367.44        | $4691726.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBE1849 | 2031-11-01      | 2.0000%  | 0.0000% | $7098.32           | $6681.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2107 | 2055-07-01      | 6.0000%  | 0.0000% | $4065636.00        | $4168619.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0980 | 2055-06-01      | 6.0000%  | 0.0000% | $11635664.13       | $11890291.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1736 | 2055-06-01      | 5.5000%  | 0.0000% | $9780165.00        | $9871693.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDD6614 | 2040-06-01      | 6.0000%  | 0.0000% | $1281048.00        | $1331856.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  | 0.0000% | $12847.48          | $12014.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $5345.24           | $4725.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM0008 | 2049-08-01      | 3.5000%  | 0.0000% | $52788.89          | $48099.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $755.65            | $654.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL953329 | 2037-10-01      | 6.5000%  | 0.0000% | $562.35            | $587.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $838831.28         | $829568.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBR5797 | 2036-08-01      | 2.0000%  | 0.0000% | $22669.27          | $20744.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQMA1263 | 2042-11-01      | 3.0000%  | 0.0000% | $524355.01         | $475243.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7693 | 2051-04-01      | 2.0000%  | 0.0000% | $1000000.79        | $791121.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBX4408 | 2038-08-01      | 3.0000%  | 0.0000% | $1679151.64        | $1600457.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0332 | 2052-01-01      | 3.0000%  | 0.0000% | $2153136.71        | $1897638.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5542 | 2053-01-01      | 5.5000%  | 0.0000% | $270998.47         | $272994.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM4901 | 2035-11-01      | 2.0000%  | 0.0000% | $301899.64         | $277560.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0247 | 2036-04-01      | 2.0000%  | 0.0000% | $1524440.03        | $1399739.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA0180 | 2053-07-01      | 6.5000%  | 0.0000% | $8151670.55        | $8608352.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS7902 | 2053-12-01      | 6.5000%  | 0.0000% | $149881.63         | $157170.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $102649.71         | $92529.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $639.03            | $639.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0523 | 2052-02-01      | 2.5000%  | 0.0000% | $1068892.55        | $899068.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $747135.47         | $620872.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2504 | 2055-03-01      | 6.0000%  | 0.0000% | $1526206.48        | $1571353.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8062 | 2055-05-01      | 6.0000%  | 0.0000% | $2135455.39        | $2181110.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5184 | 2055-03-01      | 6.0000%  | 0.0000% | $1039166.38        | $1078919.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5185 | 2055-05-01      | 5.5000%  | 0.0000% | $2233875.23        | $2271421.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  | 0.0000% | $592412.13         | $606898.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA0678 | 2050-11-01      | 4.0000%  | 0.0000% | $75973626.91       | $71500164.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9473 | 2055-04-01      | 6.5000%  | 0.0000% | $1012934.16        | $1053444.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1552 | 2051-11-01      | 2.5000%  | 0.0000% | $67828.49          | $56634.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDC6023 | 2039-12-01      | 5.0000%  | 0.0000% | $1206409.24        | $1221448.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV1489 | 2055-04-01      | 6.5000%  | 0.0000% | $2880378.08        | $3013273.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDC0821 | 2040-01-01      | 5.0000%  | 0.0000% | $1066452.65        | $1077991.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2872 | 2055-03-01      | 6.0000%  | 0.0000% | $1732028.86        | $1792504.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7727 | 2054-12-01      | 6.0000%  | 0.0000% | $974648.07         | $1007383.90        | Agency Mortgage-Backed Securities |

### Security 132: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bny Ficc P Repo 4 Repo 4.410000%
- **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: 935AYQ004, C.3 - LEI: N/A, C.5 - Other ID: 935AYQ004_4.41_0701
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 11.7200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLQX6936 | 2055-02-01      | 5.5000%  | 0.0000% | $1542956.37        | $1564074.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY2056 | 2055-05-01      | 5.0000%  | 0.0000% | $1289822.62        | $1272983.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0725 | 2055-02-01      | 5.5000%  | 0.0000% | $25644743.28       | $25789599.05       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3586 | 2055-02-01      | 6.0000%  | 0.0000% | $1846.54           | $1901.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC8672 | 2055-01-01      | 4.5000%  | 0.0000% | $172350.33         | $165141.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX8571 | 2055-02-01      | 5.0000%  | 0.0000% | $997.41            | $980.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2564 | 2055-07-01      | 6.5000%  | 0.0000% | $1468885.00        | $1524535.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5393 | 2054-12-01      | 5.5000%  | 0.0000% | $999989.58         | $1010121.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3094 | 2054-12-01      | 6.0000%  | 0.0000% | $976.69            | $1005.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7094 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  | 0.0000% | $172164.63         | $160593.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $449370.86         | $372781.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV1522 | 2055-04-01      | 6.0000%  | 0.0000% | $1580848.03        | $1635013.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV0953 | 2052-09-01      | 5.0000%  | 0.0000% | $1462661.72        | $1454543.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU8981 | 2051-12-01      | 3.0000%  | 0.0000% | $414549.08         | $362273.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $747.62            | $764.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLBU4371 | 2053-12-01      | 7.5000%  | 0.0000% | $571.99            | $615.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIQN0786 | 2034-10-01      | 3.0000%  | 0.0000% | $341.64            | $329.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ9615 | 2054-11-01      | 7.0000%  | 0.0000% | $99265.11          | $105347.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ9309 | 2054-11-01      | 6.0000%  | 0.0000% | $1613881.61        | $1660507.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ9137 | 2054-11-01      | 5.5000%  | 0.0000% | $6384780.41        | $6414926.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ8607 | 2054-11-01      | 6.5000%  | 0.0000% | $2617457.53        | $2741653.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8234 | 2054-11-01      | 5.0000%  | 0.0000% | $385736.56         | $379564.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ6116 | 2054-10-01      | 7.0000%  | 0.0000% | $1751792.33        | $1860520.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ6130 | 2054-10-01      | 5.5000%  | 0.0000% | $594101.28         | $595987.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5426 | 2054-09-01      | 5.5000%  | 0.0000% | $737248.77         | $739589.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5120 | 2054-10-01      | 5.5000%  | 0.0000% | $905308.15         | $919152.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ4576 | 2054-09-01      | 5.5000%  | 0.0000% | $1090271.35        | $1104414.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $385007.37         | $319468.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBT9452 | 2036-11-01      | 1.5000%  | 0.0000% | $677.12            | $602.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBT8059 | 2053-03-01      | 6.0000%  | 0.0000% | $1668704.19        | $1708112.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $161343.84         | $133851.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBT3978 | 2036-06-01      | 2.0000%  | 0.0000% | $6446984.10        | $5899635.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT3303 | 2051-08-01      | 2.5000%  | 0.0000% | $683.88            | $576.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  | 0.0000% | $520.47            | $414.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQG4998 | 2053-06-01      | 3.0000%  | 0.0000% | $56891.40          | $49296.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF6690 | 2053-01-01      | 6.5000%  | 0.0000% | $64523.77          | $67519.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $876.50            | $726.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3332 | 2052-12-01      | 5.5000%  | 0.0000% | $118484.34         | $119849.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1750 | 2054-10-01      | 5.5000%  | 0.0000% | $4077484.45        | $4090432.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS8863 | 2050-02-01      | 3.0000%  | 0.0000% | $24897860.16       | $21827099.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5961 | 2054-04-01      | 5.0000%  | 0.0000% | $7176800.90        | $7103222.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA8789 | 2047-09-01      | 3.5000%  | 0.0000% | $585241.43         | $533565.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  | 0.0000% | $925726.69         | $862112.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA4115 | 2040-08-01      | 3.0000%  | 0.0000% | $964610.16         | $899925.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7052 | 2054-05-01      | 6.0000%  | 0.0000% | $870.80            | $892.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  | 0.0000% | $869.10            | $754.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4106 | 2035-07-01      | 1.5000%  | 0.0000% | $463483.90         | $413505.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU1238 | 2052-03-01      | 2.0000%  | 0.0000% | $816.90            | $647.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3573 | 2049-01-01      | 4.5000%  | 0.0000% | $53.52             | $50.43             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL6074 | 2029-11-01      | 3.5000%  | 0.0000% | $205311.13         | $203422.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL3365 | 2041-05-01      | 6.0000%  | 0.0000% | $39.38             | $41.45             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL2482 | 2042-09-01      | 4.5000%  | 0.0000% | $37.96             | $37.93             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK1401 | 2042-01-01      | 3.5000%  | 0.0000% | $2561405.91        | $2411075.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAH6276 | 2041-04-01      | 5.0000%  | 0.0000% | $15.81             | $16.04             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH0621 | 2041-01-01      | 3.5000%  | 0.0000% | $26687.80          | $25141.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL636808 | 2032-04-01      | 6.5000%  | 0.0000% | $1.72              | $1.79              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  | 0.0000% | $1.33              | $1.40              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL255111 | 2034-03-01      | 5.5000%  | 0.0000% | $8.14              | $8.36              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIQO2795 | 2039-12-01      | 4.0000%  | 0.0000% | $110876.36         | $108621.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIQO1299 | 2038-04-01      | 4.0000%  | 0.0000% | $579636.12         | $568356.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIQO0091 | 2037-04-01      | 3.0000%  | 0.0000% | $7004160.19        | $6679143.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIQO0806 | 2037-09-01      | 4.0000%  | 0.0000% | $32101.06          | $31459.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI9440 | 2054-07-01      | 5.5000%  | 0.0000% | $5003930.65        | $5019820.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8298 | 2054-06-01      | 6.0000%  | 0.0000% | $2950508.03        | $3045966.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI7659 | 2054-06-01      | 7.0000%  | 0.0000% | $1504521.28        | $1603127.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | 0.0000% | $9430.56           | $9651.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6297 | 2054-06-01      | 5.5000%  | 0.0000% | $1164189.83        | $1175623.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI5261 | 2054-05-01      | 5.5000%  | 0.0000% | $1273105.95        | $1285609.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI4972 | 2054-05-01      | 6.5000%  | 0.0000% | $5882214.77        | $6163444.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1416 | 2054-08-01      | 6.5000%  | 0.0000% | $2272927.48        | $2381403.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC0437 | 2054-09-01      | 6.5000%  | 0.0000% | $1410432.51        | $1479339.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0412 | 2054-09-01      | 5.5000%  | 0.0000% | $1056230.13        | $1073623.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0287 | 2054-07-01      | 5.5000%  | 0.0000% | $990.95            | $999.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1532 | 2054-11-01      | 5.0000%  | 0.0000% | $1002.00           | $992.39            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1961 | 2055-04-01      | 5.0000%  | 0.0000% | $1112575.37        | $1098394.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3508 | 2055-02-01      | 6.0000%  | 0.0000% | $430103.49         | $442985.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $5002.00           | $5114.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM5910 | 2036-01-01      | 3.0000%  | 0.0000% | $2077368.08        | $1989862.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  | 0.0000% | $50038.11          | $46117.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | 0.0000% | $153999.59         | $157928.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA4944 | 2038-03-01      | 4.5000%  | 0.0000% | $649.71            | $647.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2807 | 2052-09-01      | 5.0000%  | 0.0000% | $9892277.93        | $9788970.68        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G15855 G | 2031-01-01      | 3.5000%  | 0.0000% | $540023.60         | $535516.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  | 0.0000% | $1616.82           | $1743.99           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  | 0.0000% | $39610.91          | $34672.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM0590 | 2045-12-01      | 3.0000%  | 0.0000% | $354.68            | $314.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG4732 | 2053-06-01      | 5.5000%  | 0.0000% | $1683390.54        | $1697683.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3060 | 2032-07-01      | 3.0000%  | 0.0000% | $121.47            | $118.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3783 | 2050-03-01      | 4.0000%  | 0.0000% | $327.72            | $308.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC3428 | 2051-06-01      | 2.5000%  | 0.0000% | $196651.66         | $163085.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9538 | 2051-11-01      | 2.0000%  | 0.0000% | $552900.24         | $445212.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | 0.0000% | $34868765.78       | $36267607.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBY5041 | 2053-07-01      | 4.5000%  | 0.0000% | $345895.66         | $332066.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5736 | 2050-12-01      | 4.0000%  | 0.0000% | $462.21            | $435.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG5552 | 2053-06-01      | 5.0000%  | 0.0000% | $5465751.10        | $5408272.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | 0.0000% | $1783.23           | $1786.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2060 | 2053-05-01      | 5.5000%  | 0.0000% | $949718.82         | $953831.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7010 | 2053-06-01      | 5.0000%  | 0.0000% | $277332.85         | $274333.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP2319 | 2050-02-01      | 3.0000%  | 0.0000% | $92335.60          | $81052.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $962.61            | $965.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA9724 | 2054-03-01      | 5.5000%  | 0.0000% | $1564649.56        | $1571550.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  | 0.0000% | $184781.40         | $170175.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | 0.0000% | $42442447.56       | $41710857.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5468 | 2054-09-01      | 4.5000%  | 0.0000% | $464445.56         | $445020.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $11511.91          | $11326.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS1605 | 2048-05-01      | 4.5000%  | 0.0000% | $608.97            | $607.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $847.48            | $702.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1598 | 2052-04-01      | 2.0000%  | 0.0000% | $838.89            | $664.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1539 | 2048-11-01      | 3.0000%  | 0.0000% | $724.56            | $652.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  | 0.0000% | $816.97            | $708.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  | 0.0000% | $689336.26         | $621460.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAO8112 | 2042-08-01      | 3.0000%  | 0.0000% | $260587.71         | $236181.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO5885 | 2042-06-01      | 3.5000%  | 0.0000% | $1332719.43        | $1253803.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAO4116 | 2042-06-01      | 3.0000%  | 0.0000% | $611249.47         | $554130.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $685431.48         | $617854.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS8510 | 2052-10-01      | 2.0000%  | 0.0000% | $3506899.50        | $2775809.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8694 | 2052-09-01      | 5.0000%  | 0.0000% | $2193092.73        | $2191508.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0814 | 2053-04-01      | 5.5000%  | 0.0000% | $946210.63         | $956738.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB0867 | 2051-06-01      | 3.5000%  | 0.0000% | $480.14            | $435.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6193 | 2055-06-01      | 6.0000%  | 0.0000% | $4808328.00        | $4955310.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8202 | 2055-03-01      | 5.5000%  | 0.0000% | $998.24            | $1010.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3081 | 2033-04-01      | 3.0000%  | 0.0000% | $222.17            | $216.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0639 | 2051-06-01      | 3.0000%  | 0.0000% | $1297.69           | $1130.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  | 0.0000% | $777.52            | $708.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI8872 | 2054-07-01      | 5.5000%  | 0.0000% | $2434615.74        | $2444599.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3105 | 2052-03-01      | 2.0000%  | 0.0000% | $403373.95         | $324803.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3103 | 2054-09-01      | 6.0000%  | 0.0000% | $1445558.32        | $1494730.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4102 | 2050-02-01      | 3.5000%  | 0.0000% | $511.52            | $471.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $267.91            | $247.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | 0.0000% | $2832343.87        | $2849611.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTFM0068 | 2040-02-01      | 3.5000%  | 0.0000% | $384.30            | $369.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6858 | 2053-12-01      | 7.5000%  | 0.0000% | $2406349.10        | $2590017.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  | 0.0000% | $3858856.56        | $3898527.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | 0.0000% | $42334.78          | $35424.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $94.71             | $94.86             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6103 | 2054-07-01      | 6.5000%  | 0.0000% | $1300134.07        | $1373846.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $1292212.46        | $1121248.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  | 0.0000% | $240041.44         | $219731.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM4034 | 2035-08-01      | 2.5000%  | 0.0000% | $432.23            | $405.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $165780.54         | $131722.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  | 0.0000% | $67055.11          | $61378.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  | 0.0000% | $32145.67          | $31298.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $4576942.64        | $4187437.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3304 | 2048-03-01      | 3.0000%  | 0.0000% | $238.14            | $210.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3256 | 2048-01-01      | 3.0000%  | 0.0000% | $4828393.88        | $4190498.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0497 | 2055-01-01      | 4.5000%  | 0.0000% | $29213472.05       | $27991618.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0480 | 2054-11-01      | 5.5000%  | 0.0000% | $11145134.40       | $11283886.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0454 | 2054-11-01      | 5.0000%  | 0.0000% | $3917.99           | $3872.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $3636609.72        | $3711790.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0208 | 2055-01-01      | 5.0000%  | 0.0000% | $6099451.41        | $5998119.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0884 | 2055-03-01      | 6.0000%  | 0.0000% | $6873697.90        | $7047797.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $659700.75         | $636852.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3048 | 2052-10-01      | 5.0000%  | 0.0000% | $12811169.91       | $12676457.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2977 | 2052-08-01      | 4.0000%  | 0.0000% | $805.46            | $756.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2882 | 2050-07-01      | 3.5000%  | 0.0000% | $767.12            | $711.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS2857 | 2050-04-01      | 5.5000%  | 0.0000% | $667.03            | $680.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  | 0.0000% | $879.23            | $729.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2707 | 2052-04-01      | 3.5000%  | 0.0000% | $226267.85         | $205534.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $129306.85         | $124924.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS3554 | 2038-02-01      | 2.0000%  | 0.0000% | $787.81            | $719.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS3533 | 2052-01-01      | 2.0000%  | 0.0000% | $819.79            | $658.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS2491 | 2050-04-01      | 5.5000%  | 0.0000% | $666.58            | $682.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2489 | 2052-08-01      | 5.0000%  | 0.0000% | $308793.33         | $305717.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2477 | 2052-05-01      | 2.5000%  | 0.0000% | $795.79            | $669.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2496 | 2052-08-01      | 4.5000%  | 0.0000% | $324345.78         | $311827.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2050 | 2051-02-01      | 4.0000%  | 0.0000% | $39453.30          | $37205.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | 0.0000% | $29344.39          | $27802.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS1861 | 2037-05-01      | 3.0000%  | 0.0000% | $655.61            | $626.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $583853.89         | $506432.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4697 | 2042-08-01      | 4.0000%  | 0.0000% | $536452.34         | $518165.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  | 0.0000% | $104925.50         | $97868.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE1491 | 2055-06-01      | 7.0000%  | 0.0000% | $5000.00           | $5315.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1433 | 2055-07-01      | 5.5000%  | 0.0000% | $1665650.00        | $1687134.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1360 | 2055-06-01      | 5.5000%  | 0.0000% | $4941940.00        | $4996595.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1328 | 2055-06-01      | 5.5000%  | 0.0000% | $3676745.00        | $3729342.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1298 | 2055-06-01      | 6.0000%  | 0.0000% | $3404885.00        | $3511064.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1295 | 2055-06-01      | 5.0000%  | 0.0000% | $2446120.00        | $2424023.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDE1019 | 2055-06-01      | 4.5000%  | 0.0000% | $1518162.00        | $1461618.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1009 | 2055-06-01      | 5.0000%  | 0.0000% | $1946337.00        | $1926587.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1752 | 2055-06-01      | 5.5000%  | 0.0000% | $4205712.00        | $4229472.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0755 | 2055-06-01      | 6.0000%  | 0.0000% | $1434536.00        | $1468357.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0691 | 2055-06-01      | 6.0000%  | 0.0000% | $999.26            | $1029.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0672 | 2055-05-01      | 6.0000%  | 0.0000% | $1075686.92        | $1112279.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5017 | 2055-06-01      | 5.5000%  | 0.0000% | $4841590.58        | $4863089.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4965 | 2055-06-01      | 6.0000%  | 0.0000% | $38553787.06       | $40100500.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY4934 | 2055-06-01      | 6.5000%  | 0.0000% | $3368011.09        | $3519598.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4907 | 2055-06-01      | 6.0000%  | 0.0000% | $2140200.00        | $2184626.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4883 | 2055-05-01      | 6.0000%  | 0.0000% | $1430890.40        | $1473218.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 I3BF0163 | 2046-11-01      | 5.0000%  | 0.0000% | $83997.92          | $85025.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.660 ML957499 | 2038-02-01      | 5.6600%  | 0.0000% | $150544.86         | $150789.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1104 | 2051-07-01      | 2.0000%  | 0.0000% | $4062107.31        | $3262567.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1425 | 2052-05-01      | 3.5000%  | 0.0000% | $806.57            | $735.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1403 | 2045-01-01      | 3.0000%  | 0.0000% | $706.07            | $636.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS1377 | 2034-11-01      | 3.5000%  | 0.0000% | $225173.74         | $224077.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1376 | 2051-12-01      | 3.0000%  | 0.0000% | $6547830.21        | $5734436.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  | 0.0000% | $155075.57         | $137004.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1248 | 2047-02-01      | 3.0000%  | 0.0000% | $707.47            | $639.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS1244 | 2033-03-01      | 3.0000%  | 0.0000% | $425.68            | $416.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  | 0.0000% | $735.21            | $638.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1104 | 2051-11-01      | 2.5000%  | 0.0000% | $730.92            | $615.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1069 | 2051-12-01      | 2.0000%  | 0.0000% | $1676.91           | $1326.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTFS0995 | 2042-03-01      | 2.5000%  | 0.0000% | $528795.63         | $470925.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1790 | 2052-05-01      | 4.0000%  | 0.0000% | $631377.14         | $587965.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $841.09            | $706.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0450 | 2051-11-01      | 3.0000%  | 0.0000% | $5050726.97        | $4418510.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | 0.0000% | $47291.25          | $49698.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  | 0.0000% | $57747.24          | $61182.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CK931825 | 2039-08-01      | 5.5000%  | 0.0000% | $111261.64         | $111613.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  | 0.0000% | $289520.01         | $293850.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.190 CL909960 | 2036-11-01      | 5.1900%  | 0.0000% | $576.00            | $590.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL907811 | 2037-01-01      | 5.5000%  | 0.0000% | $22.59             | $23.26             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL908133 | 2036-11-01      | 8.0000%  | 0.0000% | $18.55             | $19.26             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $90877.86          | $91708.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE2091 | 2055-06-01      | 5.0000%  | 0.0000% | $5040648.00        | $4959008.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2034 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2672 | 2055-06-01      | 6.5000%  | 0.0000% | $1634250.00        | $1699613.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2651 | 2055-06-01      | 6.0000%  | 0.0000% | $1942875.00        | $2004659.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2608 | 2055-07-01      | 6.0000%  | 0.0000% | $1209025.00        | $1244791.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1640 | 2055-06-01      | 6.5000%  | 0.0000% | $5000.00           | $5282.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  | 0.0000% | $268721.00         | $249359.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $391327.75         | $395871.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA5094 | 2053-07-01      | 3.0000%  | 0.0000% | $136679.77         | $118436.53         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G08068 G | 2035-07-01      | 5.5000%  | 0.0000% | $54.13             | $56.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7685 | 2054-07-01      | 6.0000%  | 0.0000% | $980726.18         | $1001832.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $835.55            | $854.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2095 | 2051-11-01      | 3.0000%  | 0.0000% | $3000000.67        | $2599418.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0847 | 2052-02-01      | 3.0000%  | 0.0000% | $3674050.39        | $3209270.77        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V83232 G | 2047-06-01      | 4.0000%  | 0.0000% | $1665297.20        | $1581071.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI8886 | 2054-07-01      | 7.5000%  | 0.0000% | $2553767.07        | $2776574.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS4198 | 2029-12-01      | 3.5000%  | 0.0000% | $80.98             | $80.23             | Agency Mortgage-Backed Securities  |
| FMAC 05.750 FGPC T30077 G | 2037-04-01      | 5.7500%  | 0.0000% | $38140.20          | $39822.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL940767 | 2037-06-01      | 6.0000%  | 0.0000% | $5.61              | $5.87              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7675 | 2051-06-01      | 2.5000%  | 0.0000% | $574.87            | $484.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBT0403 | 2051-05-01      | 4.0000%  | 0.0000% | $461383.57         | $438095.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1419 | 2052-01-01      | 3.5000%  | 0.0000% | $9530.68           | $8675.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6063 | 2053-08-01      | 6.0000%  | 0.0000% | $607697.44         | $622822.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL942509 | 2037-08-01      | 5.5000%  | 0.0000% | $9.08              | $9.38              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $6177298.58        | $6196914.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $15.36             | $15.40             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  | 0.0000% | $40.79             | $41.09             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAC9526 | 2040-01-01      | 5.5000%  | 0.0000% | $99988.66          | $102763.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  | 0.0000% | $1188670.69        | $1221653.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAC3032 | 2039-10-01      | 5.0000%  | 0.0000% | $67410.90          | $68127.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $620426.35         | $646821.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB9338 | 2043-05-01      | 3.0000%  | 0.0000% | $17217984.31       | $15573385.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9001 | 2054-07-01      | 5.5000%  | 0.0000% | $5152058.04        | $5232123.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9834 | 2055-01-01      | 6.5000%  | 0.0000% | $2030.60           | $2112.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  | 0.0000% | $12441051.01       | $12705614.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  | 0.0000% | $3009.97           | $3026.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  | 0.0000% | $3728344.23        | $3771811.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | 0.0000% | $34649672.02       | $34999063.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8758 | 2054-06-01      | 6.5000%  | 0.0000% | $12812760.02       | $13341864.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  | 0.0000% | $923.06            | $935.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8497 | 2054-05-01      | 6.0000%  | 0.0000% | $13913939.06       | $14227758.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8487 | 2054-05-01      | 5.5000%  | 0.0000% | $41830153.73       | $42195688.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0219 | 2057-09-01      | 3.5000%  | 0.0000% | $153884.61         | $138276.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0168 | 2057-02-01      | 3.5000%  | 0.0000% | $85773.58          | $77074.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0537 | 2055-06-01      | 6.0000%  | 0.0000% | $801092.88         | $826567.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0640 | 2055-05-01      | 5.5000%  | 0.0000% | $2002959.68        | $2014275.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0512 | 2055-06-01      | 6.5000%  | 0.0000% | $1142491.86        | $1196952.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0509 | 2055-06-01      | 5.5000%  | 0.0000% | $1281757.01        | $1292960.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0477 | 2055-06-01      | 5.5000%  | 0.0000% | $1392456.70        | $1404627.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0144 | 2055-05-01      | 6.0000%  | 0.0000% | $1284334.99        | $1314598.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0053 | 2055-05-01      | 5.5000%  | 0.0000% | $1401293.00        | $1413108.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0843 | 2055-06-01      | 6.5000%  | 0.0000% | $4516656.00        | $4742995.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9977 | 2055-05-01      | 6.0000%  | 0.0000% | $1458398.11        | $1488702.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9358 | 2055-06-01      | 5.5000%  | 0.0000% | $1301364.00        | $1316962.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9349 | 2055-06-01      | 5.5000%  | 0.0000% | $1003358.00        | $1013058.02        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08632 G | 2045-03-01      | 3.5000%  | 0.0000% | $105.35            | $98.03             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08466 G | 2041-11-01      | 3.5000%  | 0.0000% | $38739.62          | $36539.97          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G08868 G | 2049-03-01      | 5.0000%  | 0.0000% | $198310.01         | $199341.78         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $240904.16         | $227845.28         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G06928 G | 2035-01-01      | 5.0000%  | 0.0000% | $34311.43          | $34870.21          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G04703 G | 2038-08-01      | 5.5000%  | 0.0000% | $70242.34          | $72478.90          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G01818 G | 2035-05-01      | 5.0000%  | 0.0000% | $65691.05          | $66818.62          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC D98606 G | 2031-04-01      | 3.5000%  | 0.0000% | $98.28             | $96.76             | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  | 0.0000% | $38.27             | $38.30             | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $69.24             | $69.86             | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G01777 G | 2035-02-01      | 6.0000%  | 0.0000% | $1125.03           | $1172.08           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $510.40            | $512.06            | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  | 0.0000% | $22.63             | $22.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7673 | 2055-06-01      | 6.0000%  | 0.0000% | $999.75            | $1022.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7501 | 2055-05-01      | 6.5000%  | 0.0000% | $966.05            | $1018.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7431 | 2055-03-01      | 6.0000%  | 0.0000% | $999.30            | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7258 | 2055-05-01      | 6.5000%  | 0.0000% | $1001.25           | $1048.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8396 | 2054-01-01      | 6.0000%  | 0.0000% | $2269688.83        | $2318735.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $21931183.35       | $22041509.39       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8309 | 2053-03-01      | 6.0000%  | 0.0000% | $22763645.97       | $23256691.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $171436.16         | $164534.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $255859.09         | $245540.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $472390.01         | $426204.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CKAE0978 | 2040-06-01      | 5.5000%  | 0.0000% | $2681516.07        | $2676824.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAE0517 | 2035-11-01      | 5.5000%  | 0.0000% | $23.37             | $24.16             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  | 0.0000% | $963457.73         | $930395.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  | 0.0000% | $698718.83         | $696095.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  | 0.0000% | $26.16             | $25.81             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  | 0.0000% | $883983.71         | $908511.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBY6127 | 2053-09-01      | 7.0000%  | 0.0000% | $1441027.66        | $1533813.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6186 | 2053-08-01      | 5.5000%  | 0.0000% | $969.29            | $978.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY5063 | 2053-07-01      | 6.5000%  | 0.0000% | $1593099.20        | $1683627.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9502 | 2053-03-01      | 5.0000%  | 0.0000% | $2429088.14        | $2390766.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7541 | 2053-02-01      | 5.5000%  | 0.0000% | $2391340.18        | $2400474.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7244 | 2053-02-01      | 5.5000%  | 0.0000% | $800.29            | $804.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX6397 | 2053-01-01      | 6.5000%  | 0.0000% | $2071186.75        | $2171939.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5123 | 2047-12-01      | 3.5000%  | 0.0000% | $608510.68         | $557539.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3982 | 2047-08-01      | 4.5000%  | 0.0000% | $2096096.43        | $2056591.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM2976 | 2047-02-01      | 3.5000%  | 0.0000% | $1687567.21        | $1554839.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL3417 | 2042-08-01      | 3.5000%  | 0.0000% | $215207.31         | $202554.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL1982 | 2041-09-01      | 4.0000%  | 0.0000% | $231744.79         | $224002.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 3LZL0797 | 2038-08-01      | 5.0000%  | 0.0000% | $39455.84          | $40036.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZI8976 | 2039-07-01      | 5.0000%  | 0.0000% | $102.00            | $103.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZI8000 | 2038-08-01      | 6.0000%  | 0.0000% | $51919.52          | $54312.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI1377 | 2034-01-01      | 5.5000%  | 0.0000% | $29529.47          | $30031.11          | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC J29029 G | 2029-08-01      | 2.5000%  | 0.0000% | $42034.10          | $40877.95          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC C01490 G | 2033-02-01      | 5.5000%  | 0.0000% | $0.03              | $0.03              | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC T61844 G | 2045-01-01      | 3.0000%  | 0.0000% | $140395.42         | $122538.06         | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | 0.0000% | $214.45            | $190.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR9609 | 2051-05-01      | 2.5000%  | 0.0000% | $4296757.68        | $3563231.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR8552 | 2051-04-01      | 3.0000%  | 0.0000% | $2340121.28        | $2075368.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7802 | 2051-04-01      | 2.0000%  | 0.0000% | $746.99            | $600.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5633 | 2051-03-01      | 2.0000%  | 0.0000% | $415547.78         | $333866.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1192 | 2055-05-01      | 4.5000%  | 0.0000% | $9075.19           | $8751.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1139 | 2055-02-01      | 6.5000%  | 0.0000% | $4917.23           | $5145.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1048 | 2052-08-01      | 5.0000%  | 0.0000% | $6249108.43        | $6211524.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0917 | 2054-05-01      | 4.5000%  | 0.0000% | $6914719.16        | $6714627.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1711 | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1067.49           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSL1696 | 2052-01-01      | 2.0000%  | 0.0000% | $8557840.00        | $6961315.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1693 | 2055-06-01      | 5.5000%  | 0.0000% | $7520368.00        | $7658160.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL1668 | 2052-05-01      | 2.5000%  | 0.0000% | $12857101.00       | $10799384.84       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0686 | 2054-11-01      | 6.5000%  | 0.0000% | $15539188.54       | $16185092.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $454016.46         | $421122.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3520 | 2048-11-01      | 3.5000%  | 0.0000% | $5098323.79        | $4642530.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0893 | 2052-02-01      | 3.0000%  | 0.0000% | $243418.99         | $211213.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $138755.25         | $145571.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG9245 | 2053-08-01      | 6.5000%  | 0.0000% | $1641294.31        | $1721911.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB2913 | 2052-02-01      | 3.5000%  | 0.0000% | $8361138.58        | $7532963.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $877.11            | $903.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK7479 | 2048-07-01      | 4.0000%  | 0.0000% | $4062407.64        | $3845329.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK6841 | 2048-06-01      | 4.0000%  | 0.0000% | $124.41            | $117.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBH2516 | 2032-06-01      | 3.5000%  | 0.0000% | $262.10            | $258.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0734 | 2063-06-01      | 3.5000%  | 0.0000% | $22968225.58       | $20499105.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BF0332 | 2059-01-01      | 3.0000%  | 0.0000% | $146804.32         | $126491.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6421 | 2053-11-01      | 6.5000%  | 0.0000% | $802.75            | $848.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6080 | 2053-10-01      | 6.0000%  | 0.0000% | $1775057.15        | $1824658.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5952 | 2053-10-01      | 6.5000%  | 0.0000% | $638.78            | $671.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5725 | 2051-12-01      | 3.5000%  | 0.0000% | $830.61            | $761.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS5701 | 2052-12-01      | 4.0000%  | 0.0000% | $848.65            | $791.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5555 | 2052-07-01      | 3.5000%  | 0.0000% | $116178.78         | $104819.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  | 0.0000% | $887.88            | $769.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS5016 | 2053-02-01      | 4.0000%  | 0.0000% | $850.36            | $799.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $851.46            | $768.29            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q27912 G | 2044-08-01      | 4.0000%  | 0.0000% | $2835229.49        | $2729850.31        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q23779 G | 2043-12-01      | 4.5000%  | 0.0000% | $28587.72          | $27848.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7138 | 2055-06-01      | 6.5000%  | 0.0000% | $860667.00         | $909108.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6150 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | 0.0000% | $1985230.80        | $1585328.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4042 | 2035-06-01      | 2.0000%  | 0.0000% | $385909.48         | $354369.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $85437.27          | $77581.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3932 | 2035-02-01      | 3.5000%  | 0.0000% | $175.80            | $170.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  | 0.0000% | $111109.86         | $104065.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA3894 | 2031-09-01      | 4.0000%  | 0.0000% | $32.18             | $32.01             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $237.79            | $233.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM1155 | 2032-06-01      | 2.5000%  | 0.0000% | $53418.10          | $51472.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1089 | 2047-08-01      | 4.0000%  | 0.0000% | $5043108.28        | $4784009.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1026 | 2048-02-01      | 3.5000%  | 0.0000% | $209.88            | $195.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  | 0.0000% | $140.57            | $138.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM0047 | 2034-12-01      | 3.0000%  | 0.0000% | $315.28            | $303.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8122 | 2051-01-01      | 2.5000%  | 0.0000% | $172903.17         | $144575.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD2973 | 2052-04-01      | 2.5000%  | 0.0000% | $3326.85           | $2792.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD3576 | 2052-01-01      | 3.0000%  | 0.0000% | $4606357.82        | $4019400.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2394 | 2052-11-01      | 4.5000%  | 0.0000% | $24117.49          | $23228.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  | 0.0000% | $3456488.50        | $3507992.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  | 0.0000% | $166992.40         | $170157.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $903.03            | $928.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1518 | 2052-08-01      | 4.5000%  | 0.0000% | $10152.11          | $9794.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  | 0.0000% | $4150218.34        | $4175499.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7620 | 2053-12-01      | 6.0000%  | 0.0000% | $4680.13           | $4867.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | 0.0000% | $2288295.60        | $2344149.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $14836681.06       | $15471188.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  | 0.0000% | $4900170.92        | $4936905.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7096 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6071 | 2055-05-01      | 6.0000%  | 0.0000% | $1873399.07        | $1929509.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5881 | 2055-03-01      | 6.0000%  | 0.0000% | $997.75            | $1030.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5424 | 2055-05-01      | 6.5000%  | 0.0000% | $4604377.73        | $4788456.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5170 | 2055-05-01      | 5.5000%  | 0.0000% | $826642.97         | $833408.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD4966 | 2055-04-01      | 7.0000%  | 0.0000% | $1003777.06        | $1070445.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3221 | 2055-01-01      | 5.5000%  | 0.0000% | $354332.96         | $360595.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0394 | 2051-11-01      | 2.0000%  | 0.0000% | $812.47            | $642.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0393 | 2052-01-01      | 2.0000%  | 0.0000% | $109886.20         | $88094.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $3079825.63        | $2447938.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0943 | 2054-02-01      | 6.0000%  | 0.0000% | $6111140.50        | $6252346.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  | 0.0000% | $39201066.35       | $40349709.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM1810 | 2034-04-01      | 4.0000%  | 0.0000% | $176.15            | $175.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA2189 | 2052-05-01      | 2.5000%  | 0.0000% | $2140947.00        | $1796348.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1855 | 2055-01-01      | 5.0000%  | 0.0000% | $162390.20         | $159705.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1457 | 2055-03-01      | 5.5000%  | 0.0000% | $24961158.88       | $25102153.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA1358 | 2050-05-01      | 4.5000%  | 0.0000% | $18635040.26       | $18133906.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1128 | 2054-08-01      | 6.5000%  | 0.0000% | $945.34            | $985.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1121 | 2055-02-01      | 5.0000%  | 0.0000% | $16537119.63       | $16346624.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFA1053 | 2037-04-01      | 2.0000%  | 0.0000% | $26482647.99       | $24267668.74       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX4021 | 2055-01-01      | 6.5000%  | 0.0000% | $974.13            | $1024.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3882 | 2055-01-01      | 6.0000%  | 0.0000% | $3628105.86        | $3719789.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX3828 | 2055-01-01      | 6.5000%  | 0.0000% | $1118111.33        | $1176531.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3666 | 2055-01-01      | 5.5000%  | 0.0000% | $3081559.70        | $3126589.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3180 | 2055-01-01      | 6.0000%  | 0.0000% | $995.44            | $1022.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX3104 | 2055-01-01      | 7.0000%  | 0.0000% | $1037032.84        | $1114526.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX2934 | 2055-01-01      | 5.5000%  | 0.0000% | $1640058.55        | $1646255.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX1347 | 2054-12-01      | 4.5000%  | 0.0000% | $1739652.45        | $1671630.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI3609 | 2054-04-01      | 7.5000%  | 0.0000% | $1350838.47        | $1467543.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI2854 | 2054-03-01      | 5.5000%  | 0.0000% | $6251434.37        | $6309932.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI2555 | 2054-04-01      | 6.5000%  | 0.0000% | $73502.07          | $77148.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3PRE5059 | 2051-12-01      | 3.0000%  | 0.0000% | $7003830.35        | $5964438.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2458 | 2055-07-01      | 5.5000%  | 0.0000% | $2136558.00        | $2162960.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3010 | 2055-02-01      | 6.0000%  | 0.0000% | $1665058.24        | $1730244.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2167 | 2055-06-01      | 6.0000%  | 0.0000% | $5857240.00        | $6086547.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9623 | 2055-05-01      | 6.0000%  | 0.0000% | $3610636.92        | $3689407.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  | 0.0000% | $978889.79         | $1015963.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1856 | 2055-06-01      | 5.5000%  | 0.0000% | $1015.71           | $1021.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7281 | 2055-01-01      | 5.0000%  | 0.0000% | $198535.38         | $195594.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY0416 | 2055-03-01      | 4.5000%  | 0.0000% | $3857.03           | $3696.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7217 | 2055-01-01      | 6.5000%  | 0.0000% | $996.87            | $1043.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9797 | 2055-01-01      | 5.5000%  | 0.0000% | $35196356.50       | $35525743.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  | 0.0000% | $961.18            | $872.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1207 | 2054-12-01      | 5.0000%  | 0.0000% | $1057662.77        | $1054195.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0134 | 2055-04-01      | 6.0000%  | 0.0000% | $996.11            | $1024.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9952 | 2055-04-01      | 6.0000%  | 0.0000% | $998.07            | $1026.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  | 0.0000% | $35095506.13       | $35973607.38       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX5846 | 2055-01-01      | 4.5000%  | 0.0000% | $3996004.75        | $3828871.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX3049 | 2055-01-01      | 4.5000%  | 0.0000% | $1987.35           | $1904.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0436 | 2055-05-01      | 6.0000%  | 0.0000% | $9712981.28        | $10004140.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0424 | 2055-05-01      | 5.0000%  | 0.0000% | $28658610.96       | $28247238.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0250 | 2055-04-01      | 5.5000%  | 0.0000% | $2848195.82        | $2877599.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0099 | 2055-03-01      | 5.5000%  | 0.0000% | $984.29            | $997.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  | 0.0000% | $195733.43         | $176349.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTFS9626 | 2044-11-01      | 5.0000%  | 0.0000% | $89302.64          | $89824.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS9585 | 2050-01-01      | 4.0000%  | 0.0000% | $10031114.96       | $9498495.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9565 | 2054-09-01      | 6.5000%  | 0.0000% | $42413.65          | $44125.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  | 0.0000% | $21532970.81       | $19406577.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9140 | 2055-05-01      | 5.5000%  | 0.0000% | $1313079.49        | $1319757.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9154 | 2055-05-01      | 6.0000%  | 0.0000% | $759.17            | $783.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8371 | 2055-05-01      | 5.5000%  | 0.0000% | $3424373.57        | $3467005.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7916 | 2055-05-01      | 6.0000%  | 0.0000% | $1261404.30        | $1296465.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7874 | 2055-04-01      | 6.5000%  | 0.0000% | $4137881.17        | $4333859.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7778 | 2055-04-01      | 5.5000%  | 0.0000% | $999.18            | $1005.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD7728 | 2055-05-01      | 4.5000%  | 0.0000% | $6265.32           | $6031.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4090 | 2055-05-01      | 5.5000%  | 0.0000% | $1146181.05        | $1156199.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL6308 | 2043-06-01      | 3.5000%  | 0.0000% | $483979.68         | $455317.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $481679.74         | $400523.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS0015 | 2050-01-01      | 4.0000%  | 0.0000% | $29216.71          | $27682.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0846 | 2052-02-01      | 3.0000%  | 0.0000% | $800.58            | $694.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  | 0.0000% | $857.04            | $742.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM9743 | 2036-04-01      | 2.5000%  | 0.0000% | $448.04            | $431.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9387 | 2051-11-01      | 2.0000%  | 0.0000% | $72863.57          | $58495.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM9318 | 2036-11-01      | 2.0000%  | 0.0000% | $626.16            | $577.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  | 0.0000% | $526.68            | $498.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9137 | 2048-06-01      | 4.0000%  | 0.0000% | $534.10            | $509.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9876 | 2051-12-01      | 2.5000%  | 0.0000% | $774.74            | $652.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9841 | 2051-12-01      | 2.5000%  | 0.0000% | $857267.33         | $714389.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM8732 | 2036-09-01      | 2.0000%  | 0.0000% | $520.45            | $477.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8594 | 2051-09-01      | 2.5000%  | 0.0000% | $685.66            | $577.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3869 | 2039-12-01      | 3.5000%  | 0.0000% | $19330.99          | $18568.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3863 | 2034-12-01      | 2.0000%  | 0.0000% | $1508211.04        | $1389652.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  | 0.0000% | $208.02            | $177.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBN6570 | 2034-04-01      | 3.5000%  | 0.0000% | $323.06            | $318.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $167340.46         | $167942.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6802 | 2042-11-01      | 3.5000%  | 0.0000% | $577394.83         | $543385.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB6008 | 2042-08-01      | 3.0000%  | 0.0000% | $15759652.82       | $14273764.46       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6221 | 2042-09-01      | 3.5000%  | 0.0000% | $162.03            | $152.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAB4525 | 2042-02-01      | 4.0000%  | 0.0000% | $12736.67          | $12297.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 GLAB3658 | 2041-10-01      | 3.5000%  | 0.0000% | $162.22            | $153.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4482 | 2027-02-01      | 3.0000%  | 0.0000% | $46259.01          | $45811.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NPAA0799 | 2038-12-01      | 5.5000%  | 0.0000% | $200999.69         | $202734.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995974 | 2039-07-01      | 5.0000%  | 0.0000% | $22.00             | $22.33             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  | 0.0000% | $761384.90         | $782510.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $488419.73         | $514470.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | 0.0000% | $1246984.59        | $1312527.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  | 0.0000% | $1009025.20        | $1033954.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  | 0.0000% | $343191.67         | $346815.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  | 0.0000% | $10300085.86       | $10557797.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS8105 | 2052-10-01      | 2.0000%  | 0.0000% | $604479.06         | $478500.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $773.09            | $675.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA6872 | 2035-08-01      | 2.5000%  | 0.0000% | $499927.22         | $468198.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1857 | 2052-05-01      | 2.5000%  | 0.0000% | $820.66            | $686.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  | 0.0000% | $103945.57         | $93782.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $7582773.91        | $7460522.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2773 | 2055-05-01      | 6.0000%  | 0.0000% | $1153116.07        | $1185876.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2742 | 2055-05-01      | 6.5000%  | 0.0000% | $3698563.28        | $3862883.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY2720 | 2055-05-01      | 5.5000%  | 0.0000% | $1190359.23        | $1196899.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ2843 | 2054-11-01      | 5.0000%  | 0.0000% | $34905835.65       | $34328659.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ2835 | 2054-11-01      | 4.5000%  | 0.0000% | $1994920.60        | $1911483.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2472 | 2054-09-01      | 6.5000%  | 0.0000% | $922.39            | $959.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2158 | 2054-08-01      | 6.0000%  | 0.0000% | $20134693.02       | $20618536.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1854 | 2054-06-01      | 5.0000%  | 0.0000% | $4121129.29        | $4057448.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | 0.0000% | $591814.19         | $594240.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1329 | 2054-04-01      | 5.0000%  | 0.0000% | $22182250.82       | $21884449.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1342 | 2054-04-01      | 6.0000%  | 0.0000% | $1877510.79        | $1937212.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1274 | 2054-04-01      | 6.0000%  | 0.0000% | $8694.99           | $8906.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1267 | 2054-04-01      | 5.5000%  | 0.0000% | $932.22            | $940.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1242 | 2054-04-01      | 6.5000%  | 0.0000% | $826.31            | $859.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1219 | 2054-04-01      | 5.5000%  | 0.0000% | $5368.18           | $5415.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | 0.0000% | $978.55            | $982.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0954 | 2054-02-01      | 6.5000%  | 0.0000% | $79478.34          | $82797.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2527 | 2055-05-01      | 6.5000%  | 0.0000% | $2197334.10        | $2304755.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2099 | 2055-04-01      | 6.0000%  | 0.0000% | $3118056.18        | $3206641.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY2058 | 2055-05-01      | 5.5000%  | 0.0000% | $3191051.54        | $3228857.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY1971 | 2055-04-01      | 6.0000%  | 0.0000% | $1590571.60        | $1626444.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY1597 | 2055-04-01      | 6.0000%  | 0.0000% | $1204706.19        | $1243016.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8971 | 2051-02-01      | 3.0000%  | 0.0000% | $3416487.94        | $2990652.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8928 | 2051-02-01      | 2.0000%  | 0.0000% | $3114400.78        | $2495264.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | 0.0000% | $1441414.46        | $1154859.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  | 0.0000% | $258526.45         | $218008.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAO5540 | 2042-07-01      | 3.0000%  | 0.0000% | $1575876.71        | $1427289.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB6282 | 2042-09-01      | 3.5000%  | 0.0000% | $1911773.68        | $1779688.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8459 | 2051-01-01      | 2.0000%  | 0.0000% | $46362680.53       | $36706544.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5371 | 2045-07-01      | 3.5000%  | 0.0000% | $106.07            | $98.56             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  | 0.0000% | $164197.74         | $158357.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  | 0.0000% | $7005631.86        | $6595217.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  | 0.0000% | $36.48             | $36.39             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKCA4120 | 2048-07-01      | 3.5000%  | 0.0000% | $4499274.50        | $4060322.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  | 0.0000% | $7551195.76        | $7579841.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR5877 | 2043-01-01      | 3.0000%  | 0.0000% | $1384146.24        | $1251357.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7962 | 2043-02-01      | 3.5000%  | 0.0000% | $10748916.19       | $10112466.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL3089 | 2043-01-01      | 3.0000%  | 0.0000% | $223.01            | $201.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR6093 | 2043-02-01      | 3.0000%  | 0.0000% | $95113.99          | $85910.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6859 | 2042-11-01      | 3.5000%  | 0.0000% | $118.97            | $111.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  | 0.0000% | $2729076.25        | $2540495.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0145 | 2057-03-01      | 3.5000%  | 0.0000% | $38076.56          | $34074.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 I4BF0136 | 2056-08-01      | 5.0000%  | 0.0000% | $2185578.85        | $2169269.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  | 0.0000% | $234349.18         | $226598.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE2940 | 2046-12-01      | 4.0000%  | 0.0000% | $117.96            | $111.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3612 | 2055-07-01      | 5.5000%  | 0.0000% | $1923166.00        | $1932692.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3278 | 2055-07-01      | 6.5000%  | 0.0000% | $2325870.00        | $2422947.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ8457 | 2050-12-01      | 2.0000%  | 0.0000% | $1458515.90        | $1153840.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ2999 | 2050-10-01      | 2.5000%  | 0.0000% | $599.43            | $503.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ0630 | 2050-08-01      | 2.0000%  | 0.0000% | $628.08            | $500.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBP8820 | 2035-07-01      | 2.5000%  | 0.0000% | $111537.97         | $104813.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP3484 | 2051-06-01      | 2.5000%  | 0.0000% | $2468908.35        | $2078948.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP1932 | 2050-04-01      | 3.0000%  | 0.0000% | $330.00            | $289.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1428 | 2050-03-01      | 3.5000%  | 0.0000% | $206.73            | $188.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $329006.45         | $302268.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBO6740 | 2051-05-01      | 2.0000%  | 0.0000% | $2417661.22        | $1948277.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO5413 | 2049-10-01      | 3.0000%  | 0.0000% | $5189903.24        | $4618451.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  | 0.0000% | $21316759.73       | $18738767.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBN6666 | 2034-05-01      | 3.0000%  | 0.0000% | $112880.08         | $109478.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDB8650 | 2039-07-01      | 6.5000%  | 0.0000% | $546584.55         | $573460.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8015 | 2054-07-01      | 6.5000%  | 0.0000% | $917801.50         | $956304.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6468 | 2054-06-01      | 6.5000%  | 0.0000% | $1213633.83        | $1271067.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB6368 | 2054-07-01      | 7.0000%  | 0.0000% | $1619226.37        | $1718295.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6318 | 2054-06-01      | 6.5000%  | 0.0000% | $979855.17         | $1025838.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5939 | 2054-06-01      | 6.0000%  | 0.0000% | $1444677.77        | $1490080.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB5182 | 2054-06-01      | 7.0000%  | 0.0000% | $971.00            | $1035.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB4933 | 2054-06-01      | 5.5000%  | 0.0000% | $1079184.94        | $1089784.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB4911 | 2055-01-01      | 6.0000%  | 0.0000% | $5463.93           | $5631.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB4852 | 2054-12-01      | 5.5000%  | 0.0000% | $1523412.37        | $1535173.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB4702 | 2054-05-01      | 6.0000%  | 0.0000% | $1418145.64        | $1457342.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB3011 | 2054-05-01      | 7.0000%  | 0.0000% | $651.47            | $690.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB1911 | 2054-08-01      | 6.5000%  | 0.0000% | $991.03            | $1030.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ5279 | 2054-10-01      | 6.0000%  | 0.0000% | $468558.89         | $478731.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI4880 | 2054-04-01      | 6.5000%  | 0.0000% | $1753108.98        | $1827677.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI5343 | 2054-05-01      | 5.0000%  | 0.0000% | $604613.06         | $594847.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL990834 | 2038-09-01      | 6.0000%  | 0.0000% | $14.15             | $15.00             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $791.01            | $821.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  | 0.0000% | $3192668.03        | $3158499.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  | 0.0000% | $7080206.00        | $7370772.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3219 | 2055-07-01      | 5.5000%  | 0.0000% | $1887410.00        | $1903031.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE3217 | 2055-07-01      | 5.0000%  | 0.0000% | $1483550.00        | $1463951.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE3185 | 2055-07-01      | 5.0000%  | 0.0000% | $1076061.00        | $1063044.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3154 | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2066.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3016 | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1021.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5447 | 2052-09-01      | 2.5000%  | 0.0000% | $889.63            | $741.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5401 | 2052-12-01      | 4.5000%  | 0.0000% | $1117222.86        | $1072170.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8452 | 2046-12-01      | 3.0000%  | 0.0000% | $2694927.69        | $2390122.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB2385 | 2054-06-01      | 5.5000%  | 0.0000% | $204753.75         | $205403.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBW2333 | 2052-06-01      | 3.5000%  | 0.0000% | $159668.64         | $144015.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3038 | 2043-04-01      | 3.0000%  | 0.0000% | $2506353.26        | $2270070.99        | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $69.48             | $70.52             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $5356789.86        | $5287980.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM5829 | 2051-02-01      | 2.0000%  | 0.0000% | $671.82            | $541.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR6071 | 2043-04-01      | 3.0000%  | 0.0000% | $183.45            | $166.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT9804 | 2043-06-01      | 3.5000%  | 0.0000% | $517082.04         | $484324.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA1511 | 2033-07-01      | 2.5000%  | 0.0000% | $86453.77          | $81650.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $535510.90         | $513876.79         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  | 0.0000% | $363.57            | $345.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA8800 | 2054-04-01      | 5.5000%  | 0.0000% | $3151963.33        | $3170741.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6577 | 2053-12-01      | 6.0000%  | 0.0000% | $21874073.01       | $22542136.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I3BF0292 | 2048-05-01      | 3.0000%  | 0.0000% | $67240.69          | $59616.38          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3315 | 2055-05-01      | 5.5000%  | 0.0000% | $3166666.39        | $3199728.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0432 | 2055-05-01      | 5.5000%  | 0.0000% | $998.46            | $1009.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6831 | 2053-07-01      | 5.0000%  | 0.0000% | $946.25            | $933.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  | 0.0000% | $403733.38         | $423922.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6515 | 2053-06-01      | 5.0000%  | 0.0000% | $1216497.00        | $1208897.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6517 | 2053-06-01      | 5.0000%  | 0.0000% | $43155338.53       | $42712857.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $14196884.85       | $14560315.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7126 | 2053-09-01      | 6.0000%  | 0.0000% | $22380581.11       | $23054020.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $1660770.77        | $1677263.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5430 | 2053-01-01      | 4.5000%  | 0.0000% | $911.18            | $874.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6248 | 2053-05-01      | 5.0000%  | 0.0000% | $154904.99         | $153316.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $822.86            | $829.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $739846.42         | $760120.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $828.99            | $841.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $8303277.56        | $7840022.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  | 0.0000% | $25952.52          | $23413.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $13221484.88       | $13422194.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $37140.70          | $29795.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2766 | 2052-02-01      | 2.0000%  | 0.0000% | $47015.47          | $37582.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0087 | 2055-02-01      | 6.5000%  | 0.0000% | $43094.83          | $44931.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0010 | 2055-01-01      | 6.5000%  | 0.0000% | $7641128.28        | $7955492.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0792 | 2054-09-01      | 5.0000%  | 0.0000% | $7479708.65        | $7381520.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0781 | 2055-01-01      | 5.5000%  | 0.0000% | $8176383.01        | $8326187.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL0772 | 2052-09-01      | 3.5000%  | 0.0000% | $8292365.19        | $7552482.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  | 0.0000% | $1995318.55        | $2002422.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7841 | 2054-02-01      | 6.0000%  | 0.0000% | $920456.53         | $953042.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA6833 | 2053-12-01      | 7.5000%  | 0.0000% | $514.79            | $552.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA5167 | 2053-11-01      | 6.5000%  | 0.0000% | $1421198.16        | $1483031.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  | 0.0000% | $316066.61         | $334315.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4602 | 2053-11-01      | 7.0000%  | 0.0000% | $1437734.15        | $1537471.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2503 | 2053-12-01      | 7.0000%  | 0.0000% | $4015737.77        | $4271459.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2662 | 2053-10-01      | 7.0000%  | 0.0000% | $599987.90         | $638621.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  | 0.0000% | $38274.91          | $39383.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL865311 | 2036-02-01      | 6.0000%  | 0.0000% | $6.98              | $7.31              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL852595 | 2036-01-01      | 5.5000%  | 0.0000% | $84.98             | $86.43             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL802793 | 2034-11-01      | 5.5000%  | 0.0000% | $5.18              | $5.30              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU5848 | 2043-09-01      | 3.5000%  | 0.0000% | $326697.40         | $305732.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAU1624 | 2043-07-01      | 3.0000%  | 0.0000% | $1996657.15        | $1802611.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3116 | 2043-03-01      | 3.0000%  | 0.0000% | $625780.53         | $562893.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  | 0.0000% | $187.98            | $170.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS8960 | 2047-03-01      | 4.0000%  | 0.0000% | $187.06            | $176.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  | 0.0000% | $4218711.78        | $3743286.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0309 | 2053-11-01      | 6.0000%  | 0.0000% | $8744257.70        | $8953668.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ0137 | 2053-12-01      | 5.0000%  | 0.0000% | $1201739.74        | $1183575.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA2017 | 2044-09-01      | 4.0000%  | 0.0000% | $27119.89          | $25811.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA2633 | 2046-04-01      | 3.5000%  | 0.0000% | $120852.86         | $111297.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA2603 | 2031-04-01      | 2.0000%  | 0.0000% | $762370.10         | $727561.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA2599 | 2046-04-01      | 4.0000%  | 0.0000% | $51.75             | $47.96             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CQMA1544 | 2043-08-01      | 3.5000%  | 0.0000% | $27893.50          | $25897.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  | 0.0000% | $7622660.68        | $7095930.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CQMA1372 | 2043-03-01      | 3.5000%  | 0.0000% | $1594307.10        | $1480217.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA1169 | 2042-09-01      | 4.0000%  | 0.0000% | $96089.35          | $92107.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1107 | 2032-07-01      | 3.5000%  | 0.0000% | $586616.09         | $575749.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1716 | 2033-12-01      | 3.0000%  | 0.0000% | $171.63            | $164.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA0736 | 2041-05-01      | 5.0000%  | 0.0000% | $36560.13          | $37098.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0479 | 2040-08-01      | 4.5000%  | 0.0000% | $6.06              | $5.84              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0295 | 2030-01-01      | 5.0000%  | 0.0000% | $20.50             | $20.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7886 | 2054-04-01      | 5.0000%  | 0.0000% | $908.77            | $899.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7754 | 2053-07-01      | 4.0000%  | 0.0000% | $1055776.46        | $983236.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7733 | 2051-10-01      | 4.0000%  | 0.0000% | $4174042.91        | $3962098.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7695 | 2052-04-01      | 2.5000%  | 0.0000% | $6567054.63        | $5516995.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS7354 | 2053-02-01      | 7.0000%  | 0.0000% | $987.00            | $1078.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $1267483.19        | $1274797.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA2093 | 2029-11-01      | 3.0000%  | 0.0000% | $72.14             | $70.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV6785 | 2052-07-01      | 5.5000%  | 0.0000% | $1063753.62        | $1080938.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV3083 | 2052-02-01      | 2.0000%  | 0.0000% | $767875.04         | $607796.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV2815 | 2052-02-01      | 3.5000%  | 0.0000% | $22322.05          | $20138.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV1579 | 2055-04-01      | 4.5000%  | 0.0000% | $2702334.68        | $2592652.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0299 | 2058-08-01      | 3.5000%  | 0.0000% | $33340.99          | $29961.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0479 | 2053-12-01      | 6.0000%  | 0.0000% | $19205229.88       | $19638256.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | 0.0000% | $732661.04         | $607727.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4739 | 2046-10-01      | 3.0000%  | 0.0000% | $151.85            | $135.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  | 0.0000% | $930.22            | $914.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $20373266.80       | $20150949.19       | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $97.86             | $93.19             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  | 0.0000% | $391034.82         | $366865.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC0884 | 2046-05-01      | 3.0000%  | 0.0000% | $17380611.20       | $15327833.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6859 | 2055-02-01      | 5.5000%  | 0.0000% | $4207812.12        | $4231584.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX6829 | 2055-02-01      | 6.5000%  | 0.0000% | $7632347.33        | $7936543.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6818 | 2055-02-01      | 6.0000%  | 0.0000% | $2288897.68        | $2345869.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6685 | 2055-02-01      | 5.5000%  | 0.0000% | $1022618.39        | $1032188.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6591 | 2055-02-01      | 6.0000%  | 0.0000% | $1278745.22        | $1322246.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  | 0.0000% | $882.66            | $732.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIRR0013 | 2040-07-01      | 3.5000%  | 0.0000% | $9057680.00        | $8750664.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ3902 | 2055-04-01      | 6.5000%  | 0.0000% | $13433007.72       | $14266272.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  | 0.0000% | $8885149.42        | $8968301.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ3313 | 2055-01-01      | 6.5000%  | 0.0000% | $8772429.27        | $9203981.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  | 0.0000% | $3907933.78        | $4032203.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3217 | 2032-12-01      | 2.5000%  | 0.0000% | $152.67            | $146.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890877 | 2048-07-01      | 3.5000%  | 0.0000% | $517831.05         | $476569.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $73715.76          | $73570.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $220788.07         | $227271.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY4236 | 2045-05-01      | 3.0000%  | 0.0000% | $126.68            | $112.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1072 | 2052-03-01      | 3.0000%  | 0.0000% | $753.78            | $666.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $571.60            | $519.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3686 | 2053-01-01      | 5.0000%  | 0.0000% | $783.87            | $778.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4169 | 2053-10-01      | 6.5000%  | 0.0000% | $162606.41         | $170381.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS9481 | 2054-04-01      | 4.5000%  | 0.0000% | $7593269.32        | $7390847.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1955 | 2054-07-01      | 5.5000%  | 0.0000% | $203702.23         | $205608.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM4283 | 2035-09-01      | 2.0000%  | 0.0000% | $439.59            | $402.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $572337.99         | $548720.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2679 | 2054-10-01      | 6.0000%  | 0.0000% | $392678.23         | $400968.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $793.32            | $797.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $262840.85         | $218964.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9844 | 2055-01-01      | 6.5000%  | 0.0000% | $1885.24           | $1960.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3432 | 2053-07-01      | 6.0000%  | 0.0000% | $79977.04          | $82417.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $855.25            | $776.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI7620 | 2054-06-01      | 5.5000%  | 0.0000% | $282110.25         | $283202.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0997 | 2048-01-01      | 3.5000%  | 0.0000% | $155019.59         | $142242.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3871 | 2054-09-01      | 5.5000%  | 0.0000% | $8768114.09        | $8795957.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA2869 | 2027-01-01      | 2.5000%  | 0.0000% | $37.24             | $36.76             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8190 | 2054-06-01      | 6.0000%  | 0.0000% | $651644.34         | $671560.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $30507203.45       | $30639316.60       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8304 | 2053-03-01      | 3.5000%  | 0.0000% | $8914.39           | $8031.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX4023 | 2052-12-01      | 6.5000%  | 0.0000% | $477.92            | $502.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3912 | 2053-01-01      | 6.0000%  | 0.0000% | $4941781.02        | $5054890.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1106 | 2052-10-01      | 5.5000%  | 0.0000% | $3209374.37        | $3262202.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0410 | 2052-11-01      | 5.0000%  | 0.0000% | $821736.49         | $808368.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA5227 | 2053-11-01      | 3.0000%  | 0.0000% | $66865.05          | $57948.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $1370757.47        | $1422398.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  | 0.0000% | $288698.42         | $284393.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $417591.05         | $411451.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5178 | 2038-10-01      | 6.0000%  | 0.0000% | $185525.60         | $191832.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5145 | 2038-09-01      | 6.0000%  | 0.0000% | $103691.34         | $107121.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $654228.65         | $644878.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $48982.77          | $49520.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $5926732.09        | $6056843.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $892.51            | $831.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $883.14            | $869.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA5062 | 2053-06-01      | 3.0000%  | 0.0000% | $185323.24         | $160583.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX1761 | 2054-12-01      | 6.5000%  | 0.0000% | $1045462.01        | $1090155.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX0724 | 2054-12-01      | 6.0000%  | 0.0000% | $1310230.26        | $1348081.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX0532 | 2054-12-01      | 4.5000%  | 0.0000% | $979.15            | $938.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX0179 | 2054-12-01      | 5.5000%  | 0.0000% | $1244512.92        | $1257121.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX0009 | 2054-11-01      | 5.5000%  | 0.0000% | $964.00            | $975.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $1853.58           | $1825.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $10069192.58       | $7971378.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $718.72            | $597.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  | 0.0000% | $573.57            | $536.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $2044718.30        | $1871123.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1132 | 2052-06-01      | 4.0000%  | 0.0000% | $589851.99         | $552579.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0592 | 2050-09-01      | 3.0000%  | 0.0000% | $1289944.90        | $1152690.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1548 | 2037-03-01      | 2.0000%  | 0.0000% | $4354443.00        | $4014762.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0084 | 2032-02-01      | 3.0000%  | 0.0000% | $38342.51          | $37627.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1339 | 2032-09-01      | 3.5000%  | 0.0000% | $61220.26          | $60535.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  | 0.0000% | $156992.75         | $157144.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZT0511 | 2048-08-01      | 3.0000%  | 0.0000% | $135949.79         | $120141.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS9508 | 2045-10-01      | 4.0000%  | 0.0000% | $94350.38          | $89865.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6581 | 2055-06-01      | 6.0000%  | 0.0000% | $1196125.00        | $1220952.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  | 0.0000% | $611943.97         | $641484.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.650 CA981378 | 2037-12-01      | 5.6500%  | 0.0000% | $42973.84          | $43337.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | 0.0000% | $203873.59         | $206634.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K2947122 | 2037-10-01      | 6.0000%  | 0.0000% | $27.21             | $27.33             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | 0.0000% | $138904.97         | $142041.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP944054 | 2037-07-01      | 6.5000%  | 0.0000% | $242596.65         | $248231.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  | 0.0000% | $322258.45         | $338839.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5240 | 2055-06-01      | 5.5000%  | 0.0000% | $1698296.00        | $1714189.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  | 0.0000% | $1583.46           | $1590.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA8549 | 2054-02-01      | 6.5000%  | 0.0000% | $2546953.25        | $2670969.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA8532 | 2054-02-01      | 5.5000%  | 0.0000% | $46503.87          | $46766.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA8542 | 2054-02-01      | 6.0000%  | 0.0000% | $2629761.09        | $2690577.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDA8512 | 2039-01-01      | 6.5000%  | 0.0000% | $253415.57         | $264914.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA8273 | 2054-01-01      | 7.0000%  | 0.0000% | $622995.36         | $660391.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0557 | 2055-06-01      | 5.0000%  | 0.0000% | $8098411.18        | $8067854.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0541 | 2055-06-01      | 6.5000%  | 0.0000% | $40319306.98       | $42285845.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0540 | 2055-06-01      | 6.5000%  | 0.0000% | $2006.65           | $2106.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY7375 | 2053-08-01      | 6.5000%  | 0.0000% | $1013884.15        | $1064584.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $812.91            | $820.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3664 | 2049-05-01      | 4.0000%  | 0.0000% | $92.41             | $87.29             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8076 | 2052-11-01      | 5.0000%  | 0.0000% | $1528963.02        | $1512887.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  | 0.0000% | $481.72            | $442.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9546 | 2046-11-01      | 3.5000%  | 0.0000% | $139160.47         | $129363.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7808 | 2050-11-01      | 4.0000%  | 0.0000% | $30783.75          | $29104.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $1800.61           | $1854.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $4041062.74        | $4058481.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1675 | 2053-10-01      | 6.5000%  | 0.0000% | $1317593.93        | $1382742.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8909 | 2052-04-01      | 2.5000%  | 0.0000% | $8009396.05        | $6717007.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBN8997 | 2051-03-01      | 2.0000%  | 0.0000% | $218758.41         | $175776.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1422 | 2054-08-01      | 6.0000%  | 0.0000% | $3994151.08        | $4089888.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1514 | 2049-09-01      | 3.0000%  | 0.0000% | $7837366.49        | $6804673.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  | 0.0000% | $55801.85          | $48738.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1936 | 2048-04-01      | 4.0000%  | 0.0000% | $43935.40          | $41652.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  | 0.0000% | $1393085.68        | $1378421.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQE7859 | 2052-08-01      | 5.5000%  | 0.0000% | $2032367.00        | $2055978.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  | 0.0000% | $3274983.36        | $3251065.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $148364.61         | $133667.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQD1688 | 2051-11-01      | 4.0000%  | 0.0000% | $870436.24         | $818629.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC1955 | 2051-05-01      | 3.0000%  | 0.0000% | $2904364.78        | $2534992.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC0570 | 2051-04-01      | 2.5000%  | 0.0000% | $5065742.40        | $4255891.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  | 0.0000% | $143103.82         | $132478.28         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G61281 G | 2048-01-01      | 3.5000%  | 0.0000% | $40886.83          | $37565.12          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G61680 G | 2047-04-01      | 3.0000%  | 0.0000% | $238.33            | $211.85            | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G60685 G | 2040-05-01      | 6.0000%  | 0.0000% | $290086.85         | $304725.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0841 | 2049-07-01      | 3.5000%  | 0.0000% | $1128272.45        | $1033457.45        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q47623 G | 2047-04-01      | 4.0000%  | 0.0000% | $26674.07          | $25313.70          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q40244 G | 2046-04-01      | 3.5000%  | 0.0000% | $33222.75          | $30786.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $112922.58         | $99470.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | 0.0000% | $537943.72         | $475049.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | 0.0000% | $10083944.89       | $9193486.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $790.51            | $726.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7380 | 2055-01-01      | 5.0000%  | 0.0000% | $7806955.25        | $7672424.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8080 | 2050-06-01      | 2.0000%  | 0.0000% | $53774.74          | $42942.42          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  | 0.0000% | $174786.78         | $153238.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $201491.09         | $176674.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4392 | 2055-06-01      | 6.0000%  | 0.0000% | $1294343.41        | $1327526.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCB9187 | 2054-09-01      | 7.5000%  | 0.0000% | $4694868.72        | $5127316.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $41927.89          | $38097.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM1248 | 2046-09-01      | 4.5000%  | 0.0000% | $192.53            | $189.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9476 | 2051-11-01      | 2.5000%  | 0.0000% | $3643156.60        | $3067479.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $114181.74         | $106323.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7703 | 2050-11-01      | 2.0000%  | 0.0000% | $687459.82         | $552926.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $12959.91          | $13448.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $845021.39         | $678409.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB0073 | 2054-04-01      | 6.5000%  | 0.0000% | $793.40            | $834.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8864 | 2051-10-01      | 2.5000%  | 0.0000% | $693.77            | $584.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV8732 | 2052-04-01      | 2.0000%  | 0.0000% | $5552206.28        | $4402933.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  | 0.0000% | $213.53            | $208.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5814 | 2053-06-01      | 6.5000%  | 0.0000% | $716736.83         | $755586.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLBU1325 | 2052-02-01      | 1.5000%  | 0.0000% | $870.63            | $653.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3470 | 2049-05-01      | 3.5000%  | 0.0000% | $3129772.97        | $2861662.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  | 0.0000% | $2309488.61        | $2282917.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9857 | 2053-10-01      | 6.5000%  | 0.0000% | $3050763.45        | $3199046.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV1633 | 2055-05-01      | 5.5000%  | 0.0000% | $4166729.27        | $4227620.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD6717 | 2055-03-01      | 7.0000%  | 0.0000% | $1114578.54        | $1185003.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3855 | 2055-01-01      | 5.5000%  | 0.0000% | $2120640.32        | $2150415.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0441 | 2055-02-01      | 6.5000%  | 0.0000% | $1529390.33        | $1610702.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6315 | 2055-06-01      | 6.0000%  | 0.0000% | $4046248.00        | $4148113.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7327 | 2055-03-01      | 6.0000%  | 0.0000% | $1994.28           | $2046.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0821 | 2062-06-01      | 2.5000%  | 0.0000% | $42566102.36       | $33776325.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7641 | 2055-05-01      | 6.0000%  | 0.0000% | $1008022.78        | $1033146.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5418 | 2055-05-01      | 6.5000%  | 0.0000% | $2359475.03        | $2468914.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1500 | 2055-06-01      | 6.0000%  | 0.0000% | $2907910.00        | $2990527.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $7122.76           | $6732.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7426 | 2036-06-01      | 2.0000%  | 0.0000% | $1504255.13        | $1374681.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | 0.0000% | $11765102.38       | $9307467.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7335 | 2046-05-01      | 2.0000%  | 0.0000% | $1518.18           | $1232.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7356 | 2047-01-01      | 3.0000%  | 0.0000% | $25001931.60       | $22586286.65       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1497 | 2055-04-01      | 6.5000%  | 0.0000% | $1748344.56        | $1826765.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY1087 | 2055-04-01      | 6.0000%  | 0.0000% | $1324599.71        | $1374013.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  | 0.0000% | $25509231.58       | $25073987.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1009 | 2055-04-01      | 6.5000%  | 0.0000% | $1080036.47        | $1131972.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1759 | 2055-04-01      | 6.5000%  | 0.0000% | $1142765.97        | $1196887.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0507 | 2055-04-01      | 6.0000%  | 0.0000% | $879.38            | $910.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9346 | 2055-04-01      | 6.0000%  | 0.0000% | $995.86            | $1019.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9287 | 2055-03-01      | 6.5000%  | 0.0000% | $997.54            | $1051.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9145 | 2055-03-01      | 6.0000%  | 0.0000% | $982.35            | $1013.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9144 | 2055-04-01      | 6.0000%  | 0.0000% | $950.20            | $983.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9061 | 2055-03-01      | 6.5000%  | 0.0000% | $2992.93           | $3135.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  | 0.0000% | $44081.82          | $40433.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8033 | 2048-11-01      | 3.5000%  | 0.0000% | $538.28            | $500.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM6891 | 2049-10-01      | 4.0000%  | 0.0000% | $464.56            | $441.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6448 | 2051-03-01      | 2.0000%  | 0.0000% | $743.75            | $595.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  | 0.0000% | $492.47            | $450.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  | 0.0000% | $54864.83          | $52978.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5743 | 2051-02-01      | 2.5000%  | 0.0000% | $525.44            | $441.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  | 0.0000% | $344.37            | $349.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8544 | 2055-02-01      | 6.5000%  | 0.0000% | $1428897.35        | $1514254.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8115 | 2055-03-01      | 5.5000%  | 0.0000% | $1120211.94        | $1131040.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC5707 | 2054-11-01      | 4.5000%  | 0.0000% | $5267719.64        | $5047392.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4859 | 2054-10-01      | 6.5000%  | 0.0000% | $1107174.72        | $1151425.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6672 | 2055-06-01      | 6.0000%  | 0.0000% | $1155560.00        | $1194866.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4454 | 2051-02-01      | 2.0000%  | 0.0000% | $644350.73         | $514308.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0610 | 2053-04-01      | 5.5000%  | 0.0000% | $878744.36         | $902886.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9021 | 2054-08-01      | 6.5000%  | 0.0000% | $3696.90           | $3909.12           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $42928.67          | $34001.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7075 | 2049-07-01      | 4.0000%  | 0.0000% | $368.04            | $348.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8365 | 2053-10-01      | 4.5000%  | 0.0000% | $84173.52          | $80664.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0612 | 2052-02-01      | 2.0000%  | 0.0000% | $762.86            | $614.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM3272 | 2035-06-01      | 2.5000%  | 0.0000% | $169258.20         | $158320.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  | 0.0000% | $7170213.98        | $7446785.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5361 | 2050-03-01      | 4.0000%  | 0.0000% | $11825891.36       | $11172951.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  | 0.0000% | $782.20            | $694.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $864.62            | $716.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3283 | 2052-09-01      | 5.5000%  | 0.0000% | $13749226.05       | $13853054.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4122 | 2049-09-01      | 3.5000%  | 0.0000% | $127358.18         | $116085.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $42998.30          | $37797.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3614 | 2034-05-01      | 3.5000%  | 0.0000% | $276.69            | $272.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4429 | 2049-10-01      | 3.5000%  | 0.0000% | $289.82            | $264.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3346 | 2049-04-01      | 4.5000%  | 0.0000% | $4218979.91        | $4107147.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  | 0.0000% | $1877.71           | $1839.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2934 | 2049-01-01      | 4.0000%  | 0.0000% | $7766387.06        | $7354552.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA1914 | 2038-06-01      | 4.5000%  | 0.0000% | $2008502.85        | $2025002.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  | 0.0000% | $124.29            | $114.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  | 0.0000% | $1976891.67        | $1808639.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9468 | 2053-09-01      | 6.5000%  | 0.0000% | $3918719.28        | $4141397.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7228 | 2053-07-01      | 5.5000%  | 0.0000% | $901.27            | $905.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6704 | 2053-07-01      | 6.0000%  | 0.0000% | $546.60            | $558.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBY7077 | 2053-08-01      | 4.5000%  | 0.0000% | $1595566.95        | $1528983.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3049 | 2044-04-01      | 4.0000%  | 0.0000% | $337798.04         | $324938.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2770 | 2050-04-01      | 3.5000%  | 0.0000% | $364.73            | $332.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2439 | 2050-02-01      | 3.0000%  | 0.0000% | $469.75            | $416.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM2174 | 2035-01-01      | 3.5000%  | 0.0000% | $182.97            | $179.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  | 0.0000% | $4591011.01        | $4228915.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2079 | 2049-12-01      | 3.0000%  | 0.0000% | $1865747.46        | $1655971.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM1902 | 2034-11-01      | 3.0000%  | 0.0000% | $176.12            | $169.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6461 | 2055-02-01      | 6.0000%  | 0.0000% | $991.88            | $1023.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6460 | 2055-02-01      | 6.0000%  | 0.0000% | $995.30            | $1028.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6337 | 2055-02-01      | 6.0000%  | 0.0000% | $904851.79         | $930558.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1699 | 2048-12-01      | 4.5000%  | 0.0000% | $26268.97          | $25494.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $873.33            | $837.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $101365.07         | $80430.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ6485 | 2054-10-01      | 5.5000%  | 0.0000% | $1067123.27        | $1077604.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS9867 | 2050-02-01      | 3.0000%  | 0.0000% | $28952153.21       | $25210367.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7196 | 2055-02-01      | 5.5000%  | 0.0000% | $1114474.31        | $1129795.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY5991 | 2055-06-01      | 4.5000%  | 0.0000% | $4947990.00        | $4741025.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB1163 | 2045-01-01      | 5.0000%  | 0.0000% | $1176922.81        | $1194308.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8358 | 2054-11-01      | 4.5000%  | 0.0000% | $32462.36          | $31104.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX5317 | 2055-02-01      | 5.0000%  | 0.0000% | $1171961.55        | $1152492.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $128213.67         | $123867.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $856.07            | $772.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA4617 | 2042-04-01      | 3.0000%  | 0.0000% | $741.58            | $675.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | 0.0000% | $4346765.85        | $4141975.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $16467.77          | $14857.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $127099.73         | $105621.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  | 0.0000% | $489789.68         | $447038.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $158270.17         | $125331.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4516 | 2037-01-01      | 2.0000%  | 0.0000% | $49886.11          | $45542.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $44082.31          | $36668.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | 0.0000% | $3094669.41        | $3104496.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  | 0.0000% | $36201.16          | $36067.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  | 0.0000% | $5359398.24        | $5561303.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLMA5275 | 2054-02-01      | 7.5000%  | 0.0000% | $369528.79         | $395370.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $10435241.98       | $8292585.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  | 0.0000% | $587.09            | $537.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4904 | 2050-11-01      | 2.5000%  | 0.0000% | $497.50            | $418.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA4518 | 2051-02-01      | 3.5000%  | 0.0000% | $121997.22         | $110817.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3913 | 2050-11-01      | 2.5000%  | 0.0000% | $431471.02         | $364573.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3194 | 2050-08-01      | 2.5000%  | 0.0000% | $578581.79         | $486097.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1860 | 2049-12-01      | 3.0000%  | 0.0000% | $11256.37          | $9868.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PQU7381 | 2050-02-01      | 3.5000%  | 0.0000% | $47916.36          | $42764.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CIQN4926 | 2036-02-01      | 1.5000%  | 0.0000% | $4651680.94        | $4138406.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIQN0951 | 2034-11-01      | 2.5000%  | 0.0000% | $29569.48          | $27848.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV8545 | 2052-05-01      | 3.5000%  | 0.0000% | $1576622.24        | $1439275.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV8499 | 2052-04-01      | 2.0000%  | 0.0000% | $794588.03         | $629003.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $269182.95         | $265396.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8514 | 2029-01-01      | 3.5000%  | 0.0000% | $31763.10          | $31442.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4638 | 2045-11-01      | 3.5000%  | 0.0000% | $584898.24         | $542274.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4625 | 2045-08-01      | 3.0000%  | 0.0000% | $3886633.96        | $3463082.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS2993 | 2040-01-01      | 5.5000%  | 0.0000% | $24619.34          | $25332.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZS0763 | 2033-11-01      | 7.0000%  | 0.0000% | $30032.26          | $31818.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3765 | 2030-02-01      | 3.0000%  | 0.0000% | $167338.03         | $164170.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZA1279 | 2043-01-01      | 3.0000%  | 0.0000% | $247991.41         | $224511.25         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65539 G | 2049-04-01      | 3.5000%  | 0.0000% | $46304.42          | $41324.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL1582 | 2052-08-01      | 3.0000%  | 0.0000% | $1003.00           | $883.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1531 | 2054-02-01      | 5.0000%  | 0.0000% | $1001.00           | $988.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL1526 | 2050-02-01      | 3.0000%  | 0.0000% | $1008.00           | $910.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1468 | 2055-05-01      | 6.0000%  | 0.0000% | $40450.83          | $41414.62          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1403 | 2054-12-01      | 4.5000%  | 0.0000% | $499524.30         | $479026.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1285 | 2053-08-01      | 4.5000%  | 0.0000% | $1002.39           | $967.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4138 | 2054-09-01      | 6.5000%  | 0.0000% | $498755.38         | $521726.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2178 | 2054-10-01      | 5.5000%  | 0.0000% | $976.39            | $985.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC2698 | 2054-11-01      | 5.0000%  | 0.0000% | $992.15            | $976.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8017 | 2049-10-01      | 3.5000%  | 0.0000% | $191908.80         | $174671.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7061 | 2054-09-01      | 6.0000%  | 0.0000% | $3207226.44        | $3276801.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  | 0.0000% | $45151.74          | $43269.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6592 | 2054-10-01      | 5.0000%  | 0.0000% | $474717.94         | $466464.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5872 | 2054-06-01      | 5.0000%  | 0.0000% | $2569099.16        | $2527140.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5663 | 2054-06-01      | 5.5000%  | 0.0000% | $537820.90         | $540644.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD5292 | 2052-06-01      | 3.5000%  | 0.0000% | $134664.33         | $122462.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3226 | 2052-03-01      | 2.5000%  | 0.0000% | $504508.42         | $418385.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD3244 | 2046-09-01      | 3.5000%  | 0.0000% | $852.78            | $802.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7909 | 2046-09-01      | 3.0000%  | 0.0000% | $655409.44         | $581817.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | 0.0000% | $883532.90         | $787883.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5738 | 2045-09-01      | 3.5000%  | 0.0000% | $14580538.63       | $13539130.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5644 | 2045-08-01      | 3.5000%  | 0.0000% | $16983868.00       | $15849234.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS1770 | 2044-02-01      | 4.0000%  | 0.0000% | $46012.19          | $44204.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR5405 | 2043-02-01      | 3.5000%  | 0.0000% | $882544.36         | $830281.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR6280 | 2043-03-01      | 3.5000%  | 0.0000% | $1100536.64        | $1035364.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR3916 | 2043-02-01      | 3.5000%  | 0.0000% | $250444.36         | $230764.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR3392 | 2043-01-01      | 3.0000%  | 0.0000% | $201.61            | $182.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  | 0.0000% | $1514258.71        | $1419586.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ6261 | 2042-12-01      | 3.5000%  | 0.0000% | $1440578.85        | $1355252.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  | 0.0000% | $384816.64         | $348612.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ0960 | 2042-12-01      | 3.5000%  | 0.0000% | $300095.15         | $282323.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  | 0.0000% | $193094.94         | $196449.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.530 CL946088 | 2037-04-01      | 4.5300%  | 0.0000% | $47400.22          | $46855.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  | 0.0000% | $266400.81         | $262734.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  | 0.0000% | $85156.59          | $85481.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $1803940.34        | $1842298.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  | 0.0000% | $812.74            | $739.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2619 | 2051-02-01      | 2.0000%  | 0.0000% | $665.78            | $533.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0942 | 2054-02-01      | 6.0000%  | 0.0000% | $11921521.60       | $12189986.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1469 | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1041.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY3490 | 2055-05-01      | 5.0000%  | 0.0000% | $1432783.10        | $1418732.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9373 | 2055-05-01      | 5.5000%  | 0.0000% | $1098076.17        | $1101564.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2552 | 2055-07-01      | 6.0000%  | 0.0000% | $1609424.00        | $1655919.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5055 | 2043-06-01      | 5.5000%  | 0.0000% | $28771785.51       | $29395746.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $21430.22          | $19977.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  | 0.0000% | $475000.54         | $482253.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5020 | 2043-05-01      | 5.0000%  | 0.0000% | $15195.01          | $15231.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $5445321.42        | $4909253.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $24971303.92       | $20709648.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0905 | 2055-01-01      | 5.0000%  | 0.0000% | $8205555.38        | $8076225.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0558 | 2054-06-01      | 5.0000%  | 0.0000% | $4009849.94        | $3971402.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0552 | 2055-01-01      | 5.5000%  | 0.0000% | $3071.15           | $3112.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0270 | 2054-04-01      | 6.0000%  | 0.0000% | $909.04            | $946.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0108 | 2054-06-01      | 5.0000%  | 0.0000% | $7257864.20        | $7158262.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB8231 | 2042-06-01      | 3.5000%  | 0.0000% | $628435.07         | $592010.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB8900 | 2043-04-01      | 3.5000%  | 0.0000% | $173.35            | $163.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  | 0.0000% | $3391895.40        | $3157513.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7301 | 2042-12-01      | 3.5000%  | 0.0000% | $218.58            | $204.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL888567 | 2036-12-01      | 5.5000%  | 0.0000% | $81371.65          | $84223.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL883993 | 2036-04-01      | 6.5000%  | 0.0000% | $38000.74          | $39853.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $6378722.70        | $5289886.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2627 | 2052-01-01      | 2.5000%  | 0.0000% | $898.88            | $753.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0014 | 2051-04-01      | 2.0000%  | 0.0000% | $811705.87         | $652149.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8750 | 2051-02-01      | 2.0000%  | 0.0000% | $32224083.20       | $25622338.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8683 | 2051-01-01      | 2.0000%  | 0.0000% | $19153599.55       | $15390302.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8578 | 2051-01-01      | 2.0000%  | 0.0000% | $4601906.82        | $3686256.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8519 | 2051-01-01      | 2.0000%  | 0.0000% | $7624936.15        | $6107734.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2993 | 2055-02-01      | 7.0000%  | 0.0000% | $1144999.43        | $1222163.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2929 | 2055-04-01      | 7.0000%  | 0.0000% | $796.02            | $845.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2927 | 2055-04-01      | 7.0000%  | 0.0000% | $864204.96         | $918520.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2839 | 2055-06-01      | 6.5000%  | 0.0000% | $1358166.00        | $1412790.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2836 | 2055-06-01      | 7.0000%  | 0.0000% | $1285730.00        | $1376989.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF3201 | 2052-11-01      | 4.5000%  | 0.0000% | $86043.85          | $82545.74          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  | 0.0000% | $1458245.56        | $1456714.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQF0133 | 2052-09-01      | 4.0000%  | 0.0000% | $51753.50          | $48294.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM5174 | 2046-01-01      | 3.0000%  | 0.0000% | $528.62            | $478.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA3813 | 2049-10-01      | 4.0000%  | 0.0000% | $573888.98         | $525979.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS0340 | 2028-08-01      | 2.5000%  | 0.0000% | $65.70             | $64.25             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA1611 | 2043-10-01      | 4.0000%  | 0.0000% | $24329.90          | $23321.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA1193 | 2049-08-01      | 4.0000%  | 0.0000% | $24789.29          | $23424.40          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9860 | 2053-09-01      | 6.0000%  | 0.0000% | $1494981.11        | $1529521.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX3278 | 2053-02-01      | 5.0000%  | 0.0000% | $78425.14          | $77445.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAV2354 | 2044-01-01      | 3.5000%  | 0.0000% | $34087.19          | $32068.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  | 0.0000% | $2927.27           | $2939.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4776 | 2037-10-01      | 4.0000%  | 0.0000% | $28428.27          | $27877.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8981 | 2054-06-01      | 5.0000%  | 0.0000% | $970.63            | $965.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  | 0.0000% | $453.30            | $396.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | 0.0000% | $114486.29         | $116065.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2672 | 2036-07-01      | 3.0000%  | 0.0000% | $152.22            | $144.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB3936 | 2054-06-01      | 6.5000%  | 0.0000% | $1409910.85        | $1488691.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 GL252482 | 2029-04-01      | 7.0000%  | 0.0000% | $21903.27          | $22527.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $17985084.93       | $14419130.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI5785 | 2054-04-01      | 7.5000%  | 0.0000% | $1601231.69        | $1727928.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ4555 | 2054-09-01      | 5.5000%  | 0.0000% | $3294403.37        | $3306545.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1311 | 2049-08-01      | 3.5000%  | 0.0000% | $211612.85         | $195063.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0303 | 2053-11-01      | 6.0000%  | 0.0000% | $13702218.64       | $14121004.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  | 0.0000% | $357767.28         | $311073.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0341 | 2059-01-01      | 5.5000%  | 0.0000% | $65598.69          | $66725.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8200 | 2054-06-01      | 6.0000%  | 0.0000% | $3507027.60        | $3587339.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7630 | 2051-06-01      | 2.5000%  | 0.0000% | $663.15            | $559.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | 0.0000% | $18164718.33       | $16422657.24       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3725 | 2055-05-01      | 6.0000%  | 0.0000% | $1569186.17        | $1612802.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  | 0.0000% | $4281901.71        | $4295499.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0386 | 2055-05-01      | 5.0000%  | 0.0000% | $38783494.25       | $38289190.01       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX2080 | 2054-12-01      | 6.5000%  | 0.0000% | $1163157.70        | $1217391.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3158 | 2048-11-01      | 4.0000%  | 0.0000% | $313.50            | $297.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKMA3067 | 2047-07-01      | 3.5000%  | 0.0000% | $63.78             | $57.79             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM4457 | 2035-07-01      | 3.0000%  | 0.0000% | $211.83            | $204.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3444 | 2050-04-01      | 3.5000%  | 0.0000% | $279.74            | $254.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  | 0.0000% | $330.45            | $329.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  | 0.0000% | $203.28            | $186.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0248 | 2037-11-01      | 5.5000%  | 0.0000% | $70355.60          | $72284.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  | 0.0000% | $568421.40         | $596456.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  | 0.0000% | $201439.25         | $207029.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2505 | 2055-06-01      | 6.0000%  | 0.0000% | $1447680.00        | $1477732.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2532 | 2055-07-01      | 6.0000%  | 0.0000% | $1148990.00        | $1188079.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2495 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $420847.02         | $403656.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM3749 | 2047-07-01      | 3.5000%  | 0.0000% | $2693941.48        | $2482048.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8633 | 2031-12-01      | 3.0000%  | 0.0000% | $30504.12          | $29728.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC0161 | 2051-03-01      | 2.0000%  | 0.0000% | $66115.38          | $52967.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  | 0.0000% | $828.30            | $835.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $59154.65          | $57179.71          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7673 | 2052-07-01      | 4.5000%  | 0.0000% | $2274350.99        | $2182160.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4732 | 2053-02-01      | 6.5000%  | 0.0000% | $749.48            | $794.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4751 | 2053-05-01      | 3.5000%  | 0.0000% | $891.75            | $803.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4680 | 2053-05-01      | 5.5000%  | 0.0000% | $844.68            | $856.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4663 | 2053-05-01      | 5.0000%  | 0.0000% | $88886.45          | $88000.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4573 | 2053-05-01      | 6.0000%  | 0.0000% | $164226.36         | $168901.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4540 | 2049-07-01      | 2.5000%  | 0.0000% | $875.58            | $758.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6800 | 2050-08-01      | 2.5000%  | 0.0000% | $22018281.17       | $18442928.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6315 | 2050-07-01      | 3.0000%  | 0.0000% | $1824033.95        | $1584202.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9885 | 2053-08-01      | 5.5000%  | 0.0000% | $20352780.68       | $20425268.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9835 | 2054-01-01      | 6.5000%  | 0.0000% | $11831972.12       | $12370434.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9833 | 2054-05-01      | 5.5000%  | 0.0000% | $7299070.67        | $7340613.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8854 | 2053-09-01      | 6.0000%  | 0.0000% | $942.05            | $964.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8833 | 2054-07-01      | 6.0000%  | 0.0000% | $660970.75         | $684430.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $220307.64         | $229290.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8512 | 2054-05-01      | 6.0000%  | 0.0000% | $10232021.96       | $10485503.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  | 0.0000% | $2757735.63        | $2777730.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  | 0.0000% | $951.10            | $989.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $32663.49          | $25869.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $10857.64          | $9415.47           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTSC0449 | 2043-07-01      | 3.5000%  | 0.0000% | $24156989.96       | $22458208.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $9964.73           | $10375.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ2660 | 2054-10-01      | 5.0000%  | 0.0000% | $277460.27         | $272915.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $854.59            | $741.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $153103.65         | $156620.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4389 | 2031-07-01      | 1.5000%  | 0.0000% | $3121008.62        | $2930709.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY5322 | 2053-06-01      | 6.5000%  | 0.0000% | $566.64            | $591.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $7439.77           | $6491.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | 0.0000% | $7670611.94        | $6766650.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9163 | 2054-09-01      | 6.5000%  | 0.0000% | $5770159.12        | $6092584.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3576 | 2050-06-01      | 2.5000%  | 0.0000% | $524.99            | $441.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZI8552 | 2039-02-01      | 5.0000%  | 0.0000% | $700509.12         | $711466.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9014 | 2054-08-01      | 6.0000%  | 0.0000% | $11071261.91       | $11310714.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  | 0.0000% | $376467.13         | $343607.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA4447 | 2041-10-01      | 2.5000%  | 0.0000% | $34781.82          | $30936.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7603 | 2049-01-01      | 3.0000%  | 0.0000% | $4825799.17        | $4297546.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL5916 | 2043-05-01      | 3.5000%  | 0.0000% | $551246.99         | $518598.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX4190 | 2055-01-01      | 5.0000%  | 0.0000% | $1294360.12        | $1273486.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $11211221.59       | $11023184.49       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX6599 | 2055-02-01      | 7.0000%  | 0.0000% | $1039372.84        | $1106881.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY5177 | 2055-06-01      | 4.5000%  | 0.0000% | $4594976.00        | $4402781.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4094 | 2055-05-01      | 6.0000%  | 0.0000% | $1141798.85        | $1174237.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0439 | 2052-08-01      | 3.5000%  | 0.0000% | $478470.84         | $431073.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3738 | 2040-06-01      | 4.5000%  | 0.0000% | $1030496.00        | $1026699.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7963 | 2055-05-01      | 6.0000%  | 0.0000% | $2143848.14        | $2188462.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2573 | 2055-05-01      | 6.0000%  | 0.0000% | $999.12            | $1028.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3151 | 2055-06-01      | 6.0000%  | 0.0000% | $1460614.00        | $1512458.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3970 | 2055-05-01      | 5.5000%  | 0.0000% | $1095431.75        | $1106395.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3978 | 2055-05-01      | 6.0000%  | 0.0000% | $2093783.65        | $2150494.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3441 | 2055-05-01      | 6.0000%  | 0.0000% | $5865328.31        | $6019318.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3358 | 2055-05-01      | 5.5000%  | 0.0000% | $4065878.41        | $4081619.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3230 | 2055-05-01      | 6.0000%  | 0.0000% | $2990.29           | $3075.86           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY3139 | 2055-05-01      | 4.5000%  | 0.0000% | $905.92            | $869.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5158 | 2033-07-01      | 5.0000%  | 0.0000% | $29803.49          | $30480.77          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  | 0.0000% | $223430.84         | $190675.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTRB5022 | 2039-11-01      | 3.0000%  | 0.0000% | $2265126.26        | $2120574.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTRB5011 | 2039-10-01      | 3.0000%  | 0.0000% | $2451713.55        | $2286604.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CTRB5355 | 2045-07-01      | 5.5000%  | 0.0000% | $1010624.00        | $1025690.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  | 0.0000% | $154593.13         | $143593.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  | 0.0000% | $12366098.80       | $9936396.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9029 | 2054-08-01      | 6.5000%  | 0.0000% | $13798962.07       | $14430956.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $824.65            | $685.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $856.53            | $848.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4413 | 2047-12-01      | 4.5000%  | 0.0000% | $1702484.97        | $1658569.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKMA3753 | 2049-08-01      | 3.5000%  | 0.0000% | $202478.84         | $180467.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4152 | 2040-10-01      | 2.0000%  | 0.0000% | $576.28            | $503.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7995 | 2051-07-01      | 2.5000%  | 0.0000% | $665.43            | $564.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC5313 | 2046-03-01      | 3.5000%  | 0.0000% | $96612.09          | $88449.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3243 | 2038-01-01      | 3.5000%  | 0.0000% | $158.82            | $153.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $27729.24          | $25441.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5168 | 2054-06-01      | 5.5000%  | 0.0000% | $1999957.82        | $2026892.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0581 | 2055-06-01      | 5.5000%  | 0.0000% | $999.19            | $1005.69           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2906 | 2054-11-01      | 5.5000%  | 0.0000% | $12532021.61       | $12699656.90       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1210 | 2055-05-01      | 6.0000%  | 0.0000% | $7282649.87        | $7541157.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1265 | 2055-06-01      | 6.0000%  | 0.0000% | $1473460.00        | $1514188.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0538 | 2054-12-01      | 5.0000%  | 0.0000% | $5676298.77        | $5588292.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0429 | 2055-05-01      | 5.0000%  | 0.0000% | $1001.98           | $986.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY4290 | 2055-05-01      | 6.5000%  | 0.0000% | $3596785.68        | $3819901.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY0893 | 2055-04-01      | 4.5000%  | 0.0000% | $997.77            | $956.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4091 | 2055-05-01      | 5.5000%  | 0.0000% | $565362.02         | $568905.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE2543 | 2055-07-01      | 5.0000%  | 0.0000% | $1013690.00        | $996111.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1718 | 2055-05-01      | 6.0000%  | 0.0000% | $15272920.00       | $15617405.80       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6420 | 2055-02-01      | 6.0000%  | 0.0000% | $6453832.31        | $6606125.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | 0.0000% | $76785.04          | $75661.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $512269.16         | $492753.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  | 0.0000% | $4082488.44        | $4079588.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $328828.01         | $327495.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9931 | 2052-06-01      | 4.0000%  | 0.0000% | $733.28            | $683.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV9804 | 2052-05-01      | 2.0000%  | 0.0000% | $930.12            | $736.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $841259.43         | $824962.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0273 | 2051-12-01      | 2.5000%  | 0.0000% | $6718638.85        | $5680756.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0252 | 2052-01-01      | 3.5000%  | 0.0000% | $692.06            | $624.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  | 0.0000% | $82689.40          | $77829.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2935 | 2055-05-01      | 6.0000%  | 0.0000% | $6367522.39        | $6544490.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2884 | 2055-05-01      | 6.0000%  | 0.0000% | $10221075.94       | $10525636.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | 0.0000% | $2824011.64        | $2248111.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4834 | 2055-06-01      | 6.0000%  | 0.0000% | $44016.85          | $45172.48          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4832 | 2055-05-01      | 6.0000%  | 0.0000% | $5041234.24        | $5167100.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4643 | 2055-05-01      | 5.5000%  | 0.0000% | $5059212.60        | $5087951.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4523 | 2055-05-01      | 6.0000%  | 0.0000% | $1352810.86        | $1387399.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5397 | 2055-06-01      | 6.0000%  | 0.0000% | $3377452.95        | $3457195.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5305 | 2055-06-01      | 5.5000%  | 0.0000% | $1110292.00        | $1119687.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4366 | 2055-04-01      | 6.0000%  | 0.0000% | $1441490.35        | $1471459.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY4321 | 2055-06-01      | 5.0000%  | 0.0000% | $1342086.59        | $1320388.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4299 | 2055-06-01      | 6.0000%  | 0.0000% | $1998.76           | $2050.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4298 | 2055-06-01      | 5.5000%  | 0.0000% | $3200238.60        | $3225243.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4267 | 2055-05-01      | 5.5000%  | 0.0000% | $3977158.33        | $3989792.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY4162 | 2055-05-01      | 6.5000%  | 0.0000% | $315235.08         | $330165.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4095 | 2055-06-01      | 6.0000%  | 0.0000% | $1299681.93        | $1333002.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9348 | 2054-10-01      | 5.5000%  | 0.0000% | $926.26            | $933.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9044 | 2054-05-01      | 5.0000%  | 0.0000% | $14613132.13       | $14363682.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9043 | 2051-10-01      | 2.5000%  | 0.0000% | $595295.37         | $493912.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9890 | 2054-02-01      | 5.5000%  | 0.0000% | $7177.05           | $7295.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $908370.84         | $834108.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3101 | 2047-08-01      | 4.5000%  | 0.0000% | $40501.34          | $39494.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $107.11            | $101.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $22071028.82       | $20334909.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3005 | 2032-05-01      | 2.5000%  | 0.0000% | $42245.13          | $40560.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2962 | 2037-04-01      | 3.5000%  | 0.0000% | $963882.41         | $931899.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA2935 | 2047-03-01      | 3.0000%  | 0.0000% | $4612038.91        | $4014280.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $21158025.31       | $19399887.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0187 | 2057-01-01      | 4.5000%  | 0.0000% | $6076217.26        | $5875301.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $87079.59          | $72387.42          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4095 | 2050-11-01      | 2.5000%  | 0.0000% | $1118.68           | $934.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI8383 | 2054-06-01      | 6.5000%  | 0.0000% | $3942015.53        | $4099601.98        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q54461 G | 2048-02-01      | 4.0000%  | 0.0000% | $2716488.74        | $2573631.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU3058 | 2051-12-01      | 2.5000%  | 0.0000% | $521862.32         | $432636.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9462 | 2047-04-01      | 3.5000%  | 0.0000% | $6431909.69        | $5947750.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA4825 | 2037-10-01      | 5.0000%  | 0.0000% | $25758.68          | $26024.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  | 0.0000% | $49337.55          | $45809.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6879 | 2053-08-01      | 6.0000%  | 0.0000% | $144326.62         | $147580.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBN7753 | 2049-09-01      | 3.0000%  | 0.0000% | $469.75            | $407.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0117 | 2053-05-01      | 5.0000%  | 0.0000% | $4828222.98        | $4771596.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0124 | 2052-01-01      | 3.0000%  | 0.0000% | $197828.90         | $171410.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3102 | 2052-10-01      | 4.5000%  | 0.0000% | $869.85            | $835.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8475 | 2052-04-01      | 3.0000%  | 0.0000% | $6574318.25        | $5777160.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX3851 | 2055-01-01      | 4.5000%  | 0.0000% | $7865580.50        | $7536610.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3680 | 2029-06-01      | 3.5000%  | 0.0000% | $7007.55           | $6938.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $27444.42          | $25018.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4498 | 2036-12-01      | 2.5000%  | 0.0000% | $571744.34         | $534044.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  | 0.0000% | $247279.24         | $185629.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $82038.36          | $68182.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $392.74            | $378.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM8289 | 2036-07-01      | 2.0000%  | 0.0000% | $1251.49           | $1149.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM8988 | 2036-09-01      | 2.0000%  | 0.0000% | $5236537.84        | $4817824.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9993 | 2055-02-01      | 6.0000%  | 0.0000% | $5980355.48        | $6107230.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | 0.0000% | $15740599.05       | $15812495.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9730 | 2055-01-01      | 5.5000%  | 0.0000% | $2080.87           | $2092.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9651 | 2054-12-01      | 5.0000%  | 0.0000% | $23075719.24       | $22717002.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $4397810.80        | $4440326.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  | 0.0000% | $3882.84           | $3895.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9489 | 2054-11-01      | 5.5000%  | 0.0000% | $6865.05           | $6931.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  | 0.0000% | $7219.57           | $7126.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | 0.0000% | $96229969.11       | $92437642.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9449 | 2054-11-01      | 4.5000%  | 0.0000% | $23034.79          | $22259.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9437 | 2054-11-01      | 5.5000%  | 0.0000% | $3013.16           | $3047.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | 0.0000% | $9148.27           | $9003.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | 0.0000% | $4230621.28        | $4348006.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0927 | 2040-03-01      | 5.5000%  | 0.0000% | $3205498.21        | $3294449.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4199 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.20           | $1010.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9831 | 2055-01-01      | 6.5000%  | 0.0000% | $3855.25           | $4040.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2130 | 2055-07-01      | 5.5000%  | 0.0000% | $4935768.00        | $4965054.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5658 | 2045-03-01      | 5.5000%  | 0.0000% | $967.29            | $980.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3267 | 2055-02-01      | 6.0000%  | 0.0000% | $1554574.80        | $1594375.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0266 | 2054-12-01      | 5.5000%  | 0.0000% | $5521109.19        | $5583009.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1553 | 2055-05-01      | 5.5000%  | 0.0000% | $14515496.03       | $14691359.33       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0772 | 2055-04-01      | 6.5000%  | 0.0000% | $2121303.11        | $2220733.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA0666 | 2052-05-01      | 3.0000%  | 0.0000% | $25587285.26       | $22361027.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0688 | 2054-04-01      | 6.5000%  | 0.0000% | $5964384.38        | $6241371.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6143 | 2055-06-01      | 6.5000%  | 0.0000% | $2100833.00        | $2185561.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY6104 | 2055-04-01      | 7.0000%  | 0.0000% | $2764224.00        | $2930267.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6064 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.89           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5931 | 2055-06-01      | 6.0000%  | 0.0000% | $1755780.00        | $1804370.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5867 | 2055-06-01      | 5.5000%  | 0.0000% | $10759168.00       | $10883130.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5850 | 2055-06-01      | 6.0000%  | 0.0000% | $1018000.00        | $1043847.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5780 | 2055-06-01      | 6.0000%  | 0.0000% | $1159450.00        | $1191497.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  | 0.0000% | $3749.97           | $3905.03           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5741 | 2055-06-01      | 6.5000%  | 0.0000% | $4993640.00        | $5218389.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5631 | 2055-06-01      | 6.5000%  | 0.0000% | $1218311.00        | $1273144.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5483 | 2055-06-01      | 6.0000%  | 0.0000% | $1132500.00        | $1167118.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5420 | 2055-05-01      | 6.0000%  | 0.0000% | $4004.00           | $4104.95           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6248 | 2055-06-01      | 6.0000%  | 0.0000% | $12250.00          | $12741.47          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY5249 | 2055-06-01      | 5.0000%  | 0.0000% | $1567755.44        | $1544315.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1502 | 2055-06-01      | 6.5000%  | 0.0000% | $1001.00           | $1056.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4967 | 2055-05-01      | 6.0000%  | 0.0000% | $4040683.63        | $4169174.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7513 | 2055-07-01      | 6.0000%  | 0.0000% | $1680680.00        | $1722939.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9998 | 2054-12-01      | 6.0000%  | 0.0000% | $933.21            | $959.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7211 | 2055-07-01      | 6.0000%  | 0.0000% | $5077728.00        | $5183057.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCC0546 | 2055-06-01      | 7.0000%  | 0.0000% | $35446276.66       | $37683783.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  | 0.0000% | $539233.29         | $497322.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1197 | 2055-01-01      | 6.5000%  | 0.0000% | $1203609.22        | $1254912.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9372 | 2055-03-01      | 6.5000%  | 0.0000% | $3531886.37        | $3697433.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7644 | 2055-05-01      | 5.5000%  | 0.0000% | $3379069.32        | $3398159.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8439 | 2054-11-01      | 5.5000%  | 0.0000% | $2113463.89        | $2142381.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ9628 | 2054-11-01      | 6.5000%  | 0.0000% | $6299013.71        | $6598041.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5692 | 2055-06-01      | 6.0000%  | 0.0000% | $2979639.00        | $3068424.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5087 | 2055-04-01      | 6.0000%  | 0.0000% | $1979419.97        | $2056910.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9741 | 2055-01-01      | 6.0000%  | 0.0000% | $1109.54           | $1134.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6979 | 2054-11-01      | 5.5000%  | 0.0000% | $7797765.08        | $7863114.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  | 0.0000% | $983.47            | $993.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0698 | 2055-06-01      | 6.5000%  | 0.0000% | $999.60            | $1042.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1531 | 2055-05-01      | 6.0000%  | 0.0000% | $1845619.00        | $1897343.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY5968 | 2055-06-01      | 4.5000%  | 0.0000% | $4344512.00        | $4162789.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1261 | 2055-05-01      | 5.5000%  | 0.0000% | $3667788.42        | $3713443.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6622 | 2055-06-01      | 5.5000%  | 0.0000% | $1195949.00        | $1213261.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7741 | 2055-03-01      | 5.5000%  | 0.0000% | $1181824.42        | $1194163.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX7580 | 2055-02-01      | 4.5000%  | 0.0000% | $1974.11           | $1891.54           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7256 | 2055-03-01      | 6.0000%  | 0.0000% | $996.67            | $1027.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  | 0.0000% | $182146.42         | $186291.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3120 | 2052-09-01      | 5.0000%  | 0.0000% | $746.29            | $736.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  | 0.0000% | $13682306.29       | $13296492.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  | 0.0000% | $19208384.95       | $19489030.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9408 | 2054-10-01      | 6.0000%  | 0.0000% | $11427867.81       | $11671536.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | 0.0000% | $982.97            | $987.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | 0.0000% | $39420819.94       | $40370914.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9331 | 2054-10-01      | 5.5000%  | 0.0000% | $11356185.21       | $11490546.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9330 | 2054-10-01      | 5.5000%  | 0.0000% | $435424.13         | $438420.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9308 | 2054-10-01      | 5.0000%  | 0.0000% | $47726.63          | $47251.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9281 | 2054-10-01      | 4.5000%  | 0.0000% | $82183.03          | $78745.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.01           | $1022.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCB9190 | 2054-09-01      | 7.5000%  | 0.0000% | $2844.44           | $3075.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9070 | 2054-08-01      | 5.5000%  | 0.0000% | $919.63            | $922.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9068 | 2054-08-01      | 4.5000%  | 0.0000% | $36540341.07       | $35012114.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  | 0.0000% | $1995.65           | $1964.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $25378107.70       | $26796163.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9019 | 2054-08-01      | 6.0000%  | 0.0000% | $896.13            | $916.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6476 | 2055-06-01      | 6.0000%  | 0.0000% | $5922517.00        | $6124003.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6467 | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2018.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0878 | 2031-10-01      | 4.0000%  | 0.0000% | $67305.93          | $66961.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | 0.0000% | $1322389.65        | $1238043.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ6317 | 2041-12-01      | 3.5000%  | 0.0000% | $72521.77          | $68295.74          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7618 | 2055-03-01      | 6.0000%  | 0.0000% | $262027.02         | $269596.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9240 | 2055-05-01      | 5.5000%  | 0.0000% | $1001813.12        | $1004995.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA1694 | 2049-07-01      | 4.0000%  | 0.0000% | $988.71            | $936.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7897 | 2055-05-01      | 6.0000%  | 0.0000% | $1365622.91        | $1410733.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU5524 | 2055-01-01      | 5.5000%  | 0.0000% | $466249.33         | $470324.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7617 | 2054-11-01      | 5.0000%  | 0.0000% | $871587.10         | $857646.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0100 | 2054-10-01      | 5.5000%  | 0.0000% | $27035230.99       | $27296541.53       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7067 | 2055-06-01      | 6.5000%  | 0.0000% | $1132048.00        | $1177168.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9635 | 2054-12-01      | 4.5000%  | 0.0000% | $2087711.80        | $2000789.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2642 | 2055-04-01      | 6.0000%  | 0.0000% | $5443413.24        | $5624392.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CISB8375 | 2040-02-01      | 6.5000%  | 0.0000% | $1136351.32        | $1186271.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7091 | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1022.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9447 | 2054-11-01      | 4.5000%  | 0.0000% | $3822.77           | $3706.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD5634 | 2055-03-01      | 5.0000%  | 0.0000% | $996.94            | $980.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA1126 | 2055-03-01      | 4.5000%  | 0.0000% | $1000.35           | $959.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3248 | 2055-07-01      | 5.5000%  | 0.0000% | $2601716.00        | $2613297.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CICC0481 | 2040-05-01      | 6.0000%  | 0.0000% | $7170379.23        | $7491614.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY5113 | 2055-05-01      | 5.0000%  | 0.0000% | $1105923.05        | $1092981.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6187 | 2055-06-01      | 5.5000%  | 0.0000% | $4961406.00        | $4997101.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY3686 | 2055-05-01      | 4.5000%  | 0.0000% | $999.90            | $958.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9356 | 2055-06-01      | 5.5000%  | 0.0000% | $1159937.00        | $1177246.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY4247 | 2055-05-01      | 6.5000%  | 0.0000% | $5727688.59        | $5982153.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  | 0.0000% | $35392162.89       | $35931240.60       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1665 | 2053-06-01      | 4.5000%  | 0.0000% | $1008.00           | $970.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ9744 | 2054-11-01      | 5.0000%  | 0.0000% | $960.29            | $943.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7442 | 2050-06-01      | 5.5000%  | 0.0000% | $1209420.00        | $1216175.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  | 0.0000% | $17302912.00       | $17544816.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5766 | 2045-07-01      | 5.0000%  | 0.0000% | $2093360.00        | $2096788.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  | 0.0000% | $1157386.27        | $1187678.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $41122.36          | $42105.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $238972.24         | $240069.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4967 | 2053-02-01      | 3.0000%  | 0.0000% | $134842.75         | $116873.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $7310286.63        | $7200170.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  | 0.0000% | $714.12            | $730.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $39429.86          | $36749.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA4880 | 2032-12-01      | 5.0000%  | 0.0000% | $307845.54         | $314574.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $745.99            | $764.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7150 | 2055-06-01      | 6.5000%  | 0.0000% | $1435970.00        | $1502968.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4452 | 2053-04-01      | 6.5000%  | 0.0000% | $14278267.95       | $15140976.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  | 0.0000% | $483.19            | $451.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  | 0.0000% | $2815526.19        | $2501500.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3LZA3018 | 2045-05-01      | 3.0000%  | 0.0000% | $163674.77         | $146382.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS4141 | 2052-08-01      | 4.5000%  | 0.0000% | $842.39            | $808.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9221 | 2051-10-01      | 4.0000%  | 0.0000% | $533.62            | $501.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3937 | 2052-05-01      | 2.5000%  | 0.0000% | $198164.30         | $166736.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ3166 | 2054-09-01      | 4.5000%  | 0.0000% | $107928.58         | $103414.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4786 | 2053-05-01      | 5.5000%  | 0.0000% | $822.02            | $829.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA9710 | 2050-05-01      | 3.0000%  | 0.0000% | $146311.13         | $128250.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ5534 | 2054-09-01      | 4.5000%  | 0.0000% | $1261518.13        | $1219068.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $35349.18          | $29454.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | 0.0000% | $7481223.18        | $7758300.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $87779.50          | $72958.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI3375 | 2054-03-01      | 5.0000%  | 0.0000% | $788950.89         | $776333.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8300 | 2054-04-01      | 6.5000%  | 0.0000% | $847.23            | $894.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH4967 | 2053-11-01      | 6.5000%  | 0.0000% | $5402.57           | $5651.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5878 | 2050-06-01      | 2.5000%  | 0.0000% | $40903.44          | $34288.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3087 | 2047-08-01      | 3.5000%  | 0.0000% | $141409.31         | $130257.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  | 0.0000% | $166618.03         | $174254.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9850 | 2053-10-01      | 6.5000%  | 0.0000% | $3339675.62        | $3506282.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV7255 | 2052-06-01      | 3.5000%  | 0.0000% | $857.95            | $773.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $7263.30           | $6764.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2595 | 2055-07-01      | 6.0000%  | 0.0000% | $1134040.00        | $1170103.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6161 | 2053-07-01      | 5.5000%  | 0.0000% | $840.02            | $842.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $7790217.66        | $7918916.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $7133713.18        | $7156366.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $14541383.98       | $14288549.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5705 | 2045-05-01      | 5.0000%  | 0.0000% | $990.18            | $995.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $5028.06           | $5044.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA5661 | 2040-01-01      | 3.0000%  | 0.0000% | $499950.01         | $476374.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5623 | 2045-02-01      | 5.5000%  | 0.0000% | $23593591.13       | $23982190.70       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4033 | 2053-10-01      | 6.5000%  | 0.0000% | $3017236.48        | $3160905.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3913 | 2053-09-01      | 5.5000%  | 0.0000% | $16917681.61       | $17081200.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3844 | 2053-09-01      | 6.0000%  | 0.0000% | $1324869.78        | $1360839.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD3610 | 2052-04-01      | 3.0000%  | 0.0000% | $477495.44         | $421262.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4473 | 2053-12-01      | 6.5000%  | 0.0000% | $813050.58         | $853708.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $6223973.90        | $6359179.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5454 | 2044-08-01      | 6.0000%  | 0.0000% | $7578204.26        | $7784189.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB1120 | 2054-06-01      | 6.5000%  | 0.0000% | $987.32            | $1026.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8673 | 2032-10-01      | 3.0000%  | 0.0000% | $176978.52         | $172206.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8050 | 2053-08-01      | 5.5000%  | 0.0000% | $896.30            | $905.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8001 | 2054-06-01      | 5.5000%  | 0.0000% | $274862.24         | $277355.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7997 | 2054-05-01      | 6.0000%  | 0.0000% | $912.61            | $932.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2832 | 2036-12-01      | 3.0000%  | 0.0000% | $183.03            | $173.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $187.88            | $166.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  | 0.0000% | $327570.36         | $301676.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2545 | 2055-07-01      | 6.0000%  | 0.0000% | $1428100.00        | $1457723.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2519 | 2055-06-01      | 5.5000%  | 0.0000% | $1201850.00        | $1216088.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5354 | 2045-07-01      | 5.0000%  | 0.0000% | $1010.00           | $1011.50           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9798 | 2053-09-01      | 5.5000%  | 0.0000% | $1706115.04        | $1712851.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA8530 | 2053-02-01      | 4.5000%  | 0.0000% | $43801352.25       | $42301856.76       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $830.53            | $797.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ3210 | 2054-09-01      | 6.5000%  | 0.0000% | $1265996.73        | $1316508.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3539 | 2054-09-01      | 5.5000%  | 0.0000% | $996660.50         | $1001604.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ2173 | 2054-08-01      | 6.0000%  | 0.0000% | $458438.35         | $469483.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ1055 | 2054-07-01      | 7.0000%  | 0.0000% | $1118807.19        | $1189473.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ0339 | 2054-07-01      | 7.0000%  | 0.0000% | $1830123.31        | $1948949.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ0020 | 2054-07-01      | 7.0000%  | 0.0000% | $2607023.42        | $2769941.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7384 | 2054-01-01      | 7.5000%  | 0.0000% | $4028156.32        | $4353070.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH7027 | 2053-12-01      | 7.0000%  | 0.0000% | $4155995.09        | $4454378.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH4807 | 2053-10-01      | 6.5000%  | 0.0000% | $345997.67         | $360009.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4683 | 2053-11-01      | 7.0000%  | 0.0000% | $452499.13         | $484121.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQH4686 | 2053-11-01      | 5.0000%  | 0.0000% | $487596.33         | $481307.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH2229 | 2053-09-01      | 5.5000%  | 0.0000% | $3324857.53        | $3375340.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH2087 | 2053-10-01      | 6.5000%  | 0.0000% | $1015027.55        | $1061785.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1325 | 2053-09-01      | 6.5000%  | 0.0000% | $1739011.05        | $1842334.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH0312 | 2053-09-01      | 5.5000%  | 0.0000% | $4343837.03        | $4362161.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH0231 | 2053-09-01      | 5.5000%  | 0.0000% | $130269.74         | $130683.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0857 | 2053-09-01      | 6.5000%  | 0.0000% | $450703.07         | $468926.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6811 | 2052-02-01      | 3.0000%  | 0.0000% | $496676.66         | $434163.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6622 | 2052-01-01      | 2.5000%  | 0.0000% | $11614298.46       | $9736985.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6012 | 2051-10-01      | 3.0000%  | 0.0000% | $81143.37          | $70309.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG5611 | 2053-06-01      | 5.5000%  | 0.0000% | $948924.67         | $955896.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7658 | 2055-05-01      | 6.0000%  | 0.0000% | $1827421.14        | $1880210.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5891 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5544 | 2055-02-01      | 6.0000%  | 0.0000% | $995.65            | $1024.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY2798 | 2055-05-01      | 5.5000%  | 0.0000% | $1328771.88        | $1339154.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5313 | 2055-02-01      | 5.5000%  | 0.0000% | $10179571.63       | $10278451.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6327 | 2054-12-01      | 5.5000%  | 0.0000% | $976.72            | $989.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY3743 | 2055-05-01      | 6.5000%  | 0.0000% | $1146418.99        | $1210514.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6839 | 2055-06-01      | 6.0000%  | 0.0000% | $1128028.00        | $1168072.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7203 | 2054-11-01      | 5.0000%  | 0.0000% | $13556156.68       | $13448612.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7406 | 2054-12-01      | 6.0000%  | 0.0000% | $1186489.52        | $1222757.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9516 | 2054-11-01      | 6.5000%  | 0.0000% | $16224746.69       | $17076791.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7991 | 2055-04-01      | 6.0000%  | 0.0000% | $1107390.68        | $1130429.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  | 0.0000% | $2921.79           | $2959.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA3572 | 2049-01-01      | 4.0000%  | 0.0000% | $27.80             | $25.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA3524 | 2048-11-01      | 4.0000%  | 0.0000% | $369981.38         | $339080.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $84.44             | $79.93             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA3492 | 2038-10-01      | 4.0000%  | 0.0000% | $111.59            | $109.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA2481 | 2045-12-01      | 4.0000%  | 0.0000% | $2189616.02        | $2082570.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA2427 | 2030-10-01      | 2.5000%  | 0.0000% | $100.12            | $96.82             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA2124 | 2029-12-01      | 3.0000%  | 0.0000% | $144621.08         | $141917.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7225 | 2050-10-01      | 2.0000%  | 0.0000% | $1715783.31        | $1369517.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  | 0.0000% | $43746317.73       | $35185255.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7023 | 2050-09-01      | 2.0000%  | 0.0000% | $1631498.25        | $1302247.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4524 | 2053-05-01      | 5.0000%  | 0.0000% | $88226.06          | $87597.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS5314 | 2052-05-01      | 2.0000%  | 0.0000% | $894.76            | $708.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5275 | 2053-07-01      | 5.0000%  | 0.0000% | $852.65            | $847.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS4270 | 2052-03-01      | 2.0000%  | 0.0000% | $854.43            | $684.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  | 0.0000% | $166786.00         | $165032.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  | 0.0000% | $825.81            | $749.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3642 | 2052-11-01      | 5.0000%  | 0.0000% | $31450.25          | $31042.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3658 | 2053-01-01      | 5.0000%  | 0.0000% | $4198.40           | $4150.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  | 0.0000% | $467250.63         | $459295.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $479927.11         | $416147.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  | 0.0000% | $7331.79           | $6642.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3904 | 2049-03-01      | 4.0000%  | 0.0000% | $96356.34          | $91269.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM3782 | 2050-07-01      | 2.0000%  | 0.0000% | $1368724.12        | $1096756.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3778 | 2050-08-01      | 2.5000%  | 0.0000% | $104025.06         | $87702.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3686 | 2050-04-01      | 4.0000%  | 0.0000% | $6332019.20        | $5969626.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $164.78            | $156.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $903.76            | $783.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7061 | 2052-04-01      | 3.0000%  | 0.0000% | $918.25            | $795.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7024 | 2052-04-01      | 2.5000%  | 0.0000% | $904.23            | $754.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  | 0.0000% | $35214.07          | $33248.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6717 | 2053-04-01      | 6.0000%  | 0.0000% | $810.97            | $833.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  | 0.0000% | $1947594.01        | $1955784.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $908.09            | $818.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $66432676.00       | $68410598.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  | 0.0000% | $85473.23          | $86853.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  | 0.0000% | $2324377.00        | $1746082.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  | 0.0000% | $1744963.59        | $1596866.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  | 0.0000% | $33480.25          | $27972.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  | 0.0000% | $773406.74         | $676631.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $72114.62          | $54209.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4178 | 2035-11-01      | 1.5000%  | 0.0000% | $521.44            | $465.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4123 | 2035-09-01      | 2.0000%  | 0.0000% | $49765.37          | $45697.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $307064.47         | $287579.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4088 | 2035-07-01      | 3.5000%  | 0.0000% | $274.90            | $266.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  | 0.0000% | $71229.25          | $64848.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4071 | 2040-07-01      | 2.0000%  | 0.0000% | $463.67            | $401.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $691767.77         | $581087.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $31341.08          | $27472.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $877.72            | $818.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA4823 | 2037-10-01      | 4.5000%  | 0.0000% | $25424.98          | $25350.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $36528.26          | $36124.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $841.65            | $807.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4797 | 2037-11-01      | 4.0000%  | 0.0000% | $909506.62         | $891618.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $87731.23          | $81820.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $270946.01         | $252720.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $13757.50          | $12410.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $861.62            | $747.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4724 | 2037-09-01      | 3.0000%  | 0.0000% | $400015.09         | $381165.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $443565.32         | $400152.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7709 | 2051-06-01      | 3.5000%  | 0.0000% | $580.97            | $526.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $110262.54         | $100424.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7522 | 2051-06-01      | 2.0000%  | 0.0000% | $182562.20         | $146566.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7693 | 2055-07-01      | 5.5000%  | 0.0000% | $1053800.00        | $1065210.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7598 | 2055-07-01      | 6.0000%  | 0.0000% | $1019000.00        | $1053664.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7495 | 2055-06-01      | 6.0000%  | 0.0000% | $1339523.00        | $1373205.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7409 | 2055-06-01      | 6.0000%  | 0.0000% | $1132750.00        | $1171285.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7419 | 2055-07-01      | 6.5000%  | 0.0000% | $1163247.00        | $1217202.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7246 | 2055-07-01      | 6.0000%  | 0.0000% | $2756125.00        | $2813197.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7205 | 2055-07-01      | 6.0000%  | 0.0000% | $1580808.00        | $1627571.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7203 | 2055-07-01      | 5.5000%  | 0.0000% | $1747856.00        | $1770400.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7064 | 2055-06-01      | 6.5000%  | 0.0000% | $1599250.00        | $1663113.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7062 | 2055-06-01      | 6.0000%  | 0.0000% | $1630851.00        | $1664655.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7060 | 2055-06-01      | 6.0000%  | 0.0000% | $1032533.00        | $1056816.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6957 | 2055-07-01      | 6.0000%  | 0.0000% | $5359936.00        | $5474522.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2431 | 2055-05-01      | 6.5000%  | 0.0000% | $2791732.00        | $2917385.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD2815 | 2055-06-01      | 5.5000%  | 0.0000% | $1094384.00        | $1102638.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3539 | 2055-02-01      | 6.5000%  | 0.0000% | $997.87            | $1044.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2672 | 2055-04-01      | 7.0000%  | 0.0000% | $1013514.55        | $1081819.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1712 | 2055-03-01      | 5.5000%  | 0.0000% | $1250482.61        | $1257933.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0158 | 2055-03-01      | 5.5000%  | 0.0000% | $1189356.00        | $1208942.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC9742 | 2055-01-01      | 5.0000%  | 0.0000% | $1111069.07        | $1096222.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9873 | 2055-01-01      | 5.5000%  | 0.0000% | $434003.18         | $435381.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7867 | 2055-01-01      | 6.0000%  | 0.0000% | $1383677.05        | $1434924.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7752 | 2054-12-01      | 5.0000%  | 0.0000% | $990.06            | $977.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7374 | 2054-12-01      | 6.0000%  | 0.0000% | $5045575.20        | $5193568.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC6761 | 2054-12-01      | 6.5000%  | 0.0000% | $1087293.65        | $1135793.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6508 | 2054-11-01      | 5.5000%  | 0.0000% | $1167879.79        | $1171588.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC6318 | 2054-12-01      | 6.0000%  | 0.0000% | $1509948.89        | $1559826.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7162 | 2055-03-01      | 6.0000%  | 0.0000% | $995.87            | $1031.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7079 | 2055-03-01      | 6.0000%  | 0.0000% | $995.18            | $1028.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6079 | 2055-02-01      | 5.5000%  | 0.0000% | $834761.09         | $840218.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6056 | 2055-02-01      | 6.0000%  | 0.0000% | $6719404.34        | $6869934.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX5812 | 2055-02-01      | 6.5000%  | 0.0000% | $5138225.53        | $5345065.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5429 | 2055-02-01      | 6.0000%  | 0.0000% | $2988.97           | $3055.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX5151 | 2055-01-01      | 5.0000%  | 0.0000% | $3609951.33        | $3556819.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX4884 | 2055-01-01      | 6.5000%  | 0.0000% | $1041013.62        | $1082966.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX4181 | 2055-01-01      | 4.5000%  | 0.0000% | $2924.75           | $2802.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5224 | 2050-02-01      | 3.0000%  | 0.0000% | $1540518.14        | $1365756.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  | 0.0000% | $562.99            | $488.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5368 | 2050-03-01      | 4.0000%  | 0.0000% | $164.81            | $154.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN1010 | 2049-02-01      | 4.0000%  | 0.0000% | $3415684.72        | $3244870.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5694 | 2048-06-01      | 4.0000%  | 0.0000% | $144.68            | $137.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5603 | 2048-11-01      | 4.0000%  | 0.0000% | $215.19            | $203.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5015 | 2047-02-01      | 4.5000%  | 0.0000% | $203.68            | $199.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM4832 | 2047-12-01      | 3.0000%  | 0.0000% | $360.37            | $323.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $591416.10         | $562526.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM1662 | 2031-04-01      | 3.5000%  | 0.0000% | $48.83             | $48.19             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM1225 | 2032-04-01      | 3.0000%  | 0.0000% | $277831.91         | $270304.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $241271.61         | $235980.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8736 | 2049-01-01      | 4.5000%  | 0.0000% | $1043354.99        | $1015519.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4528 | 2050-10-01      | 2.0000%  | 0.0000% | $666.82            | $532.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM5397 | 2050-12-01      | 3.0000%  | 0.0000% | $380504.30         | $336788.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  | 0.0000% | $1242454.16        | $1270483.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $550460.03         | $506444.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4970 | 2052-10-01      | 5.5000%  | 0.0000% | $782311.43         | $788539.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 GLAB0462 | 2037-02-01      | 6.0000%  | 0.0000% | $34100.96          | $35505.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  | 0.0000% | $1044024.36        | $1111265.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.860 6GZM8961 | 2037-01-01      | 5.8600%  | 0.0000% | $40626.01          | $41577.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS0451 | 2035-02-01      | 3.0000%  | 0.0000% | $464.38            | $451.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3665 | 2049-05-01      | 4.5000%  | 0.0000% | $123.10            | $119.74            | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G14433 G | 2027-05-01      | 2.5000%  | 0.0000% | $267.95            | $264.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $279452.49         | $263109.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAC9802 | 2040-06-01      | 5.0000%  | 0.0000% | $126738.50         | $128604.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBP0647 | 2050-03-01      | 4.5000%  | 0.0000% | $211.92            | $204.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $152720.16         | $140030.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  | 0.0000% | $865815.44         | $878959.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0567 | 2054-02-01      | 6.5000%  | 0.0000% | $603.11            | $627.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4784 | 2055-05-01      | 6.0000%  | 0.0000% | $999.21            | $1028.08           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0714 | 2055-03-01      | 5.0000%  | 0.0000% | $14930026.76       | $14736843.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9743 | 2055-01-01      | 6.5000%  | 0.0000% | $15853867.00       | $16546888.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSL0811 | 2052-03-01      | 2.0000%  | 0.0000% | $6540300.85        | $5237283.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5299 | 2055-06-01      | 6.0000%  | 0.0000% | $1891222.00        | $1941966.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1685 | 2055-05-01      | 5.5000%  | 0.0000% | $11720522.08       | $11784921.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $2956.66           | $2905.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7875 | 2055-04-01      | 6.0000%  | 0.0000% | $939814.53         | $961013.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX1757 | 2054-12-01      | 6.5000%  | 0.0000% | $994846.45         | $1039590.78        | Agency Mortgage-Backed Securities  |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.53             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $5400.00           | $5027.97           | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $4654600.00        | $4564449.71        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AJ 26     | 2026-01-15      | 3.8750%  | 0.0000% | $1943900.00        | $1975599.83        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  | 0.0000% | $4172000.00        | $4174566.82        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $31931000.00       | $30954262.64       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $25700.00          | $25032.22          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $5388100.00        | $5486809.05        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  | 0.0000% | $975400.00         | $996232.29         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $656400.00         | $673303.19         | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | 0.0000% | $5993000.00        | $6040158.92        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  | 0.0000% | $2407000.00        | $2413420.85        | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AF 25     | 2025-10-31      | 0.2500%  | 0.0000% | $4091000.00        | $4037855.46        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $4354000.00        | $4500495.01        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  | 0.0000% | $440000.00         | $411285.43         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  | 0.0000% | $4729000.00        | $4435069.01        | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25          | 2025-10-31      | 3.0000%  | 0.0000% | $3728000.00        | $3729807.43        | U.S. Treasuries (including strips) |

### Security 133: BofA Securities, Inc.

- **C.1 - Title:** Bofar Repo 16 Bofar Rp 16 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 943GEK006_4.40_0701
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 04.000 FGPC G07957 G | 2045-01-01      | 4.0000%  | 0.0000% | $13437.46          | $12875.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  | 0.0000% | $4218868.97        | $3745160.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2581 C     | 2052-03-20      | 4.5000%  | 0.0000% | $1237634.55        | $1174812.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5675 | 2055-04-01      | 6.5000%  | 0.0000% | $11824038.33       | $12269486.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $3647867.68        | $3411704.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0538 | 2048-03-01      | 3.5000%  | 0.0000% | $144021.85         | $132344.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX7350 | 2055-03-01      | 6.5000%  | 0.0000% | $3328177.33        | $3465611.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4163 C     | 2055-04-20      | 5.5000%  | 0.0000% | $916193.18         | $917688.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4741 C     | 2055-06-20      | 5.5000%  | 0.0000% | $10273708.33       | $10372495.75       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1149 C     | 2055-04-20      | 6.5000%  | 0.0000% | $802105.81         | $841120.33         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780898 X     | 2028-11-15      | 7.0000%  | 0.0000% | $128.15            | $131.70            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $3327.52           | $3365.51           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595189 X     | 2032-11-15      | 6.0000%  | 0.0000% | $684.16            | $704.63            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0090 M     | 2054-12-20      | 4.5000%  | 0.0000% | $840672.40         | $806167.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0088 M     | 2054-12-20      | 3.5000%  | 0.0000% | $62852604.31       | $56904136.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7981 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1008448.33        | $1037299.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8883 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1189979.66        | $1269446.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $251079.73         | $259487.41         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI8163 C     | 2048-04-20      | 3.5000%  | 0.0000% | $74744.17          | $67345.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE4013 C     | 2051-09-20      | 2.5000%  | 0.0000% | $201258.65         | $171197.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9727 M     | 2054-06-20      | 6.5000%  | 0.0000% | $75303779.03       | $77825409.73       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8271 M     | 2052-09-20      | 6.0000%  | 0.0000% | $7193.12           | $7383.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $199653.33         | $204277.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  | 0.0000% | $596094.17         | $571161.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0328 | 2053-11-01      | 6.5000%  | 0.0000% | $11728916.54       | $12228581.41       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $65545.67          | $58007.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $1005623.53        | $872365.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  | 0.0000% | $4236.66           | $4125.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  | 0.0000% | $7120140.83        | $6331746.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAB5209 | 2032-05-01      | 3.0000%  | 0.0000% | $9501.65           | $9228.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  | 0.0000% | $1194167.87        | $945304.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO1040 | 2049-09-01      | 3.0000%  | 0.0000% | $55982.76          | $49016.53          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD0910 | 2051-11-01      | 2.0000%  | 0.0000% | $1666499.81        | $1318369.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQC9480 | 2051-10-01      | 4.0000%  | 0.0000% | $21134.51          | $19714.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3808 | 2053-08-01      | 6.0000%  | 0.0000% | $1717643.81        | $1781630.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $2438442.55        | $2491696.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8305 | 2053-03-01      | 4.0000%  | 0.0000% | $150835.76         | $140455.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1884 | 2052-11-01      | 5.0000%  | 0.0000% | $35765.47          | $35298.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8698 | 2033-05-01      | 3.5000%  | 0.0000% | $1064.28           | $1049.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZA2510 | 2038-06-01      | 3.5000%  | 0.0000% | $23778.40          | $22912.62          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V84594 G | 2048-09-01      | 4.0000%  | 0.0000% | $1940090.71        | $1840548.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AT8215 C     | 2046-09-20      | 3.0000%  | 0.0000% | $7212.90           | $6351.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA7327 | 2052-06-01      | 3.0000%  | 0.0000% | $233975.10         | $204526.21         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18578 G | 2030-12-01      | 3.0000%  | 0.0000% | $197417.91         | $193191.72         | Agency Mortgage-Backed Securities |

### Security 134: BofA Securities, Inc.

- **C.1 - Title:** Bofar Repo 16 Bofar Rp 16 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 943GEK006_4.44_0707
- **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:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **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 GNRM 2024-030 NU     | 2054-02-20      | 5.0000%  | 0.0000% | $557729.15         | $553043.54         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481GF 12/25/54 | 2054-12-25      | 5.4552%  | 0.0000% | $2634234.17        | $2630698.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H20 PT     | 2062-07-20      | 4.8804%  | 0.0000% | $208.50            | $209.06            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0093 M     | 2054-12-20      | 6.0000%  | 0.0000% | $122379.93         | $124770.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4843 C     | 2055-06-20      | 6.5000%  | 0.0000% | $715517.22         | $751420.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3321 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3078349.57        | $3083372.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8393 C     | 2055-06-20      | 6.0000%  | 0.0000% | $154503.13         | $159682.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5428 C     | 2055-05-20      | 5.0000%  | 0.0000% | $736834.55         | $720795.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1736 C     | 2055-04-20      | 5.0000%  | 0.0000% | $221610.94         | $216664.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $47722.48          | $47194.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  | 0.0000% | $44706170.31       | $36449660.91       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | 0.0000% | $11618893.04       | $9473128.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7986 M     | 2052-04-20      | 2.0000%  | 0.0000% | $61174054.42       | $49876498.02       | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6645 M     | 2050-05-20      | 2.5000%  | 0.0000% | $153396.73         | $128402.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5929 M     | 2049-05-20      | 3.0000%  | 0.0000% | $1754.35           | $1567.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5050 M     | 2033-03-20      | 2.5000%  | 0.0000% | $6285.98           | $6047.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4722 M     | 2047-09-20      | 5.0000%  | 0.0000% | $2307.26           | $2308.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1156 M     | 2043-07-20      | 3.0000%  | 0.0000% | $33914.18          | $30771.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6946 | 2055-07-01      | 6.0000%  | 0.0000% | $1663661.22        | $1698171.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4964 | 2055-05-01      | 6.5000%  | 0.0000% | $326410.40         | $344163.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8687 | 2055-03-01      | 5.5000%  | 0.0000% | $205422.63         | $208805.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $928408.85         | $931835.20         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 692638 X     | 2039-06-15      | 4.5000%  | 0.0000% | $2445.52           | $2393.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787058 C     | 2053-08-20      | 5.0000%  | 0.0000% | $32689.11          | $32377.68          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 565772 X     | 2031-09-15      | 6.5000%  | 0.0000% | $29.36             | $29.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004372 M     | 2039-02-20      | 6.5000%  | 0.0000% | $214.57            | $228.99            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 583175 X     | 2032-11-15      | 6.0000%  | 0.0000% | $7095.22           | $7138.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $4976611.14        | $5174366.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  | 0.0000% | $1515.32           | $1441.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $196.05            | $174.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1226 | 2040-07-01      | 4.5000%  | 0.0000% | $2156.77           | $2153.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  | 0.0000% | $36487.64          | $35142.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4088 | 2050-03-01      | 3.5000%  | 0.0000% | $546715.26         | $494441.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  | 0.0000% | $3256.30           | $3280.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2079 | 2051-11-01      | 2.0000%  | 0.0000% | $4076.09           | $3256.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7596 | 2050-11-01      | 2.0000%  | 0.0000% | $884912.51         | $700080.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8461 | 2053-07-01      | 6.5000%  | 0.0000% | $5212.51           | $5437.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBX4574 | 2053-08-01      | 3.0000%  | 0.0000% | $5810.93           | $5035.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX1043 | 2052-11-01      | 5.5000%  | 0.0000% | $132596.50         | $133083.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBW1174 | 2037-09-01      | 2.0000%  | 0.0000% | $22884.30          | $20886.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT1897 | 2052-02-01      | 2.0000%  | 0.0000% | $159344.25         | $126054.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BM6415 | 2059-01-01      | 3.5000%  | 0.0000% | $1442214.16        | $1288858.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5787 | 2047-08-01      | 4.0000%  | 0.0000% | $50577.42          | $48027.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ6316 | 2048-02-01      | 4.5000%  | 0.0000% | $9856.85           | $9612.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2855 | 2055-06-01      | 5.5000%  | 0.0000% | $151533.13         | $152014.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6025 | 2055-04-01      | 6.5000%  | 0.0000% | $236601.26         | $248935.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC9916 | 2055-01-01      | 7.0000%  | 0.0000% | $165999.59         | $177187.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3487 | 2054-10-01      | 5.0000%  | 0.0000% | $154755.30         | $153070.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5580 | 2054-05-01      | 6.0000%  | 0.0000% | $134822.59         | $138548.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW4181 | 2029-05-01      | 3.5000%  | 0.0000% | $174.48            | $172.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6404 | 2045-01-01      | 4.5000%  | 0.0000% | $3850.09           | $3771.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CIRC2517 | 2037-03-01      | 1.5000%  | 0.0000% | $8702.21           | $7725.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9874 | 2054-12-01      | 5.0000%  | 0.0000% | $311209.38         | $305815.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ7714 | 2054-10-01      | 6.5000%  | 0.0000% | $1173254.87        | $1225606.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  | 0.0000% | $32779.34          | $25930.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4053 | 2053-10-01      | 6.0000%  | 0.0000% | $984734.54         | $1006466.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $282215.27         | $288043.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $13668015.65       | $12727276.51       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8381 | 2053-12-01      | 4.5000%  | 0.0000% | $4789997.21        | $4589679.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  | 0.0000% | $10866.39          | $11364.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD4680 | 2051-10-01      | 1.5000%  | 0.0000% | $681835.57         | $511850.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN6714 | 2036-06-01      | 2.5000%  | 0.0000% | $31604.78          | $29550.53          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C09059 G | 2044-03-01      | 4.5000%  | 0.0000% | $1884.87           | $1854.41           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G15284 G | 2030-02-01      | 3.0000%  | 0.0000% | $159231.38         | $156374.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG6254 | 2053-07-01      | 6.5000%  | 0.0000% | $2617.05           | $2727.32           | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC J20129 G | 2027-08-01      | 2.5000%  | 0.0000% | $24455.90          | $24089.06          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  | 0.0000% | $13221.84          | $12453.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7079 | 2051-04-01      | 2.0000%  | 0.0000% | $708341.60         | $572184.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY1724 | 2053-05-01      | 6.5000%  | 0.0000% | $11851.07          | $12365.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU5976 | 2051-11-01      | 4.0000%  | 0.0000% | $998.45            | $930.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD3166 | 2047-12-01      | 3.5000%  | 0.0000% | $82704.14          | $76703.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $4100.22           | $3722.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $11368359.23       | $11253058.81       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA4711 | 2046-09-01      | 3.0000%  | 0.0000% | $2203.17           | $1957.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8348 | 2053-08-01      | 5.0000%  | 0.0000% | $23045.22          | $22687.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAS3673 | 2034-10-01      | 4.0000%  | 0.0000% | $71812.18          | $70721.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2309 | 2054-09-01      | 6.0000%  | 0.0000% | $1001.81           | $1024.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9515 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1075200.00        | $1108171.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8348 C     | 2055-04-20      | 6.0000%  | 0.0000% | $211347.81         | $217394.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7204 | 2054-11-01      | 5.5000%  | 0.0000% | $1567834.60        | $1592516.33        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7206       | 2059-12-15      | 4.9900%  | 0.0000% | $108286.07         | $107977.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2952 C     | 2055-06-20      | 6.0000%  | 0.0000% | $339890.61         | $350547.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5415 | 2055-01-01      | 5.0000%  | 0.0000% | $1145238.08        | $1133830.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0302 M     | 2055-04-20      | 2.5000%  | 0.0000% | $81710.52          | $69504.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2678 C     | 2055-05-20      | 5.5000%  | 0.0000% | $199084.59         | $199409.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2363 C     | 2055-05-20      | 5.0000%  | 0.0000% | $414565.57         | $405312.78         | Agency Mortgage-Backed Securities         |

### Security 135: Pershing LLC

- **C.1 - Title:** Pershing LLC 4.410000%
- **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: 963FRH006, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: 963FRH006_4.41_0701
- **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:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3349.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5640%  | 0.0000% | $100000.00         | $91801.46          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $5321.18           | $5264.56           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027WF R18F027 | 2058-05-25      | 4.8145%  | 0.0000% | $385154.50         | $379789.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-020 GY     | 2054-02-20      | 7.0000%  | 0.0000% | $3734119.00        | $3859887.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-49 DA      | 2047-06-20      | 2.5000%  | 0.0000% | $35924.58          | $31884.32          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028YG R13F028 | 2042-07-25      | 2.0000%  | 0.0000% | $27724.30          | $25238.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-029 KG     | 2051-01-20      | 1.2500%  | 0.0000% | $3324.44           | $2600.04           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030GA R25F030 | 2051-10-25      | 5.0000%  | 0.0000% | $1980469.15        | $1974489.67        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4747HE 02/15/45 | 2045-02-15      | 3.0000%  | 0.0000% | $25149.74          | $24787.93          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL096KA R17F096 | 2055-01-25      | 3.0000%  | 0.0000% | $391108.22         | $376299.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-71 CB      | 2049-03-20      | 2.5000%  | 0.0000% | $801180.06         | $699760.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 5.0197%  | 0.0000% | $46626.70          | $46574.53          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $1432.96           | $1389.72           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2005-28 AB      | 2035-04-20      | 5.5000%  | 0.0000% | $422999.98         | $430625.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $840620.71         | $887861.63         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3237CD 09/15/36 | 2036-09-15      | 5.5000%  | 0.0000% | $6871.05           | $6890.41           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-079 EA     | 2053-03-20      | 5.0000%  | 0.0000% | $4985272.80        | $4983008.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-079 UA     | 2053-11-20      | 5.0000%  | 0.0000% | $18716.05          | $18384.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 HA     | 2050-02-20      | 5.0000%  | 0.0000% | $2208301.04        | $2216268.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 HB     | 2055-03-20      | 5.0000%  | 0.0000% | $953625.59         | $959000.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-039 GV     | 2036-07-20      | 3.0000%  | 0.0000% | $4235951.78        | $3914149.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-027 P      | 2055-02-20      | 6.5000%  | 0.0000% | $2923667.52        | $3017774.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-022 MT     | 2044-10-20      | 2.2500%  | 0.0000% | $4039721.89        | $3561097.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 CE     | 2055-02-20      | 5.0000%  | 0.0000% | $1704581.50        | $1704577.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 CL     | 2055-02-20      | 5.0000%  | 0.0000% | $555677.00         | $526012.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $176333.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN     | 2054-07-20      | 4.5450%  | 0.0000% | $613768.02         | $595245.29         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $13803.76          | $13491.91          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4638FA 07/15/40 | 2040-07-15      | 4.9045%  | 0.0000% | $97347.76          | $96889.81          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9317.22           | $7197.40           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4363FA 06/15/41 | 2041-06-15      | 4.8345%  | 0.0000% | $87537.42          | $86591.86          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4181TB 10/15/42 | 2042-10-15      | 2.5000%  | 0.0000% | $43958.41          | $41805.01          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $7881.29           | $7565.24           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3841PA 12/15/40 | 2040-12-15      | 5.0000%  | 0.0000% | $658.40            | $659.05            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029VA R25F029 | 2035-12-25      | 5.5000%  | 0.0000% | $5402686.27        | $5547173.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029A R25F029  | 2050-06-25      | 5.5000%  | 0.0000% | $4248539.71        | $4306003.56        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL035KY R25F035 | 2046-04-25      | 3.5000%  | 0.0000% | $2889226.00        | $2482742.08        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4191GE 04/15/33 | 2033-04-15      | 2.5000%  | 0.0000% | $253381.00         | $239816.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.7158%  | 0.0000% | $100000.00         | $97818.79          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44 | 2044-06-25      | 6.0000%  | 0.0000% | $3551586.22        | $3600936.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006DB R22F006 | 2052-02-25      | 2.0000%  | 0.0000% | $879668.00         | $466330.58         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4984CA 06/25/35 | 2035-06-25      | 1.2500%  | 0.0000% | $871989.64         | $778096.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-118 AP     | 2039-12-16      | 3.0000%  | 0.0000% | $35319.03          | $33522.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1573791.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC100PK R13F100 | 2043-03-25      | 3.5000%  | 0.0000% | $2773802.80        | $2679170.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05530V 02/25/36 | 2036-02-25      | 5.5000%  | 0.0000% | $2148089.92        | $2205513.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT     | 2055-03-20      | 4.0582%  | 0.0000% | $166512.50         | $155387.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-29 CB      | 2048-10-20      | 3.0000%  | 0.0000% | $12630.93          | $11518.91          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $8587.38           | $8294.12           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $317.40            | $318.48            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3249CB 12/15/36 | 2036-12-15      | 4.2500%  | 0.0000% | $9081.11           | $9027.54           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088 | 2037-09-25      | 6.7978%  | 0.0000% | $60885.77          | $62998.44          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1227.71           | $1272.53           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $5084.48           | $5196.13           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054PD R06F054 | 2036-06-25      | 6.0000%  | 0.0000% | $7150.46           | $7482.80           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $5573.10           | $5410.69           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL080BA R05F080 | 2029-04-25      | 5.0000%  | 0.0000% | $64347.24          | $65178.53          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020CA R13F020 | 2043-01-25      | 2.5000%  | 0.0000% | $39447.16          | $34987.57          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $29294.52          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1378.92           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $18784.80          | $17081.17          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $933.46            | $914.10            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $2275.90           | $2195.65           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $19258.36          | $18815.17          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9698.53           | $8606.07           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $54.50             | $55.60             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1299.41           | $1168.27           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-058 P      | 2044-02-20      | 2.5000%  | 0.0000% | $1185808.16        | $1098766.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-106 PA     | 2043-02-20      | 4.0000%  | 0.0000% | $263392.50         | $260638.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-127 PA     | 2042-09-16      | 2.0000%  | 0.0000% | $356571.32         | $328941.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.97              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3044.66           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $2241.80           | $1990.34           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $4293.49           | $3838.15           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $419072.49         | $431460.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5723%  | 0.0000% | $106116.65         | $76647.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.7851%  | 0.0000% | $250000.00         | $204994.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-087 ML     | 2051-05-20      | 2.0000%  | 0.0000% | $1077850.56        | $932906.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-024 QD     | 2050-08-20      | 1.2500%  | 0.0000% | $386048.42         | $299853.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-129 EB     | 2046-03-20      | 0.7500%  | 0.0000% | $886114.68         | $812361.73         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $7454.66           | $7406.76           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028KA R04F028 | 2034-05-25      | 6.0000%  | 0.0000% | $73.22             | $74.57             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $3568.97           | $3480.07           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $40.47             | $41.63             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $3072.07           | $3020.01           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32 | 2032-08-15      | 6.0000%  | 0.0000% | $45.36             | $46.71             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $90.80             | $92.09             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530DJ 10/25/51 | 2051-10-25      | 5.5000%  | 0.0000% | $1933943.16        | $1961883.91        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5522DE 11/25/51 | 2051-11-25      | 5.5000%  | 0.0000% | $2122008.95        | $2151463.62        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5429BV 04/25/35 | 2035-04-25      | 6.0000%  | 0.0000% | $5772464.26        | $5974167.63        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426CF 12/15/50 | 2050-12-15      | 5.2500%  | 0.0000% | $1093852.68        | $1096772.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-11 JC      | 2036-09-20      | 3.0000%  | 0.0000% | $780915.12         | $743060.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-023 LE     | 2048-07-20      | 3.5000%  | 0.0000% | $28010.29          | $26308.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O TF     | 2071-01-20      | 5.7260%  | 0.0000% | $591225.20         | $596816.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-01O FE     | 2070-12-20      | 4.8160%  | 0.0000% | $1943150.28        | $1906340.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6394%  | 0.0000% | $100000.00         | $92650.93          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC086LC R13F086 | 2043-02-25      | 3.0000%  | 0.0000% | $71660.53          | $67625.30          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $107256.74         | $103180.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-20O PT     | 2066-09-20      | 7.8433%  | 0.0000% | $240777.79         | $249870.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-061 EP     | 2039-08-20      | 6.0000%  | 0.0000% | $287000.00         | $299020.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $2300.27           | $2169.14           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.9460%  | 0.0000% | $4693.16           | $4688.03           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H13 FS     | 2063-06-20      | 5.4460%  | 0.0000% | $640387.20         | $642508.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $4314.59           | $4326.49           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $10017.86          | $10016.30          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426BF 04/15/49 | 2049-04-15      | 5.2500%  | 0.0000% | $620941.96         | $624581.92         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05413L 09/25/50 | 2050-09-25      | 6.0000%  | 0.0000% | $396746.76         | $405959.75         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5196ME 02/25/52 | 2052-02-25      | 1.7500%  | 0.0000% | $1060053.16        | $931664.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-186 DB     | 2053-12-20      | 7.0000%  | 0.0000% | $375336.78         | $394737.15         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4012MH 11/15/40 | 2040-11-15      | 3.0000%  | 0.0000% | $1191.53           | $1186.75           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.83            | $156.69            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4462KA 01/15/45 | 2045-01-15      | 3.5000%  | 0.0000% | $12008.38          | $11545.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-090 MA     | 2055-05-20      | 6.0000%  | 0.0000% | $100000.00         | $98484.63          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2458.84           | $2040.11           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31 | 2026-08-25      | 7.5000%  | 0.0000% | $10.54             | $10.62             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC076PL R10F076 | 2040-07-25      | 5.0000%  | 0.0000% | $757275.40         | $771392.36         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL104AC R24F104 | 2052-03-25      | 5.0000%  | 0.0000% | $918206.81         | $919107.37         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $37.30             | $37.72             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31 | 2031-04-15      | 6.5000%  | 0.0000% | $72.86             | $74.56             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-144 GB     | 2054-04-20      | 5.2500%  | 0.0000% | $1061830.87        | $1069836.19        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029QE R05F029 | 2035-04-25      | 5.0000%  | 0.0000% | $221133.58         | $225018.63         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4140BP 04/15/42 | 2042-04-15      | 2.5000%  | 0.0000% | $313642.29         | $295843.06         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1657.41           | $1600.03           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC001B  R17F001 | 2046-02-25      | 3.0000%  | 0.0000% | $13915.15          | $13217.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4742%  | 0.0000% | $123789.70         | $110547.45         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC010EA R20F010 | 2050-03-25      | 3.0000%  | 0.0000% | $2123894.61        | $1867703.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL035KA R25F035 | 2046-04-25      | 3.5000%  | 0.0000% | $309775.58         | $300999.77         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CB R25F004 | 2054-07-25      | 6.0000%  | 0.0000% | $24564.06          | $24483.75          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL041GC R24F041 | 2048-02-25      | 5.5000%  | 0.0000% | $11738.62          | $11677.77          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042CP R24F042 | 2051-06-25      | 5.5000%  | 0.0000% | $1572170.92        | $1591418.31        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL021GD R24F021 | 2050-04-25      | 6.0000%  | 0.0000% | $4210172.07        | $4302342.56        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010AF R24F010 | 2050-12-25      | 5.2500%  | 0.0000% | $1639899.05        | $1648682.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL090AY R22F090 | 2041-12-25      | 4.5000%  | 0.0000% | $940000.00         | $909242.26         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL083BM R21F083 | 2051-12-25      | 2.0000%  | 0.0000% | $2209703.00        | $1233989.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC047QD R21F047 | 2049-10-25      | 1.5000%  | 0.0000% | $1285531.70        | $1053779.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL037MW R19F037 | 2049-07-25      | 3.0000%  | 0.0000% | $977000.00         | $696304.64         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $82737.16          | $82342.60          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL074PA R17F074 | 2045-11-25      | 3.5000%  | 0.0000% | $332565.77         | $321278.30         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL011KA R17F011 | 2044-05-25      | 3.0000%  | 0.0000% | $291871.68         | $285305.35         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $91234.66          | $88923.95          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049 | 2043-01-25      | 3.5000%  | 0.0000% | $5547.06           | $5504.81           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC038NA R16F038 | 2046-01-25      | 3.0000%  | 0.0000% | $25057.43          | $23330.07          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL040PA R16F040 | 2045-07-25      | 3.0000%  | 0.0000% | $1121096.64        | $1049303.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019HA R14F019 | 2040-06-25      | 2.0000%  | 0.0000% | $212.19            | $210.80            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-021 P      | 2053-10-20      | 5.0000%  | 0.0000% | $1736218.66        | $1749842.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-006 GL     | 2054-01-20      | 7.0000%  | 0.0000% | $233865.50         | $244493.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $318000.00         | $341597.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-055 FB     | 2053-04-20      | 5.1519%  | 0.0000% | $8232870.81        | $8193156.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-019 AE     | 2048-08-20      | 5.0000%  | 0.0000% | $3942854.84        | $3969807.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-034 NP     | 2052-02-20      | 3.0000%  | 0.0000% | $46271.40          | $43076.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-16O FE     | 2073-05-20      | 5.0019%  | 0.0000% | $399528.89         | $399857.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 KR     | 2051-12-20      | 2.0000%  | 0.0000% | $254000.00         | $148169.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-155 EB     | 2051-09-20      | 2.0000%  | 0.0000% | $1409475.92        | $1235918.85        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49 | 2049-09-25      | 6.0000%  | 0.0000% | $2925560.89        | $2996930.93        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $326.09            | $285.74            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC054LD R10F054 | 2040-04-25      | 3.5000%  | 0.0000% | $179.56            | $179.33            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-084 ML     | 2055-05-20      | 5.0000%  | 0.0000% | $972327.00         | $907409.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-061 MQ     | 2042-05-16      | 3.0000%  | 0.0000% | $88764.27          | $81839.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.10              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5532FB 04/25/55 | 2055-04-25      | 5.8052%  | 0.0000% | $1431286.71        | $1428633.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-169 PC     | 2040-08-20      | 4.5000%  | 0.0000% | $9.78              | $9.75              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.5450%  | 0.0000% | $142460.35         | $138161.08         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5185AE 01/25/52 | 2052-01-25      | 1.7500%  | 0.0000% | $1624350.46        | $1383393.86        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5141JL 04/25/51 | 2051-04-25      | 1.2500%  | 0.0000% | $1509279.94        | $1242303.33        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4863HA 04/15/48 | 2048-04-15      | 3.5000%  | 0.0000% | $28523.05          | $27714.03          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4860CA 08/15/47 | 2047-08-15      | 3.5000%  | 0.0000% | $5768.09           | $5565.32           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5078HA 02/25/51 | 2051-02-25      | 1.5000%  | 0.0000% | $371467.33         | $172445.29         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $14830.75          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2177644.69        | $2259365.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1393.93           | $1395.54           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9670.26           | $6642.73           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4503MJ 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $1253563.82        | $1175635.61        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3737DG 10/15/30 | 2030-10-15      | 5.0000%  | 0.0000% | $238.69            | $239.20            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC047AJ R20F047 | 2045-07-25      | 2.0000%  | 0.0000% | $826793.55         | $757413.26         | Agency Collateralized Mortgage Obligation |
| FCSB 5.47 FCOR 25-34 CO   | 2034-08-14      | 5.4700%  | 0.0000% | $6000.00           | $6104.60           | Agency Debentures and Agency Strips       |
| FCSB 4.00 FCSB 27 GB      | 2027-08-06      | 4.0000%  | 0.0000% | $23000.00          | $23444.31          | Agency Debentures and Agency Strips       |
| FCSB 5 1/8 FCOR 25-31 EV  | 2031-12-02      | 5.1250%  | 0.0000% | $30000.00          | $30064.02          | Agency Debentures and Agency Strips       |
| FCSB 5.36 FCOR 25-34 CY   | 2034-12-04      | 5.3600%  | 0.0000% | $8000.00           | $8001.18           | Agency Debentures and Agency Strips       |
| FCSB 6.30 FCOR 25-49 A    | 2049-05-14      | 6.3000%  | 0.0000% | $10000.00          | $9988.06           | Agency Debentures and Agency Strips       |
| FCSB 4.83 FCOR 25-28 JW   | 2028-11-06      | 4.8300%  | 0.0000% | $31000.00          | $31196.63          | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 27 EP     | 2027-01-25      | 4.1250%  | 0.0000% | $6000.00           | $6124.26           | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 26 FP     | 2026-01-22      | 4.1250%  | 0.0000% | $300000.00         | $305220.65         | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  | 0.0000% | $1000.00           | $1018.31           | Agency Debentures and Agency Strips       |
| FCSB 4.50 FCSB 26 FR      | 2026-03-13      | 4.5000%  | 0.0000% | $825000.00         | $838088.63         | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 29 DC     | 2029-02-13      | 4.1250%  | 0.0000% | $7000.00           | $7160.36           | Agency Debentures and Agency Strips       |
| FCSB 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $7000.00           | $6898.78           | Agency Debentures and Agency Strips       |
| FCSB 3.82 FCSB 37 AE      | 2037-06-15      | 3.8200%  | 0.0000% | $200000.00         | $184007.33         | Agency Debentures and Agency Strips       |
| FCSB 4.37 FCOR 22-32 CN   | 2032-05-17      | 4.3700%  | 0.0000% | $5000.00           | $4918.65           | Agency Debentures and Agency Strips       |
| FCSB 4.44 FCOR 23-42 M    | 2042-04-14      | 4.4400%  | 0.0000% | $590000.00         | $538807.67         | Agency Debentures and Agency Strips       |
| FCSB 3 7/8 FCSB 32 BS     | 2032-09-20      | 3.8750%  | 0.0000% | $7000.00           | $6923.75           | Agency Debentures and Agency Strips       |
| FCSB 4.73 FCOR 23-32 CU   | 2032-08-02      | 4.7300%  | 0.0000% | $4000.00           | $4024.62           | Agency Debentures and Agency Strips       |
| FCSB 1.57 FCOR 22-30 FD   | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1773.57           | Agency Debentures and Agency Strips       |
| FCSB 1.66 FCSB 27 CH      | 2027-09-09      | 1.6600%  | 0.0000% | $25000.00          | $23961.96          | Agency Debentures and Agency Strips       |
| FCSB 3.50 FCSB 39 M       | 2039-02-28      | 3.5000%  | 0.0000% | $20000.00          | $17482.66          | Agency Debentures and Agency Strips       |
| FCSB 3.44 FCSB 38 Q       | 2038-02-16      | 3.4400%  | 0.0000% | $25000.00          | $22049.61          | Agency Debentures and Agency Strips       |
| FCSB 3.43 FCSB 28 CG      | 2028-12-06      | 3.4300%  | 0.0000% | $6000.00           | $5934.01           | Agency Debentures and Agency Strips       |
| FCSB 2.55 FCSB 28 AU      | 2028-02-28      | 2.5500%  | 0.0000% | $5000.00           | $4876.36           | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q       | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7758.84           | Agency Debentures and Agency Strips       |
| FHLB 3.00 FHLB 28 EL      | 2028-03-10      | 3.0000%  | 0.0000% | $15000.00          | $14847.07          | Agency Debentures and Agency Strips       |
| FCSB 4.93 FCSB 28 E       | 2028-02-01      | 4.9300%  | 0.0000% | $5000.00           | $5218.87           | Agency Debentures and Agency Strips       |
| FCSB 3.30 FCSB 26 M       | 2026-11-25      | 3.3000%  | 0.0000% | $3000.00           | $2982.35           | Agency Debentures and Agency Strips       |
| FHLB 4.00 FHLB 28 C8      | 2028-06-09      | 4.0000%  | 0.0000% | $3655000.00        | $3688528.53        | Agency Debentures and Agency Strips       |
| FHLB 5.00 FHOR 23-32 GX   | 2032-09-01      | 5.0000%  | 0.0000% | $45000.00          | $45367.55          | Agency Debentures and Agency Strips       |
| FHLB FHOR 23-26 F7        | 2026-02-24      | 3.0000%  | 0.0000% | $100000.00         | $100170.00         | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-26 FG        | 2026-07-15      | 1.6250%  | 0.0000% | $650000.00         | $640517.42         | Agency Debentures and Agency Strips       |
| TVDB 6.750 TVPR GB 25 E   | 2025-11-01      | 0.0000%  | 0.0000% | $23000.00          | $22654.08          | Agency Debentures and Agency Strips       |
| TVDB TVIN 12/15/32        | 2032-12-15      | 0.0000%  | 0.0000% | $6000.00           | $4193.54           | Agency Debentures and Agency Strips       |
| TVDB 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  | 0.0000% | $497000.00         | $488682.37         | Agency Debentures and Agency Strips       |
| TVDB 1.500 TVBD 31 A      | 2031-09-15      | 1.5000%  | 0.0000% | $40000.00          | $34421.64          | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $7000.00           | $5660.58           | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $28000.00          | $22625.07          | Agency Debentures and Agency Strips       |
| TVDB 4.625 TVBD 60 A      | 2060-09-15      | 4.6250%  | 0.0000% | $6000.00           | $5247.93           | Agency Debentures and Agency Strips       |
| TVDB 5.50 TVBD 38 C       | 2038-06-15      | 5.5000%  | 0.0000% | $296000.00         | $314889.14         | Agency Debentures and Agency Strips       |
| FCSB 4.00 FCSB 30 CS      | 2030-04-01      | 4.0000%  | 0.0000% | $150000.00         | $152255.83         | Agency Debentures and Agency Strips       |
| FCSB 0.70 FCOR 20-26 HG   | 2026-08-13      | 0.7000%  | 0.0000% | $1000.00           | $966.30            | Agency Debentures and Agency Strips       |
| FCSB 4.58 FCOR 25-27 LE   | 2027-09-20      | 4.5800%  | 0.0000% | $3000.00           | $3027.13           | Agency Debentures and Agency Strips       |
| FCSB 5.14 FCOR 25-34 CX   | 2034-10-30      | 5.1400%  | 0.0000% | $13000.00          | $13013.28          | Agency Debentures and Agency Strips       |
| TVDB 3.875 TVBD 28 A      | 2028-03-15      | 3.8750%  | 0.0000% | $36000.00          | $36462.67          | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $793000.00         | $662047.81         | Agency Debentures and Agency Strips       |
| FHLB 4.95 FHOR 25-30 6J   | 2030-06-26      | 4.9500%  | 0.0000% | $3240000.00        | $3236436.00        | Agency Debentures and Agency Strips       |
| FCSB 5.18 FCOR 24-30 GF   | 2030-08-15      | 5.1800%  | 0.0000% | $2000.00           | $2037.58           | Agency Debentures and Agency Strips       |
| FCSB 0.75 FCOR 21-26 HX   | 2026-12-16      | 0.7500%  | 0.0000% | $12000.00          | $11459.54          | Agency Debentures and Agency Strips       |
| FCSB 4.36 FCSB 34 AZ      | 2034-01-17      | 4.3600%  | 0.0000% | $457000.00         | $464380.60         | Agency Debentures and Agency Strips       |
| TVDB 5.25 TVBD 39 C       | 2039-09-15      | 5.2500%  | 0.0000% | $24000.00          | $25151.56          | Agency Debentures and Agency Strips       |
| FCSB 5.84 FCOR 25-38 BC   | 2038-08-26      | 5.8400%  | 0.0000% | $130000.00         | $131726.34         | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $10000.00          | $9216.70           | Agency Debentures and Agency Strips       |
| TVDB 4.875 TVBD 48 A      | 2048-01-15      | 4.8750%  | 0.0000% | $28000.00          | $26842.03          | Agency Debentures and Agency Strips       |
| REFC 8.625 RFBD 30 A      | 2030-01-15      | 8.6250%  | 0.0000% | $33000.00          | $40448.80          | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 22-31 CB   | 2031-03-17      | 1.9900%  | 0.0000% | $20000.00          | $17921.87          | Agency Debentures and Agency Strips       |
| FCSB 5.00 FCOR 25-30 GX   | 2030-08-12      | 5.0000%  | 0.0000% | $3000.00           | $3051.13           | Agency Debentures and Agency Strips       |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  | 0.0000% | $429000.00         | $427132.22         | Agency Debentures and Agency Strips       |
| TVDB 4.65 TVBD 35 A       | 2035-06-15      | 4.6500%  | 0.0000% | $33000.00          | $33355.23          | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $22000.00          | $25358.08          | Agency Debentures and Agency Strips       |
| TVDB 5.880 TVBD 36 C      | 2036-04-01      | 5.8800%  | 0.0000% | $19000.00          | $21193.11          | Agency Debentures and Agency Strips       |
| TVDB 6.15 TVBD 38 B       | 2038-01-15      | 6.1500%  | 0.0000% | $26000.00          | $29966.78          | Agency Debentures and Agency Strips       |
| TVDB 6.750 TVBD GB 25 E   | 2025-11-01      | 6.7500%  | 0.0000% | $55000.00          | $56007.74          | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $857.73            | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/28        | 2028-07-15      | 0.0000%  | 0.0000% | $7000.00           | $6213.20           | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $30000.00          | $29324.31          | Agency Debentures and Agency Strips       |
| FNMA 0.50 FNSM A 11/25    | 2025-11-07      | 0.5000%  | 0.0000% | $11000.00          | $10860.92          | Agency Debentures and Agency Strips       |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  | 0.0000% | $12000.00          | $10383.89          | Agency Debentures and Agency Strips       |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  | 0.0000% | $19000.00          | $22166.83          | Agency Debentures and Agency Strips       |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  | 0.0000% | $39000.00          | $42670.58          | Agency Debentures and Agency Strips       |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  | 0.0000% | $9000.00           | $7509.02           | Agency Debentures and Agency Strips       |
| FMAC FMNT 25-35 VU2       | 2035-06-12      | 5.0000%  | 0.0000% | $3175000.00        | $3175771.53        | Agency Debentures and Agency Strips       |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  | 0.0000% | $6000.00           | $6948.66           | Agency Debentures and Agency Strips       |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  | 0.0000% | $10000.00          | $11083.62          | Agency Debentures and Agency Strips       |
| FCSB 5.45 FCOR 25-34 DG   | 2034-04-03      | 5.4500%  | 0.0000% | $1756000.00        | $1776102.40        | Agency Debentures and Agency Strips       |
| FCSB 5.11 FCOR 26-33 EL   | 2033-03-25      | 5.1100%  | 0.0000% | $1350000.00        | $1363063.57        | Agency Debentures and Agency Strips       |
| FCSB 5.37 FCOR 25-38 BF   | 2038-04-08      | 5.3700%  | 0.0000% | $1038000.00        | $1038022.49        | Agency Debentures and Agency Strips       |
| FCSB 5.31 FCOR 25-35 BS   | 2035-09-25      | 5.3100%  | 0.0000% | $1233000.00        | $1240636.59        | Agency Debentures and Agency Strips       |
| FCSB 5.28 FCOR 25-33 DZ   | 2033-09-19      | 5.2800%  | 0.0000% | $411000.00         | $415388.38         | Agency Debentures and Agency Strips       |
| FCSB 5.46 FCOR 25-38 BD   | 2038-03-17      | 5.4600%  | 0.0000% | $30000.00          | $30198.92          | Agency Debentures and Agency Strips       |
| FCSB 4.48 FCOR 26-27 MC   | 2027-04-06      | 4.4800%  | 0.0000% | $3000.00           | $3027.49           | Agency Debentures and Agency Strips       |
| FMAC FREDDIE SCRTT SERIES | 2059-08-25      | 2.5000%  | 0.0000% | $865681.64         | $704664.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6112 C     | 2055-06-20      | 6.5000%  | 0.0000% | $472598.00         | $493414.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0306 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2189465.00        | $2193037.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE9929 C     | 2054-10-20      | 6.5000%  | 0.0000% | $64592.14          | $66622.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD4476 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1816530.34        | $1898110.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8701 M     | 2030-08-20      | 8.0000%  | 0.0000% | $15426.06          | $15563.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8486 M     | 2052-12-20      | 3.0000%  | 0.0000% | $191370.82         | $169274.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $3631.53           | $3540.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4588 M     | 2047-07-20      | 4.5000%  | 0.0000% | $26737.19          | $26400.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $7051.89           | $7375.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  | 0.0000% | $3467014.85        | $3502734.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6662 | 2055-07-01      | 6.0000%  | 0.0000% | $2898744.00        | $2981101.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6642 | 2055-06-01      | 6.0000%  | 0.0000% | $1883480.00        | $1939894.62        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841973 G        | 2055-06-01      | 5.7210%  | 0.0000% | $1057260.00        | $1073088.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK2269 C     | 2055-08-20      | 5.0000%  | 0.0000% | $308230.00         | $301017.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | 0.0000% | $2564.81           | $2591.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $9254.33           | $9471.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $1927150.07        | $1935457.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $2415.82           | $2318.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $7084.66           | $5893.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $4958.32           | $5070.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  | 0.0000% | $4294.40           | $4054.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2660 | 2052-02-01      | 2.5000%  | 0.0000% | $1498604.13        | $1244774.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  | 0.0000% | $5659.71           | $5324.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3051 | 2047-11-01      | 4.5000%  | 0.0000% | $3108229.28        | $3031894.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804 | 2034-10-01      | 6.0000%  | 0.0000% | $2162.15           | $2205.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982 | 2034-11-01      | 5.5000%  | 0.0000% | $1452.06           | $1471.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAO4900 | 2027-06-01      | 3.0000%  | 0.0000% | $1821.53           | $1800.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4813 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2241004.00        | $2341777.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5323 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1229292.00        | $1264459.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5318 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2818299.00        | $2945026.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3266 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2999234.00        | $3134085.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783523 M     | 2041-12-20      | 5.5000%  | 0.0000% | $372016.70         | $386722.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 734310 C     | 2041-02-20      | 4.0000%  | 0.0000% | $217913.05         | $207126.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003797 M     | 2035-12-20      | 6.0000%  | 0.0000% | $1948.85           | $2041.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $12.06             | $12.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002699 M     | 2029-01-20      | 6.0000%  | 0.0000% | $48.70             | $50.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK2268 C     | 2055-11-20      | 6.0000%  | 0.0000% | $352590.00         | $357590.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1964 C     | 2065-04-20      | 6.0000%  | 0.0000% | $383993.00         | $389441.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8385 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2053293.00        | $2158208.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8249 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2801282.00        | $2830884.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $20643.21          | $19254.59          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 586151 X     | 2034-07-15      | 5.0000%  | 0.0000% | $3012.08           | $3041.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785527 C     | 2051-06-20      | 2.5000%  | 0.0000% | $740819.62         | $641167.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $6351.94           | $6389.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004542 M     | 2039-09-20      | 5.5000%  | 0.0000% | $235386.12         | $242378.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  | 0.0000% | $8892.25           | $8873.90           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C91377 G | 2031-06-01      | 4.5000%  | 0.0000% | $40.69             | $41.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $2484.29           | $2447.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4762 | 2048-08-01      | 5.0000%  | 0.0000% | $2536849.49        | $2542957.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $857.95            | $744.01            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3814 M     | 2046-07-20      | 4.6250%  | 0.0000% | $53083.56          | $54191.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2654.47           | $2683.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $25726.16          | $25914.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5685 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2022080.00        | $2133025.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9062 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3350193.00        | $3473789.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT7762 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2631645.00        | $2733593.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0354 M     | 2055-05-20      | 6.0000%  | 0.0000% | $249672.32         | $252599.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH2659 C     | 2065-01-20      | 2.0000%  | 0.0000% | $993.90            | $765.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5322 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2172970.00        | $2235137.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6978 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1962729.00        | $2087210.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $196622.96         | $200463.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTFA1977 | 2043-06-01      | 4.0000%  | 0.0000% | $3904027.00        | $3868165.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8328 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3434700.00        | $3664082.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5894 C     | 2055-06-20      | 7.5000%  | 0.0000% | $415169.00         | $438027.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0399 M     | 2040-06-20      | 5.0000%  | 0.0000% | $2543582.00        | $2568854.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0424 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1074778.00        | $1135865.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5749 | 2035-05-01      | 5.0000%  | 0.0000% | $870917.00         | $884013.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0412 M     | 2055-06-20      | 6.0000%  | 0.0000% | $2555809.00        | $2588915.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9474 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2834202.00        | $2961645.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CKMA5728 | 2055-04-01      | 6.5000%  | 0.0000% | $229666.78         | $235349.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1709 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1062016.93        | $1122378.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8764 C     | 2055-03-20      | 7.5000%  | 0.0000% | $629636.11         | $672867.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2358 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1040678.00        | $1050684.70        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603512 X     | 2033-03-15      | 5.5000%  | 0.0000% | $69790.37          | $72612.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7997 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1824647.00        | $1847795.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7993 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3371405.00        | $3485447.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3331 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1375943.34        | $1415306.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1712 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1060133.41        | $1124588.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1711 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1000335.67        | $1060545.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0419 M     | 2055-06-20      | 3.0000%  | 0.0000% | $2088353.00        | $1846379.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0243 M     | 2055-01-20      | 4.0000%  | 0.0000% | $821225.92         | $741750.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0200 M     | 2055-02-20      | 3.0000%  | 0.0000% | $232405.08         | $205489.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8329 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2874509.00        | $3066479.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5680 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2884646.00        | $3017891.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK5421 C     | 2065-06-20      | 6.0000%  | 0.0000% | $281889.00         | $285068.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4806 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2000227.00        | $2095936.08        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001  | 2032-04-25      | 3.5477%  | 0.0000% | $196557.10         | $189716.74         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A1 R23M005 | 2033-07-25      | 4.4500%  | 0.0000% | $943844.36         | $950490.65         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL010A2 R15M010 | 2027-04-25      | 3.0920%  | 0.0000% | $524360.27         | $515826.71         | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC0061A R13M006 | 2043-02-25      | 3.4860%  | 0.0000% | $403664.66         | $391404.21         | Agency Mortgage-Backed Securities         |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  | 0.0000% | $92400.00          | $95470.98          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $100600.00         | $75585.07          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $1503200.00        | $1427566.49        | U.S. Treasuries (including strips)        |
| USTR BILL 09/09/25        | 2025-09-09      | 0.0000%  | 0.0000% | $1761800.00        | $1747177.06        | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $211900.00         | $207050.24         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $10800.00          | $10837.57          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $485500.00         | $498012.97         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $3897500.00        | $3977061.78        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  | 0.0000% | $98000.00          | $98630.43          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $31600.00          | $29334.13          | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BJ 25         | 2025-10-31      | 5.0000%  | 0.0000% | $355300.00         | $358954.63         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips)        |
| USTR BILL 07/31/25        | 2025-07-31      | 0.0000%  | 0.0000% | $81400.00          | $81112.41          | U.S. Treasuries (including strips)        |
| USTR 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  | 0.0000% | $276000.00         | $296008.55         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 NOTE BE 25     | 2025-07-31      | 4.7500%  | 0.0000% | $34000.00          | $34676.27          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $446300.00         | $446282.73         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips)        |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  | 0.0000% | $560100.00         | $545795.05         | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  | 0.0000% | $723600.00         | $717932.04         | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BG 25         | 2025-08-31      | 5.0000%  | 0.0000% | $621600.00         | $632358.09         | U.S. Treasuries (including strips)        |
| USTR 3 NOTE Q 25          | 2025-09-30      | 3.0000%  | 0.0000% | $617000.00         | $619509.97         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $65100.00          | $60736.65          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $4131700.00        | $3866011.08        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | 0.0000% | $4300.00           | $4305.26           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $5300.00           | $5502.77           | U.S. Treasuries (including strips)        |
| USTR 0 1/4 NOTE AF 25     | 2025-10-31      | 0.2500%  | 0.0000% | $1290200.00        | $1273328.57        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $156600.00         | $153078.00         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $119400.00         | $111033.97         | U.S. Treasuries (including strips)        |
| USTR 0 1/4 NOTE AB 25     | 2025-07-31      | 0.2500%  | 0.0000% | $174400.00         | $173950.03         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  | 0.0000% | $8000.00           | $7683.37           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  | 0.0000% | $669000.00         | $652320.78         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE N 25      | 2025-07-31      | 2.8750%  | 0.0000% | $470400.00         | $475335.90         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $74800.00          | $73130.37          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  | 0.0000% | $393800.00         | $389922.68         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE J 26      | 2026-03-31      | 2.2500%  | 0.0000% | $46000.00          | $45632.10          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE G 26      | 2026-01-31      | 2.6250%  | 0.0000% | $40400.00          | $40463.92          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE P 25      | 2025-08-31      | 2.7500%  | 0.0000% | $66100.00          | $66493.55          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $470100.00         | $460826.69         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $19500.00          | $19320.16          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $300000.00         | $301470.63         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $440400.00         | $407273.24         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $401000.00         | $391327.39         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $128300.00         | $126652.82         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $800.00            | $470.63            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $929000.00         | $687974.52         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $8150200.00        | $5600833.74        | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $117000.00         | $102857.63         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $83000.00          | $83470.28          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $97600.00          | $98057.79          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  | 0.0000% | $4969086.00        | $5002021.43        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $5100.00           | $5212.40           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $3400.00           | $3454.71           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $456200.00         | $464590.43         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $132700.00         | $132669.21         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $18200.00          | $18625.08          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $30800.00          | $31641.95          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $35700.00          | $25235.02          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $600.00            | $460.15            | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | 0.0000% | $35700.00          | $37722.93          | U.S. Treasuries (including strips)        |
| USTR BILL 11/06/25        | 2025-11-06      | 0.0000%  | 0.0000% | $139000.00         | $136942.80         | U.S. Treasuries (including strips)        |
| USTR BILL 09/02/25        | 2025-09-02      | 0.0000%  | 0.0000% | $1898600.00        | $1884187.73        | U.S. Treasuries (including strips)        |
| USTR 3 NOTE R 25          | 2025-10-31      | 3.0000%  | 0.0000% | $182900.00         | $182988.86         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $116700.00         | $121097.19         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  | 0.0000% | $150300.00         | $153018.61         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $29700.00          | $27606.43          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $349000.00         | $336788.35         | U.S. Treasuries (including strips)        |
| USTR BILL 10/16/25        | 2025-10-16      | 0.0000%  | 0.0000% | $1839800.00        | $1816600.12        | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $3263000.00        | $3161618.59        | U.S. Treasuries (including strips)        |
| USTR BILL 07/29/25        | 2025-07-29      | 0.0000%  | 0.0000% | $215700.00         | $214992.29         | U.S. Treasuries (including strips)        |
| USTR BILL 07/22/25        | 2025-07-22      | 0.0000%  | 0.0000% | $149300.00         | $148923.76         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  | 0.0000% | $11200.00          | $11268.85          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $42900.00          | $44155.04          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  | 0.0000% | $15000.00          | $15837.22          | U.S. Treasuries (including strips)        |
| USTR BILL 07/03/25        | 2025-07-03      | 0.0000%  | 0.0000% | $3804300.00        | $3803006.54        | U.S. Treasuries (including strips)        |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  | 0.0000% | $995300.00         | $978069.37         | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  | 0.0000% | $603400.00         | $594861.89         | U.S. Treasuries (including strips)        |
| USTR BILL 08/07/25        | 2025-08-07      | 0.0000%  | 0.0000% | $544700.00         | $542243.40         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $91000.00          | $95290.86          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $41000.00          | $42363.38          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  | 0.0000% | $790100.00         | $806322.81         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $2100.00           | $2149.40           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  | 0.0000% | $307100.00         | $308666.79         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | 0.0000% | $92400.00          | $92413.21          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $42600.00          | $43451.31          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $3880600.00        | $3779686.88        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  | 0.0000% | $641000.00         | $649706.14         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  | 0.0000% | $4405253.30        | $4220183.50        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $4500.00           | $4566.21           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AT 25     | 2025-10-15      | 4.2500%  | 0.0000% | $363100.00         | $366179.14         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AS 25     | 2025-09-15      | 3.5000%  | 0.0000% | $1419000.00        | $1431095.03        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AR 25     | 2025-08-15      | 3.1250%  | 0.0000% | $327300.00         | $330482.01         | U.S. Treasuries (including strips)        |
| USTR 3 NOTE AQ 25         | 2025-07-15      | 3.0000%  | 0.0000% | $24200.00          | $24512.90          | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $13500.00          | $13234.16          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $1808500.00        | $1745537.25        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $5700.00           | $5323.24           | U.S. Treasuries (including strips)        |

### Security 136: Fixed Income Clearing Corp. - CITI

- **C.1 - Title:** Citibank NA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FRS002, C.3 - LEI: N/A, C.5 - Other ID: 963FRS002_4.39_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | 0.0000% | $1000.00           | $1003.50           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $6018700.00        | $6056369.01        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $1784400.00        | $1825539.61        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | 0.0000% | $1000.00           | $1019.60           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $6266200.00        | $6415166.79        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $1605500.00        | $1618133.68        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $1000.00           | $996.14            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $631000.00         | $644843.43         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1006.42           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $900.00            | $909.24            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $652000.00         | $661975.36         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AT 25 | 2025-10-15      | 4.2500%  | 0.0000% | $1000.00           | $1008.59           | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AR 25 | 2025-08-15      | 3.1250%  | 0.0000% | $19168100.00       | $19355506.63       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $1368000.00        | $1356314.58        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $8600.00           | $8518.58           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $771800.00         | $742714.72         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.61             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $96.95             | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $204900.00         | $199843.37         | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $300.00            | $306.06            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | 0.0000% | $3470100.00        | $3441293.42        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $4000.00           | $3984.99           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $48200.00          | $48471.00          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.15            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $2761200.00        | $2720899.42        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.79             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $101600.00         | $105018.44         | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $928.64            | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $91855500.00       | $80343387.97       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $1965600.00        | $1916431.50        | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  | 0.0000% | $18771400.00       | $18136701.42       | U.S. Treasuries (including strips) |
| USTR BILL 08/21/25    | 2025-08-21      | 0.0000%  | 0.0000% | $169400.00         | $168369.03         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $1884509400.00     | $1894222594.88     | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corp. - CITI

- **C.1 - Title:** Citibank NA 4.400000%
- **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: 963FRS002, C.3 - LEI: N/A, C.5 - Other ID: 963FRS002_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.4200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $964286500.00      | $975632959.35      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $1045458400.00     | $1064367074.99     | U.S. Treasuries (including strips) |

### Security 138: Bank of Nova Scotia

- **C.1 - Title:** Novasc Repo 1 Repo 4.400000%
- **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: 963FUM001, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 963FUM001_4.40_0701
- **C.18 - Value (incl. sponsor support):** $461000000.00
- **C.18.a - Value (excl. sponsor support):** $461000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF CA1670 C     | 2050-11-20      | 4.0000%  | 0.0000% | $191181.15         | $178623.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ3276 C     | 2050-10-20      | 5.0000%  | 0.0000% | $42788.47          | $42460.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2734 C     | 2050-10-20      | 4.0000%  | 0.0000% | $341914.49         | $318905.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2733 C     | 2050-10-20      | 4.0000%  | 0.0000% | $569910.82         | $532172.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2730 C     | 2050-10-20      | 4.0000%  | 0.0000% | $306461.23         | $286664.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2729 C     | 2050-10-20      | 4.0000%  | 0.0000% | $545360.66         | $509840.35         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN BW0715       | 2062-10-15      | 2.9000%  | 0.0000% | $500.24            | $439.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $2181291.65        | $1998362.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $2362287.65        | $2119046.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $6933136.12        | $6219603.18        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4479 M     | 2032-06-20      | 2.5000%  | 0.0000% | $29.56             | $28.36             | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3278 M     | 2030-12-20      | 2.5000%  | 0.0000% | $23.13             | $21.88             | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA0311 M     | 2042-08-20      | 3.0000%  | 0.0000% | $23.29             | $20.45             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3100 | 2054-12-01      | 6.5000%  | 0.0000% | $266.61            | $278.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV3679 | 2044-02-01      | 4.5000%  | 0.0000% | $40277.06          | $39929.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI7048 | 2041-07-01      | 5.0000%  | 0.0000% | $90885.56          | $90600.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI4826 | 2041-06-01      | 5.5000%  | 0.0000% | $59178.46          | $60021.19          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48952 G | 2047-06-01      | 4.0000%  | 0.0000% | $701964.61         | $666311.99         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q60359 G | 2048-12-01      | 5.0000%  | 0.0000% | $454123.36         | $455787.17         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q10517 G | 2042-08-01      | 4.5000%  | 0.0000% | $36463.35          | $35963.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $10857599.03       | $10903261.27       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $10889653.00       | $10727264.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $10549021.38       | $10597447.26       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $11050509.22       | $10306060.97       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BU8778 C     | 2050-06-20      | 4.0000%  | 0.0000% | $73905.01          | $69047.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BU1990 C     | 2050-07-20      | 4.0000%  | 0.0000% | $248963.56         | $234500.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BU0785 C     | 2050-03-20      | 4.0000%  | 0.0000% | $221317.32         | $207710.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5034 C     | 2050-03-20      | 5.0000%  | 0.0000% | $75311.00          | $75021.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5016 C     | 2050-03-20      | 4.0000%  | 0.0000% | $79906.66          | $74731.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT2045 C     | 2050-07-20      | 4.0000%  | 0.0000% | $128501.94         | $120211.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS3213 C     | 2050-02-20      | 4.0000%  | 0.0000% | $127242.80         | $119033.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR8838 C     | 2050-02-20      | 4.0000%  | 0.0000% | $226075.08         | $211301.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR0797 C     | 2050-01-20      | 4.0000%  | 0.0000% | $107033.26         | $100015.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV6680 C     | 2050-07-20      | 4.0000%  | 0.0000% | $224967.05         | $209341.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ2720 C     | 2050-01-20      | 4.0000%  | 0.0000% | $108771.99         | $101686.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ2719 C     | 2050-01-20      | 4.0000%  | 0.0000% | $152859.80         | $142999.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP8023 C     | 2050-02-20      | 4.0000%  | 0.0000% | $142684.78         | $133391.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP7997 C     | 2050-02-20      | 4.0000%  | 0.0000% | $153655.02         | $143930.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5594 C     | 2049-10-20      | 4.0000%  | 0.0000% | $218463.04         | $204361.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH6609 C     | 2048-08-20      | 5.0000%  | 0.0000% | $77791.17          | $77360.34          | Agency Mortgage-Backed Securities |
| GNMA GNII ET CP4997 C     | 2062-08-20      | 5.5000%  | 0.0000% | $376.10            | $375.49            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3715       | 2058-05-15      | 4.5500%  | 0.0000% | $249.93            | $246.60            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3716       | 2058-05-15      | 4.5500%  | 0.0000% | $499.86            | $493.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $10749833.88       | $10610599.64       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $10603293.89       | $10175673.65       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  | 0.0000% | $15242227.98       | $14626457.21       | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  | 0.0000% | $54508.19          | $57807.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3900 | 2048-12-01      | 4.5000%  | 0.0000% | $10258181.22       | $9989663.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW5974 C     | 2050-07-20      | 4.0000%  | 0.0000% | $59298.15          | $55436.90          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $227749.88         | $232616.96         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784072 X     | 2045-11-15      | 5.0000%  | 0.0000% | $216463.75         | $213864.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2731 C     | 2050-10-20      | 4.0000%  | 0.0000% | $351517.34         | $328620.28         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8488       | 2059-05-15      | 5.8000%  | 0.0000% | $251113.00         | $264995.34         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CZ7772       | 2059-03-15      | 5.6600%  | 0.0000% | $391238.01         | $410663.15         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN 699710       | 2044-07-15      | 5.4250%  | 0.0000% | $197.25            | $197.59            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CO1755       | 2058-06-15      | 5.2400%  | 0.0000% | $1004.00           | $1029.55           | Agency Mortgage-Backed Securities |
| GNMA GNII JM 005328 M     | 2042-03-20      | 3.5000%  | 0.0000% | $22724.65          | $20403.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $24546754.82       | $22021793.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2555 C     | 2052-02-20      | 5.0000%  | 0.0000% | $555487.02         | $542415.73         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF3876       | 2066-07-15      | 5.3500%  | 0.0000% | $131255.92         | $130988.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $4935668.57        | $4828322.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5017 C     | 2050-03-20      | 4.0000%  | 0.0000% | $75850.88          | $70893.81          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9410 M     | 2054-01-20      | 5.5000%  | 0.0000% | $61207.11          | $61222.39          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CJ1375       | 2058-02-15      | 5.0400%  | 0.0000% | $249.83            | $252.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $9935673.48        | $9021784.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3044 C     | 2054-09-20      | 7.0000%  | 0.0000% | $20323485.42       | $21157660.62       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP0907       | 2063-03-15      | 5.2000%  | 0.0000% | $252.46            | $257.98            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC2079 C     | 2051-04-20      | 4.0000%  | 0.0000% | $205898.66         | $192375.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT9181 C     | 2050-03-20      | 4.0000%  | 0.0000% | $51632.14          | $48287.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7139 M     | 2051-01-20      | 4.0000%  | 0.0000% | $6119574.26        | $5757125.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $8852051.14        | $8275094.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  | 0.0000% | $1672280.32        | $1628282.63        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CI8956       | 2058-04-15      | 4.3500%  | 0.0000% | $249.39            | $243.26            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2740 C     | 2050-10-20      | 5.0000%  | 0.0000% | $73193.99          | $72584.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8102 M     | 2052-06-20      | 5.0000%  | 0.0000% | $4067569.45        | $4023508.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT0280 C     | 2050-01-20      | 4.0000%  | 0.0000% | $104834.33         | $98005.87          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CX6385       | 2058-12-15      | 6.9800%  | 0.0000% | $507.12            | $545.38            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS6535       | 2058-05-15      | 4.7600%  | 0.0000% | $250.20            | $249.80            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN7606       | 2057-11-15      | 4.5000%  | 0.0000% | $2482.70           | $2437.33           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CW8879       | 2058-11-15      | 6.7300%  | 0.0000% | $94715.31          | $105896.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS3216 C     | 2050-02-20      | 4.0000%  | 0.0000% | $155115.44         | $144955.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5915 C     | 2050-05-20      | 4.0000%  | 0.0000% | $83765.70          | $78361.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $23083061.90       | $23238562.24       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $561833.96         | $477920.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9488 M     | 2054-02-20      | 5.5000%  | 0.0000% | $42219467.45       | $42536981.32       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5486 C     | 2052-06-20      | 5.5000%  | 0.0000% | $200465.68         | $203227.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5595 C     | 2049-10-20      | 4.0000%  | 0.0000% | $148508.53         | $138831.00         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA4282       | 2059-08-15      | 5.5700%  | 0.0000% | $126589.68         | $131318.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK1814 C     | 2052-02-20      | 4.0000%  | 0.0000% | $178672.41         | $167937.81         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA0297       | 2059-06-15      | 5.9800%  | 0.0000% | $254.01            | $271.84            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5472 C     | 2052-06-20      | 5.5000%  | 0.0000% | $207237.06         | $209455.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0567 C     | 2050-07-20      | 5.0000%  | 0.0000% | $157525.86         | $158803.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  | 0.0000% | $7933639.56        | $7115472.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS5756 C     | 2050-07-20      | 4.0000%  | 0.0000% | $99561.79          | $93076.26          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CU2412       | 2058-08-15      | 5.4200%  | 0.0000% | $251.63            | $261.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $10867996.25       | $10430483.32       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK3284 C     | 2052-02-20      | 4.0000%  | 0.0000% | $239291.05         | $223878.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5592 C     | 2049-10-20      | 4.0000%  | 0.0000% | $221083.19         | $207086.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1263 C     | 2054-04-20      | 7.5000%  | 0.0000% | $2775465.00        | $2900937.29        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD4694       | 2060-01-15      | 4.7500%  | 0.0000% | $1343.72           | $1325.48           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE7867 C     | 2054-12-20      | 7.5000%  | 0.0000% | $806652.99         | $847056.36         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8448       | 2060-01-15      | 5.3600%  | 0.0000% | $477157.99         | $488933.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6374 C     | 2055-03-20      | 6.0000%  | 0.0000% | $606434.34         | $626762.22         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE9884       | 2060-03-15      | 5.7500%  | 0.0000% | $255.57            | $269.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7259 | 2055-07-01      | 6.0000%  | 0.0000% | $12834516.09       | $13157231.43       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  | 0.0000% | $5122222.22        | $5148655.74        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG2849 C     | 2064-10-20      | 6.0000%  | 0.0000% | $188808.89         | $192414.45         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF3879       | 2059-11-15      | 4.9800%  | 0.0000% | $186350.11         | $185819.69         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CK5808       | 2059-12-15      | 4.9800%  | 0.0000% | $493825.87         | $491029.17         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ0057       | 2060-03-15      | 5.8500%  | 0.0000% | $255.58            | $270.80            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF2999       | 2060-01-15      | 5.6000%  | 0.0000% | $250367.53         | $261099.81         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3656       | 2057-12-15      | 3.9700%  | 0.0000% | $990.67            | $942.93            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF9972       | 2059-11-15      | 4.9800%  | 0.0000% | $196799.85         | $196239.69         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8501       | 2060-03-15      | 5.7200%  | 0.0000% | $255.57            | $269.46            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5471 C     | 2052-06-20      | 5.5000%  | 0.0000% | $227489.36         | $232022.67         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM0721 C     | 2050-03-20      | 3.5000%  | 0.0000% | $34087.61          | $30711.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4021 C     | 2052-02-20      | 4.0000%  | 0.0000% | $265700.86         | $248659.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK2670 C     | 2052-02-20      | 3.5000%  | 0.0000% | $858464.99         | $784283.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK2669 C     | 2052-02-20      | 3.5000%  | 0.0000% | $514512.54         | $468460.29         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CJ9612       | 2063-12-15      | 2.8700%  | 0.0000% | $308892.03         | $268245.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1528 C     | 2052-05-20      | 5.0000%  | 0.0000% | $291853.69         | $298959.39         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CG6827       | 2058-02-15      | 4.3500%  | 0.0000% | $248.85            | $245.25            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CF1030       | 2058-01-15      | 5.3800%  | 0.0000% | $250.05            | $258.44            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA1671 C     | 2050-11-20      | 4.0000%  | 0.0000% | $313186.48         | $292445.77         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3622       | 2057-10-15      | 4.1900%  | 0.0000% | $247.47            | $238.53            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP0912       | 2063-04-15      | 4.9000%  | 0.0000% | $252.06            | $253.56            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CO1754       | 2058-05-15      | 4.7900%  | 0.0000% | $512.48            | $513.27            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CO1751       | 2058-04-15      | 4.9000%  | 0.0000% | $250.13            | $251.94            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7591       | 2065-02-15      | 4.4700%  | 0.0000% | $12901.85          | $12335.41          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN7019       | 2057-11-15      | 4.5000%  | 0.0000% | $256.21            | $251.53            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN2463       | 2058-01-15      | 4.4500%  | 0.0000% | $497.46            | $487.58            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9424 M     | 2054-01-20      | 6.0000%  | 0.0000% | $42163948.71       | $43127113.83       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $8826195.99        | $8907357.77        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8143 M     | 2052-07-20      | 4.5000%  | 0.0000% | $210.15            | $200.23            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $9663567.15        | $9544683.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8875 M     | 2053-05-20      | 3.5000%  | 0.0000% | $4750838.21        | $4332381.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $1230313.74        | $1046557.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $39378876.65       | $34859034.83       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7256 M     | 2051-03-20      | 3.0000%  | 0.0000% | $26231385.97       | $23252593.51       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $431434.27         | $391683.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9484 M     | 2054-02-20      | 3.5000%  | 0.0000% | $5642573.61        | $5108551.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  | 0.0000% | $174386.68         | $182749.48         | Agency Mortgage-Backed Securities |
| GNMA GNII JM 004337 M     | 2039-01-20      | 6.0000%  | 0.0000% | $0.69              | $0.71              | Agency Mortgage-Backed Securities |
| GNMA GNII JM 004187 M     | 2038-07-20      | 5.5000%  | 0.0000% | $0.77              | $0.78              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI7410       | 2060-07-15      | 5.5000%  | 0.0000% | $256.37            | $265.21            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI5714 C     | 2065-04-20      | 6.5000%  | 0.0000% | $255.93            | $262.73            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI2501       | 2060-07-15      | 5.7100%  | 0.0000% | $256.11            | $268.99            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $10079733.04       | $10131750.06       | Agency Mortgage-Backed Securities |
| GNMA GNII SF AW3570 C     | 2047-01-20      | 4.0000%  | 0.0000% | $742476.70         | $713800.93         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CZ2408       | 2059-09-15      | 6.0400%  | 0.0000% | $1018.26           | $1091.84           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CY8212       | 2058-12-15      | 6.6400%  | 0.0000% | $253.35            | $282.09            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CW2324       | 2061-11-15      | 5.7200%  | 0.0000% | $9339.66           | $9844.00           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CU6224       | 2058-09-15      | 5.3700%  | 0.0000% | $251.79            | $260.27            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CS8167       | 2065-06-15      | 5.3500%  | 0.0000% | $256.11            | $267.99            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS8166       | 2058-04-15      | 4.9200%  | 0.0000% | $250.15            | $252.11            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CS3803       | 2066-03-15      | 5.4000%  | 0.0000% | $256.11            | $258.27            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS2714       | 2058-04-15      | 4.6700%  | 0.0000% | $339272.65         | $337167.10         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR9630       | 2053-01-15      | 5.6700%  | 0.0000% | $248.06            | $251.67            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR9627       | 2057-12-15      | 6.2500%  | 0.0000% | $252.07            | $258.82            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR4166       | 2058-09-15      | 5.1900%  | 0.0000% | $251.62            | $256.99            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR4162       | 2058-04-15      | 4.7300%  | 0.0000% | $249.91            | $249.20            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR3471       | 2058-01-15      | 5.7000%  | 0.0000% | $250.45            | $264.40            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR2284       | 2057-12-15      | 4.8200%  | 0.0000% | $249.03            | $250.30            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ9709       | 2058-04-15      | 5.0000%  | 0.0000% | $475275.95         | $477675.51         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ8774       | 2058-07-15      | 5.3500%  | 0.0000% | $502.68            | $519.07            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ0047       | 2058-04-15      | 2.4000%  | 0.0000% | $280289.45         | $238679.46         | Agency Mortgage-Backed Securities |
| GNMA GNII MH AD0856 C     | 2033-08-20      | 3.7500%  | 0.0000% | $17553.99          | $17198.19          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN0102       | 2064-08-15      | 5.2700%  | 0.0000% | $254.91            | $259.46            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5474 C     | 2052-06-20      | 5.5000%  | 0.0000% | $447527.46         | $453968.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $16821223.70       | $13715371.65       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $8408.39           | $7038.36           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6735       | 2060-06-15      | 5.8400%  | 0.0000% | $112338.02         | $119087.34         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ7942       | 2060-06-15      | 5.9400%  | 0.0000% | $256.11            | $273.43            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6458       | 2060-06-15      | 5.5100%  | 0.0000% | $512.73            | $532.72            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DH1749       | 2060-02-15      | 5.8800%  | 0.0000% | $71845.75          | $75757.58          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8450       | 2060-01-15      | 5.3600%  | 0.0000% | $510.24            | $522.83            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8449       | 2060-01-15      | 5.3600%  | 0.0000% | $510.49            | $524.90            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7423 C     | 2055-02-20      | 7.5000%  | 0.0000% | $3008961.37        | $3263425.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7422 C     | 2055-02-20      | 7.5000%  | 0.0000% | $582971.16         | $632271.09         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE7028       | 2059-11-15      | 5.3600%  | 0.0000% | $254.72            | $260.41            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE6508       | 2060-06-15      | 5.3900%  | 0.0000% | $256.11            | $262.83            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE6507       | 2060-06-15      | 5.3900%  | 0.0000% | $256.11            | $262.83            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE6501       | 2060-01-15      | 5.4400%  | 0.0000% | $220387.26         | $227191.98         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE5560       | 2060-01-15      | 5.6900%  | 0.0000% | $255.19            | $267.86            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE4024       | 2066-07-15      | 5.3500%  | 0.0000% | $522.47            | $521.40            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE0885 C     | 2064-09-20      | 7.0000%  | 0.0000% | $12420981.84       | $12829432.03       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD8088       | 2060-05-15      | 6.4500%  | 0.0000% | $255.96            | $280.96            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD2271       | 2060-04-15      | 5.7300%  | 0.0000% | $216954.20         | $227774.10         | Agency Mortgage-Backed Securities |

### Security 139: Natixis Financial Products LLC

- **C.1 - Title:** Natix Repo 3 Repo 4.330000%
- **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: 963FWF004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: 963FWF004_4.33_0707
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $704210.53         | $676159.47         | Agency Debentures and Agency Strips |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $798315.79         | $645069.76         | Agency Debentures and Agency Strips |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  | 0.0000% | $222947.37         | $221976.70         | Agency Debentures and Agency Strips |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  | 0.0000% | $10635368.42       | $7355352.85        | Agency Debentures and Agency Strips |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $2065684.21        | $1647139.41        | Agency Debentures and Agency Strips |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  | 0.0000% | $542947.37         | $445524.51         | Agency Debentures and Agency Strips |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  | 0.0000% | $111789.47         | $83121.73          | Agency Debentures and Agency Strips |
| FCSB 2.34 FCOR 22-36 BE   | 2036-10-14      | 2.3400%  | 0.0000% | $813473.68         | $636112.02         | Agency Debentures and Agency Strips |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  | 0.0000% | $321684.21         | $244688.17         | Agency Debentures and Agency Strips |
| FCSB 1.95 FCOR 21-40 Q    | 2040-08-13      | 1.9500%  | 0.0000% | $5761052.63        | $3856320.93        | Agency Debentures and Agency Strips |
| FHLB 4.10 FHOR 23-33 CK   | 2033-10-24      | 4.1000%  | 0.0000% | $1770526.32        | $1700761.68        | Agency Debentures and Agency Strips |
| FHLB 2.84 FHOR 22-42 P    | 2042-01-27      | 2.8400%  | 0.0000% | $1052631.58        | $785673.68         | Agency Debentures and Agency Strips |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $421052.63         | $340485.83         | Agency Debentures and Agency Strips |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  | 0.0000% | $2694736.84        | $2458955.60        | Agency Debentures and Agency Strips |
| FMAC FEPC 06.000 CLQG5542 | 2053-06-01      | 6.0000%  | 0.0000% | $529905.67         | $545775.46         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQG3353 | 2053-05-01      | 4.5000%  | 0.0000% | $622623.06         | $597276.08         | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  | 0.0000% | $591274.51         | $557505.91         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  | 0.0000% | $37116006.18       | $38746367.99       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS9535 | 2045-04-01      | 3.5000%  | 0.0000% | $635851.11         | $591619.04         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM4914 | 2047-11-01      | 3.5000%  | 0.0000% | $653064.48         | $602974.07         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZM2292 | 2046-12-01      | 4.0000%  | 0.0000% | $543712.54         | $515473.32         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  | 0.0000% | $560264.14         | $562808.05         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC2337 | 2054-11-01      | 5.5000%  | 0.0000% | $449781.66         | $456771.52         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  | 0.0000% | $645855.44         | $578962.04         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQJ4047 | 2054-09-01      | 7.0000%  | 0.0000% | $468095.43         | $500488.52         | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  | 0.0000% | $7381.62           | $7033.03           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  | 0.0000% | $643195.16         | $605915.21         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC3592 | 2054-10-01      | 5.5000%  | 0.0000% | $506110.13         | $512106.29         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $22366697.29       | $21175944.02       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $27024703.47       | $27227484.84       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ7552 | 2054-10-01      | 5.5000%  | 0.0000% | $532912.59         | $540395.51         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI8416 | 2054-06-01      | 5.5000%  | 0.0000% | $501173.67         | $507880.65         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE1682 | 2055-06-01      | 6.5000%  | 0.0000% | $423492.63         | $439941.56         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD2560 | 2055-02-01      | 5.5000%  | 0.0000% | $489074.33         | $495163.09         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY4725 | 2055-05-01      | 6.0000%  | 0.0000% | $10901.77          | $11128.77          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD7955 | 2055-05-01      | 6.5000%  | 0.0000% | $424085.86         | $441059.52         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | 0.0000% | $510206.38         | $545836.58         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQY6375 | 2055-06-01      | 6.5000%  | 0.0000% | $20673.05          | $21620.58          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD6203 | 2055-04-01      | 6.5000%  | 0.0000% | $417657.86         | $441523.71         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  | 0.0000% | $539730.66         | $533853.41         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY0953 | 2055-04-01      | 6.0000%  | 0.0000% | $1061408.50        | $1083481.91        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY0815 | 2055-04-01      | 6.0000%  | 0.0000% | $541607.70         | $554679.04         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLMA5675 | 2055-04-01      | 6.5000%  | 0.0000% | $63853512.49       | $66259072.95       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB4355 | 2042-02-01      | 4.0000%  | 0.0000% | $613868.16         | $592530.85         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLCC0078 | 2055-03-01      | 6.0000%  | 0.0000% | $16241426.03       | $16643666.59       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM7846 | 2036-07-01      | 2.0000%  | 0.0000% | $68959.43          | $63318.00          | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX SOCB7201 | 2053-09-01      | 5.3930%  | 0.0000% | $2590.48           | $2632.68           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB5847 | 2053-03-01      | 5.5000%  | 0.0000% | $17614346.31       | $17849895.15       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  | 0.0000% | $493551.66         | $502718.67         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $618941.03         | $588707.14         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE2393 | 2055-06-01      | 6.5000%  | 0.0000% | $336930.74         | $351240.56         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE1255 | 2055-06-01      | 6.0000%  | 0.0000% | $570718.95         | $585069.87         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  | 0.0000% | $484149.56         | $503627.92         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD9022 | 2055-05-01      | 6.0000%  | 0.0000% | $492826.32         | $507890.70         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD7519 | 2055-05-01      | 6.0000%  | 0.0000% | $453411.34         | $462848.35         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6933 | 2055-05-01      | 6.0000%  | 0.0000% | $481197.30         | $500650.82         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6461 | 2055-04-01      | 6.0000%  | 0.0000% | $521668.08         | $533917.01         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD5746 | 2055-07-01      | 6.5000%  | 0.0000% | $212.21            | $221.12            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC8670 | 2055-01-01      | 6.0000%  | 0.0000% | $559385.80         | $572692.66         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC5085 | 2054-10-01      | 5.0000%  | 0.0000% | $610677.35         | $601807.73         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | 0.0000% | $885220.20         | $865324.88         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSL1589 | 2055-06-01      | 5.0000%  | 0.0000% | $2638477.47        | $2603999.90        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY6540 | 2055-06-01      | 6.0000%  | 0.0000% | $507930.53         | $519778.68         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQY6548 | 2055-06-01      | 6.5000%  | 0.0000% | $479263.16         | $499528.85         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQY4974 | 2055-04-01      | 5.5000%  | 0.0000% | $541433.43         | $543267.03         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY4081 | 2055-05-01      | 6.0000%  | 0.0000% | $4364.75           | $4479.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB6987 | 2054-06-01      | 6.0000%  | 0.0000% | $470478.34         | $487758.23         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  | 0.0000% | $470552.33         | $502393.14         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ9349 | 2054-11-01      | 5.5000%  | 0.0000% | $513352.97         | $519680.33         | Agency Mortgage-Backed Securities   |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $6922821.05        | $7233710.60        | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $21.05             | $19.38             | U.S. Treasuries (including strips)  |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $4261957.89        | $3932333.81        | U.S. Treasuries (including strips)  |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $42.11             | $37.53             | U.S. Treasuries (including strips)  |
| USTR BILL 08/21/25        | 2025-08-21      | 0.0000%  | 0.0000% | $21.05             | $20.92             | U.S. Treasuries (including strips)  |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $2315789.47        | $2255412.69        | U.S. Treasuries (including strips)  |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $22463157.89       | $14923134.85       | U.S. Treasuries (including strips)  |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $105.26            | $102.01            | U.S. Treasuries (including strips)  |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $42.11             | $34.72             | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $29789473.68       | $29849797.37       | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $9263073.68        | $9346544.61        | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $21.05             | $21.16             | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $42.11             | $42.46             | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $4309284.21        | $4356174.17        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $710105.26         | $738233.23         | U.S. Treasuries (including strips)  |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $21.05             | $21.57             | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  | 0.0000% | $384084.21         | $385142.58         | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $1052631.58        | $1066082.70        | U.S. Treasuries (including strips)  |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $2736842.11        | $2555941.63        | U.S. Treasuries (including strips)  |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $5772736.84        | $5089765.79        | U.S. Treasuries (including strips)  |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $21.05             | $20.58             | U.S. Treasuries (including strips)  |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $10526315.79       | $9750768.42        | U.S. Treasuries (including strips)  |
| USTR 2 7/8 NOTE N 25      | 2025-07-31      | 2.8750%  | 0.0000% | $21.05             | $21.27             | U.S. Treasuries (including strips)  |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $21.05             | $20.61             | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $2121726.32        | $2132127.20        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $168.42            | $164.60            | U.S. Treasuries (including strips)  |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $21.05             | $19.47             | U.S. Treasuries (including strips)  |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $128821.05         | $124714.40         | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $147.37            | $146.95            | U.S. Treasuries (including strips)  |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $21052631.58       | $18948827.09       | U.S. Treasuries (including strips)  |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $3457684.21        | $3121161.52        | U.S. Treasuries (including strips)  |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $31847789.47       | $27737673.00       | U.S. Treasuries (including strips)  |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $21.05             | $15.27             | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  | 0.0000% | $24.25             | $12.81             | U.S. Treasuries (including strips)  |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $21.05             | $11.63             | U.S. Treasuries (including strips)  |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $21.05             | $11.00             | U.S. Treasuries (including strips)  |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $33370357.89       | $21929059.86       | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $21.05             | $21.48             | U.S. Treasuries (including strips)  |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $294694.74         | $223452.14         | U.S. Treasuries (including strips)  |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $29.88             | $23.09             | U.S. Treasuries (including strips)  |
| USTR 2 1/8 TRIB 40        | 2040-02-15      | 2.1250%  | 0.0000% | $1561673.68        | $1544816.55        | U.S. Treasuries (including strips)  |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $2562926.32        | $2751560.38        | U.S. Treasuries (including strips)  |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  | 0.0000% | $1052631.58        | $1102342.11        | U.S. Treasuries (including strips)  |
| USTR BILL 09/23/25        | 2025-09-23      | 0.0000%  | 0.0000% | $315.79            | $312.65            | U.S. Treasuries (including strips)  |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $42.11             | $41.15             | U.S. Treasuries (including strips)  |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $1052315.79        | $807046.23         | U.S. Treasuries (including strips)  |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | 0.0000% | $1288577.46        | $1266346.68        | U.S. Treasuries (including strips)  |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  | 0.0000% | $1188778.95        | $1199139.88        | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $63.16             | $60.38             | U.S. Treasuries (including strips)  |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $84.21             | $86.38             | U.S. Treasuries (including strips)  |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $147.37            | $102.55            | U.S. Treasuries (including strips)  |

### Security 140: Natixis Financial Products LLC

- **C.1 - Title:** Natix Repo 3 Repo 4.400000%
- **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: 963FWF004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: 963FWF004_4.40_0701
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLDE1710 | 2055-06-01      | 6.0000%  | 0.0000% | $637587.29         | $653775.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0753 | 2055-06-01      | 6.0000%  | 0.0000% | $222.92            | $227.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0060 | 2055-05-01      | 6.0000%  | 0.0000% | $209.14            | $213.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9382 | 2055-05-01      | 6.0000%  | 0.0000% | $208.16            | $213.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7632 | 2055-05-01      | 6.0000%  | 0.0000% | $212959.65         | $217972.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6832 | 2055-04-01      | 6.0000%  | 0.0000% | $726307.68         | $743462.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5845 | 2055-04-01      | 6.0000%  | 0.0000% | $207.93            | $212.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5844 | 2055-04-01      | 6.0000%  | 0.0000% | $224348.02         | $229054.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6203 | 2055-04-01      | 6.5000%  | 0.0000% | $218.41            | $230.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5122 | 2055-04-01      | 6.0000%  | 0.0000% | $82661.41          | $84385.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2184 | 2055-06-01      | 7.0000%  | 0.0000% | $290764.58         | $309917.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX6393 | 2055-02-01      | 7.0000%  | 0.0000% | $92599.80          | $99787.48          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0608 | 2055-04-01      | 6.0000%  | 0.0000% | $202.17            | $207.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3677 | 2055-05-01      | 6.0000%  | 0.0000% | $416.30            | $426.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2887 | 2055-05-01      | 6.5000%  | 0.0000% | $214.42            | $223.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2733 | 2055-05-01      | 6.0000%  | 0.0000% | $230001.58         | $234784.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6814 | 2055-04-01      | 6.0000%  | 0.0000% | $362371.60         | $370919.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0294 | 2055-04-01      | 6.0000%  | 0.0000% | $434065.96         | $443138.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2917 | 2055-07-01      | 6.5000%  | 0.0000% | $420861.04         | $438529.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0058 | 2055-05-01      | 6.5000%  | 0.0000% | $209.22            | $219.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4974 | 2055-04-01      | 5.5000%  | 0.0000% | $710.85            | $713.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2921 | 2055-07-01      | 6.0000%  | 0.0000% | $2276218.75        | $2323353.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3883 | 2055-05-01      | 6.0000%  | 0.0000% | $208.13            | $212.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5811 | 2055-06-01      | 6.5000%  | 0.0000% | $420.63            | $439.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0295 | 2055-04-01      | 6.0000%  | 0.0000% | $1265010.12        | $1303584.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2180 | 2055-06-01      | 5.0000%  | 0.0000% | $208.33            | $205.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  | 0.0000% | $237.26            | $245.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2185 | 2055-06-01      | 7.0000%  | 0.0000% | $218.75            | $232.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  | 0.0000% | $672847.86         | $680661.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5622 | 2054-06-01      | 5.5000%  | 0.0000% | $1478897.24        | $1489531.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  | 0.0000% | $1348151.37        | $1362226.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1589 | 2055-06-01      | 5.0000%  | 0.0000% | $2025754.79        | $1999283.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5802 | 2055-06-01      | 6.0000%  | 0.0000% | $318514.58         | $327367.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5812 | 2055-06-01      | 6.0000%  | 0.0000% | $564725.63         | $579203.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5238 | 2055-05-01      | 6.0000%  | 0.0000% | $620858.13         | $635480.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3424 | 2055-05-01      | 6.0000%  | 0.0000% | $209.17            | $214.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2832 | 2055-05-01      | 6.5000%  | 0.0000% | $416.75            | $434.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2737 | 2055-05-01      | 6.0000%  | 0.0000% | $262171.96         | $268345.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2094 | 2055-04-01      | 6.0000%  | 0.0000% | $421.94            | $432.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0744 | 2055-04-01      | 6.0000%  | 0.0000% | $842134.62         | $859692.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0610 | 2055-04-01      | 6.0000%  | 0.0000% | $420.04            | $430.35            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG9700 X     | 2048-07-15      | 4.5000%  | 0.0000% | $135351.55         | $134730.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7954 | 2055-05-01      | 6.0000%  | 0.0000% | $442629.88         | $451841.16         | Agency Mortgage-Backed Securities  |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $104.17            | $105.70            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $104.17            | $105.14            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $1015645.83        | $1035641.50        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $20.83             | $21.06             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $8801250.00        | $8776449.71        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $41.67             | $41.13             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $20.83             | $21.38             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $20.83             | $21.29             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $489729.17         | $509127.82         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $20.83             | $21.06             | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $5260416.67        | $5335555.63        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $1651604.17        | $1685835.56        | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  | 0.0000% | $1955943.75        | $1949244.37        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $2433729.17        | $2486235.87        | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $20.83             | $21.34             | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | 0.0000% | $16237308.43       | $15957179.42       | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $1323916.67        | $1357838.06        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $62.50             | $62.81             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $7708.33           | $7462.60           | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $41.67             | $37.50             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $41.67             | $36.29             | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $5167604.17        | $3749292.39        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $114583.33         | $80222.17          | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $3312500.00        | $2265733.44        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $1458312.50        | $1053842.97        | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $1874958.33        | $979992.44         | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $20.83             | $12.78             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $5208333.33        | $3063982.10        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $41.67             | $38.53             | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48            | 2048-02-15      | 1.0000%  | 0.0000% | $2709062.50        | $1983622.38        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  | 0.0000% | $14097083.33       | $10644147.71       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $41.67             | $28.99             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $5208333.33        | $4268128.91        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $2170450.70        | $1819186.61        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $1362937.50        | $1175286.42        | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $87.17             | $64.44             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $2083395.83        | $2087614.71        | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $20.83             | $20.79             | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $20.83             | $21.07             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $41.67             | $42.04             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $395.83            | $396.88            | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  | 0.0000% | $20.99             | $21.17             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | 0.0000% | $5208333.33        | $5299653.63        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $54166.67          | $55647.37          | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $20.83             | $21.73             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $1874979.17        | $1909392.21        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/25     | 2025-07-31      | 4.3650%  | 0.0000% | $3333333.33        | $3358216.40        | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $208.33            | $213.23            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | 0.0000% | $62.50             | $62.23             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  | 0.0000% | $20.83             | $20.89             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $10416666.67       | $10407226.77       | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $20.83             | $21.28             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $20.83             | $21.01             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $979166.67         | $987952.98         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $7250000.00        | $7013201.02        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $20.83             | $20.42             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $2771375.00        | $2557034.09        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26      | 2026-04-15      | 0.1250%  | 0.0000% | $1290031.10        | $1275681.52        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $517541.67         | $479410.75         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $10416479.17       | $9675157.14        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $20.83             | $20.83             | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  | 0.0000% | $3543953.32        | $3402171.83        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $37291.67          | $36506.79          | U.S. Treasuries (including strips) |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $3030875.00        | $2409994.19        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $1478239.58        | $1142757.49        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $1042229.17        | $1058456.60        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $1741916.67        | $1692722.33        | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  | 0.0000% | $16291062.50       | $14807541.10       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  | 0.0000% | $356458.33         | $359565.09         | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  | 0.0000% | $2291666.67        | $2413197.19        | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  | 0.0000% | $208.33            | $209.39            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $20.83             | $21.01             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $20.83             | $21.06             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $3555375.00        | $3609868.18        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $1040770.83        | $1061716.63        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $41.67             | $42.44             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $21214791.67       | $22045254.30       | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $555208.33         | $589301.60         | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $20.83             | $20.36             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $312.50            | $323.69            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $8541583.33        | $8709052.49        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $1735770.83        | $1503386.96        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $166.67            | $109.52            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  | 0.0000% | $938277.48         | $918214.83         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $15624979.17       | $7690892.28        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $20.83             | $21.26             | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $83.33             | $39.68             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $4791625.00        | $4814100.12        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $437479.17         | $442239.44         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $16903666.67       | $12896838.42       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $20.83             | $21.12             | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $187.50            | $191.25            | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $2203750.00        | $1964164.36        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $391125.00         | $392014.10         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | 0.0000% | $208354.17         | $196277.13         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $3188000.00        | $3242929.24        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  | 0.0000% | $1458333.33        | $1467297.56        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $20.83             | $21.15             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $125.00            | $127.26            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $9852854.17        | $5441807.72        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $5479166.67        | $4073595.19        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $9079833.33        | $8877160.10        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $83.33             | $62.13             | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $25916.67          | $25525.07          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $5208333.33        | $5293313.27        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $145.83            | $143.85            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $1478770.83        | $913431.20         | U.S. Treasuries (including strips) |

### Security 141: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC USA, Inc. 4.400000%
- **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: 963FYJ004, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 963FYJ004_4.40_0701
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-2; 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 04.000 CLRA7305 | 2052-05-01      | 4.0000%  | 0.0000% | $3054486.87        | $2861480.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $461202.86         | $454802.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB7864 | 2054-07-01      | 5.5000%  | 0.0000% | $5266701.14        | $5284784.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  | 0.0000% | $24419.90          | $22237.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB0190 | 2051-04-01      | 3.0000%  | 0.0000% | $139422.36         | $121540.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6398 | 2054-09-01      | 6.0000%  | 0.0000% | $68134729.46       | $70255173.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  | 0.0000% | $88107.97          | $76710.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD0716 | 2051-07-01      | 2.0000%  | 0.0000% | $471186.00         | $380872.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY1426 | 2053-11-01      | 6.5000%  | 0.0000% | $1568291.32        | $1658838.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  | 0.0000% | $88290104.11       | $74081479.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4076 | 2054-05-01      | 5.5000%  | 0.0000% | $935793.10         | $938764.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7241 | 2051-04-01      | 2.0000%  | 0.0000% | $70807.35          | $57059.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  | 0.0000% | $45033.66          | $40032.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6318 | 2055-02-01      | 6.0000%  | 0.0000% | $193492.49         | $199407.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  | 0.0000% | $551751.82         | $542398.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  | 0.0000% | $3021792.13        | $2411961.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $13744.21          | $11421.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4804 | 2055-05-01      | 5.5000%  | 0.0000% | $154923.89         | $156541.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7176 | 2055-02-01      | 6.0000%  | 0.0000% | $188817.38         | $194357.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9282 | 2054-11-01      | 5.5000%  | 0.0000% | $18660327.49       | $18800327.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  | 0.0000% | $2756.33           | $2822.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY0356 | 2055-04-01      | 6.5000%  | 0.0000% | $996800.22         | $1044614.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX9455 | 2055-04-01      | 6.0000%  | 0.0000% | $90960.76          | $94189.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX8683 | 2055-03-01      | 6.0000%  | 0.0000% | $104258.17         | $107220.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7781 | 2055-03-01      | 6.0000%  | 0.0000% | $139607.71         | $143640.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $3272755.60        | $3052797.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CNMA4285 | 2031-03-01      | 2.0000%  | 0.0000% | $28039.63          | $26799.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKAC5192 | 2039-12-01      | 4.0000%  | 0.0000% | $85698.22          | $81989.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  | 0.0000% | $3946.47           | $4004.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2599 | 2051-12-01      | 3.0000%  | 0.0000% | $645168.41         | $565829.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM5802 | 2036-01-01      | 2.5000%  | 0.0000% | $268017.73         | $251872.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2309 | 2049-03-01      | 3.5000%  | 0.0000% | $793247.97         | $730557.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFA2160 | 2035-08-01      | 3.0000%  | 0.0000% | $1078554.44        | $1047850.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA2088 | 2055-06-01      | 4.5000%  | 0.0000% | $16436017.78       | $15799072.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  | 0.0000% | $65866540.78       | $67902563.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9070 | 2054-08-01      | 5.5000%  | 0.0000% | $533676.09         | $535370.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6403 | 2053-06-01      | 5.5000%  | 0.0000% | $34792091.92       | $35320255.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5481 | 2053-01-01      | 6.0000%  | 0.0000% | $11841042.58       | $12335173.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4842 | 2052-10-01      | 5.5000%  | 0.0000% | $15106.25          | $15247.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBY8653 | 2053-11-01      | 7.0000%  | 0.0000% | $402659.03         | $429619.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0892 | 2048-11-01      | 4.5000%  | 0.0000% | $5257354.91        | $5144248.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRBM7757 | 2045-06-01      | 3.5000%  | 0.0000% | $10472675.56       | $9747950.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | 0.0000% | $19276823.73       | $18275628.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2263 | 2055-07-01      | 6.5000%  | 0.0000% | $1033305.00        | $1079812.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9867 | 2055-01-01      | 5.0000%  | 0.0000% | $2275989.57        | $2237650.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8796 | 2054-08-01      | 6.5000%  | 0.0000% | $2600207.40        | $2711077.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB7571 | 2054-07-01      | 7.0000%  | 0.0000% | $435140.94         | $462312.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4630 | 2053-12-01      | 6.5000%  | 0.0000% | $700497.40         | $744474.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4391 | 2053-11-01      | 7.0000%  | 0.0000% | $591358.28         | $637170.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA3464 | 2053-11-01      | 7.0000%  | 0.0000% | $1081112.19        | $1155510.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  | 0.0000% | $9086154.50        | $8548121.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4774 | 2045-04-01      | 3.0000%  | 0.0000% | $16918330.12       | $15088674.76       | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  | 0.0000% | $517014.75         | $486246.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9994 | 2053-10-01      | 6.0000%  | 0.0000% | $23764109.72       | $24490420.12       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  | 0.0000% | $22456975.00       | $22271879.63       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $34889610.42       | $36423222.01       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $16137598.16       | $13627376.84       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $2613747.96        | $2706510.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3001 | 2053-05-01      | 6.0000%  | 0.0000% | $25085527.49       | $26027823.52       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  | 0.0000% | $4010.60           | $4053.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CTZA2511 | 2038-06-01      | 4.0000%  | 0.0000% | $89494.30          | $88151.01          | Agency Mortgage-Backed Securities |

### Security 142: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 986PPM008, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 986PPM008_4.32_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.8000%  | 0.0000% | $207.46            | $205.97            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.9953%  | 0.0000% | $54.97             | $55.31             | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 7.2202%  | 0.0000% | $244375.72         | $251530.58         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5133%  | 0.0000% | $102449.57         | $105975.66         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 5.9552%  | 0.0000% | $1204135.67        | $1212913.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.5552%  | 0.0000% | $10812792.24       | $10768400.88       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6552%  | 0.0000% | $9564301.15        | $9547912.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.6552%  | 0.0000% | $2736128.68        | $2740570.62        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.1552%  | 0.0000% | $4352995.64        | $4327465.30        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.1552%  | 0.0000% | $3373868.45        | $3360376.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.8197%  | 0.0000% | $1500674.88        | $1493059.55        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4052%  | 0.0000% | $6071037.15        | $6079225.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  | 0.0000% | $5491095.44        | $3920829.75        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.8145%  | 0.0000% | $120142.71         | $118995.00         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $630587.86         | $611835.86         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  | 0.0000% | $161458.88         | $160961.71         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R24F103 | 2055-01-25      | 5.8052%  | 0.0000% | $6260560.45        | $6277478.20        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105FB R24F105 | 2055-01-25      | 5.5052%  | 0.0000% | $9411157.20        | $9373791.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.6552%  | 0.0000% | $4007375.60        | $4009889.99        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL013FA R25F013 | 2055-03-25      | 5.6052%  | 0.0000% | $2062007.04        | $2058801.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.9152%  | 0.0000% | $21437692.00       | $21084262.99       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.1552%  | 0.0000% | $2327279.07        | $2314306.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8052%  | 0.0000% | $748568.60         | $753998.92         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.7052%  | 0.0000% | $6213734.58        | $6238591.91        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53 | 2053-09-25      | 5.6552%  | 0.0000% | $2083424.38        | $2092352.77        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2052%  | 0.0000% | $2162280.11        | $2149706.33        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.1552%  | 0.0000% | $5248399.62        | $5219344.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 5.1052%  | 0.0000% | $8228513.25        | $8168437.31        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.7252%  | 0.0000% | $527637.36         | $527087.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4519%  | 0.0000% | $193.65            | $193.37            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $133216.52         | $129388.36         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 7.0431%  | 0.0000% | $397.36            | $399.71            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.1552%  | 0.0000% | $7548843.20        | $7506765.92        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2052%  | 0.0000% | $389.73            | $389.43            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.0552%  | 0.0000% | $943843.09         | $952365.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.8552%  | 0.0000% | $192537.16         | $194103.69         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5518FC 03/25/55 | 2055-03-25      | 5.6252%  | 0.0000% | $2268594.34        | $2266575.91        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.7903%  | 0.0000% | $253069.49         | $256542.16         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5180ME 03/25/51 | 2051-03-25      | 2.0000%  | 0.0000% | $1465819.20        | $812430.45         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.1552%  | 0.0000% | $4542088.47        | $4520513.53        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5545FA 06/25/55 | 2055-06-25      | 5.8552%  | 0.0000% | $9264000.89        | $9457499.90        | Agency Collateralized Mortgage Obligation |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $112593.48         | $112626.47         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A83512 G | 2038-12-01      | 5.0000%  | 0.0000% | $14201.20          | $14118.62          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $128970.04         | $121483.26         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $61.83             | $63.63             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  | 0.0000% | $47749.38          | $48676.79          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  | 0.0000% | $44348.77          | $45857.66          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $24.16             | $25.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  | 0.0000% | $525001.18         | $494571.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  | 0.0000% | $38517.64          | $39492.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4799 | 2041-06-01      | 5.5000%  | 0.0000% | $17029.25          | $17422.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  | 0.0000% | $29562.28          | $29624.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  | 0.0000% | $31801.02          | $32535.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  | 0.0000% | $97462.57          | $88273.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX5852 | 2044-11-01      | 4.0000%  | 0.0000% | $372871.72         | $355453.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  | 0.0000% | $575703.25         | $461251.20         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  | 0.0000% | $1947129.44        | $2002677.04        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  | 0.0000% | $296450.58         | $276736.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $328932.72         | $326237.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS7143 | 2052-04-01      | 2.0000%  | 0.0000% | $260893.94         | $207309.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  | 0.0000% | $347045.02         | $338255.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1285 | 2052-02-01      | 3.5000%  | 0.0000% | $13524.55          | $12315.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9498 | 2048-05-01      | 4.5000%  | 0.0000% | $44017.89          | $43872.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9413 | 2051-11-01      | 4.0000%  | 0.0000% | $11244.30          | $10499.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9067 | 2051-10-01      | 2.5000%  | 0.0000% | $508662.91         | $421991.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7407 | 2051-04-01      | 2.5000%  | 0.0000% | $190712.53         | $158398.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM6134 | 2040-03-01      | 3.0000%  | 0.0000% | $7823.41           | $7361.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM5545 | 2035-12-01      | 2.5000%  | 0.0000% | $47717.67          | $44688.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $328457.11         | $335882.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5709 | 2053-02-01      | 6.5000%  | 0.0000% | $134.65            | $142.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1654 | 2051-09-01      | 2.0000%  | 0.0000% | $668620.55         | $536901.70         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  | 0.0000% | $2400000.00        | $2096164.67        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3649 | 2031-09-01      | 2.8500%  | 0.0000% | $2086864.20        | $1938408.51        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  | 0.0000% | $31922.52          | $30127.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  | 0.0000% | $40986.50          | $38095.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  | 0.0000% | $131617.57         | $125305.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  | 0.0000% | $631047.41         | $505084.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $334254.00         | $315777.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $55448.72          | $46611.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9102 | 2048-03-01      | 4.0000%  | 0.0000% | $298166.52         | $282683.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  | 0.0000% | $530268.96         | $502371.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  | 0.0000% | $1184224.15        | $942359.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $3581.84           | $3231.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $3024187.43        | $2399755.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $1243189.40        | $1180930.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  | 0.0000% | $99519.12          | $104102.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  | 0.0000% | $81412.20          | $76805.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  | 0.0000% | $1233381.54        | $1139445.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  | 0.0000% | $90944.96          | $94095.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7723 | 2054-06-01      | 6.0000%  | 0.0000% | $54154.09          | $55635.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $9930.01           | $9454.11           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49246 G | 2047-07-01      | 4.5000%  | 0.0000% | $47825.78          | $46826.22          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1240%  | 0.0000% | $878773.24         | $888976.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  | 0.0000% | $83482.81          | $84710.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  | 0.0000% | $51067.31          | $46316.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  | 0.0000% | $19917.02          | $20004.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  | 0.0000% | $16167.75          | $16415.65          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  | 0.0000% | $48377.30          | $49207.05          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  | 0.0000% | $24051.70          | $24668.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4726 | 2041-07-01      | 5.5000%  | 0.0000% | $14668.18          | $15042.88          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  | 0.0000% | $40139.01          | $40595.46          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02092 G | 2041-07-01      | 5.5000%  | 0.0000% | $19183.72          | $19693.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CJMA4369 | 2036-06-01      | 1.5000%  | 0.0000% | $298361.41         | $262459.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $952946.94         | $763334.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  | 0.0000% | $445.58            | $358.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  | 0.0000% | $485599.47         | $504330.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $79515.05          | $74900.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  | 0.0000% | $728973.01         | $584133.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2889 | 2041-05-01      | 5.5000%  | 0.0000% | $15275.98          | $15496.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  | 0.0000% | $36464.12          | $37386.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  | 0.0000% | $38006.10          | $38967.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  | 0.0000% | $50532.63          | $51810.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  | 0.0000% | $31871.65          | $32678.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  | 0.0000% | $41975.88          | $43038.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  | 0.0000% | $6403.66           | $6663.01           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.7920%  | 0.0000% | $224981.33         | $234031.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $12060.63          | $12186.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  | 0.0000% | $1446661.66        | $1468619.89        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $3185962.00        | $3130856.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $3568800.00        | $3641726.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  | 0.0000% | $105.32            | $105.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  | 0.0000% | $372007.52         | $331049.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  | 0.0000% | $492962.43         | $451536.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN8937 | 2049-06-01      | 3.5000%  | 0.0000% | $70998.61          | $65597.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  | 0.0000% | $147.25            | $139.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  | 0.0000% | $19263.40          | $18332.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN0346 | 2048-12-01      | 5.0000%  | 0.0000% | $1446420.81        | $1448717.40        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9040%  | 0.0000% | $1108978.53        | $1119962.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKBM5480 | 2048-04-01      | 3.0000%  | 0.0000% | $679343.73         | $591358.98         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  | 0.0000% | $4002187.51        | $3503945.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  | 0.0000% | $1273781.18        | $1240268.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $378047.69         | $367444.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $171662.33         | $166847.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  | 0.0000% | $468484.95         | $445355.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  | 0.0000% | $41996.26          | $42514.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  | 0.0000% | $4815.33           | $4941.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $6915.54           | $7008.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  | 0.0000% | $16230127.80       | $16405324.82       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  | 0.0000% | $15687.06          | $16471.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $111651.85         | $112396.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $107970.95         | $104231.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $2944598.34        | $2836054.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $607548.28         | $585152.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6704 | 2052-02-01      | 3.0000%  | 0.0000% | $9822.52           | $8603.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4527 | 2051-02-01      | 2.5000%  | 0.0000% | $23515.32          | $19691.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  | 0.0000% | $93647.92          | $96667.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $84691.71          | $83808.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  | 0.0000% | $170142.40         | $151402.35         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  | 0.0000% | $145510.50         | $137456.09         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  | 0.0000% | $52758.39          | $50344.60          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  | 0.0000% | $275000.00         | $254250.20         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49383 G | 2047-07-01      | 4.5000%  | 0.0000% | $95743.77          | $93149.69          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49212 G | 2047-06-01      | 4.5000%  | 0.0000% | $85615.76          | $83844.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $738667.38         | $714235.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  | 0.0000% | $570753.09         | $527044.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $26245.52          | $23336.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  | 0.0000% | $309121.40         | $315533.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2030 | 2055-06-01      | 5.5000%  | 0.0000% | $212261.00         | $214247.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2667 | 2055-06-01      | 6.0000%  | 0.0000% | $374634.60         | $383846.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6216 | 2055-04-01      | 6.0000%  | 0.0000% | $6745.02           | $6974.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2883 | 2055-03-01      | 6.5000%  | 0.0000% | $352109.50         | $366181.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0038 | 2055-01-01      | 6.5000%  | 0.0000% | $346429.92         | $361372.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9680 | 2054-12-01      | 5.5000%  | 0.0000% | $838950.06         | $844519.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  | 0.0000% | $73401.51          | $74122.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1867 | 2054-09-01      | 5.5000%  | 0.0000% | $761773.24         | $771185.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8641 | 2054-07-01      | 7.0000%  | 0.0000% | $14508.08          | $15371.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7684 | 2054-07-01      | 6.0000%  | 0.0000% | $998728.60         | $1022606.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  | 0.0000% | $527437.37         | $551951.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5168 | 2054-06-01      | 5.5000%  | 0.0000% | $748111.58         | $758186.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  | 0.0000% | $346360.31         | $354866.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  | 0.0000% | $252392.16         | $267538.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  | 0.0000% | $47690.92          | $49678.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  | 0.0000% | $784312.44         | $812131.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  | 0.0000% | $316401.90         | $326610.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4772 | 2054-01-01      | 7.0000%  | 0.0000% | $243556.48         | $258657.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1538 | 2053-09-01      | 6.0000%  | 0.0000% | $85390.06          | $87273.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  | 0.0000% | $46078.12          | $47504.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  | 0.0000% | $27968.69          | $28859.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  | 0.0000% | $31294.89          | $31620.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  | 0.0000% | $57640.97          | $59677.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  | 0.0000% | $41623.53          | $42130.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $28613.11          | $25595.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  | 0.0000% | $1132625.73        | $1011073.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  | 0.0000% | $48885.23          | $45454.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $22.14             | $21.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  | 0.0000% | $560513.29         | $540274.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CJAJ5332 | 2026-11-01      | 3.0000%  | 0.0000% | $6122.41           | $6065.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  | 0.0000% | $142473.50         | $123547.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  | 0.0000% | $1521643.16        | $1464664.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $9972458.30        | $10017998.09       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  | 0.0000% | $33632.73          | $34885.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD8208 | 2047-04-01      | 4.0000%  | 0.0000% | $351155.67         | $333026.99         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  | 0.0000% | $3779010.65        | $3542590.49        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $297.61            | $286.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5105 | 2048-12-01      | 5.0000%  | 0.0000% | $1682659.19        | $1685936.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  | 0.0000% | $50323.79          | $52392.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH2705 | 2047-05-01      | 4.5000%  | 0.0000% | $18142.27          | $17747.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 K0679879 | 2029-09-01      | 7.5000%  | 0.0000% | $4401.96           | $4485.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  | 0.0000% | $97523.48          | $92432.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $184667.55         | $174935.24         | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $5.35              | $5.41              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $32.84             | $33.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $5987.21           | $5291.65           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $496.03            | $522.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  | 0.0000% | $175743.37         | $156800.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  | 0.0000% | $513146.20         | $517439.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  | 0.0000% | $717356.99         | $700962.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $7817898.44        | $7863864.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  | 0.0000% | $218855.30         | $210029.31         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A78954 G | 2036-05-01      | 6.0000%  | 0.0000% | $6520.31           | $6659.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $3063565.06        | $2611210.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $13875.52          | $14557.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  | 0.0000% | $2199949.72        | $2091336.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $19055.78          | $18796.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  | 0.0000% | $1711712.42        | $1582757.90        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $14.74             | $15.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $74169.21          | $69847.26          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  | 0.0000% | $58652.13          | $60224.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  | 0.0000% | $29730.31          | $28469.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  | 0.0000% | $18123.23          | $17530.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK7160 | 2048-07-01      | 4.0000%  | 0.0000% | $1633218.16        | $1547294.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  | 0.0000% | $128627.94         | $123136.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  | 0.0000% | $39474.41          | $40255.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1220 | 2054-04-01      | 5.5000%  | 0.0000% | $1822144.99        | $1835447.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  | 0.0000% | $64707.80          | $66345.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $391590.09         | $364530.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  | 0.0000% | $18333.49          | $18758.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  | 0.0000% | $758323.77         | $767537.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  | 0.0000% | $128128.43         | $132202.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5961 | 2054-04-01      | 5.0000%  | 0.0000% | $40271.31          | $39858.44          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.4073%  | 0.0000% | $22377.66          | $22194.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  | 0.0000% | $1375223.21        | $1335718.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  | 0.0000% | $117198.57         | $114463.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  | 0.0000% | $73465.26          | $69844.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH8026 | 2047-10-01      | 4.5000%  | 0.0000% | $9649.00           | $9396.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0613 | 2051-05-01      | 3.0000%  | 0.0000% | $425432.15         | $368758.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  | 0.0000% | $309427.87         | $313231.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  | 0.0000% | $760874.53         | $701662.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0171 | 2057-01-01      | 4.0000%  | 0.0000% | $9010.76           | $8408.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $298336.93         | $284038.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  | 0.0000% | $690087.15         | $679286.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW5329 | 2053-09-01      | 6.0000%  | 0.0000% | $548857.20         | $560740.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLCB0297 | 2051-05-01      | 1.5000%  | 0.0000% | $10543135.66       | $7936485.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  | 0.0000% | $690870.06         | $553419.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA9529 | 2049-05-01      | 4.0000%  | 0.0000% | $425187.76         | $403594.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $5895967.33        | $4723790.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  | 0.0000% | $1670521.41        | $1338129.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  | 0.0000% | $2207134.52        | $1768356.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  | 0.0000% | $528938.39         | $422193.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $2307293.89        | $1835334.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  | 0.0000% | $829204.73         | $666084.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $2442006.12        | $1956538.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  | 0.0000% | $5465575.87        | $4395963.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  | 0.0000% | $4687299.25        | $3766343.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  | 0.0000% | $99.62             | $90.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $903019.39         | $827136.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2335 | 2048-09-01      | 4.0000%  | 0.0000% | $1783980.05        | $1680441.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6421 | 2050-07-01      | 3.0000%  | 0.0000% | $15954.92          | $13889.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $255368.24         | $249982.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2015 | 2053-05-01      | 6.0000%  | 0.0000% | $248309.96         | $254017.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | 0.0000% | $857952.59         | $843163.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  | 0.0000% | $284714.97         | $302507.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  | 0.0000% | $142072.06         | $151089.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  | 0.0000% | $113420.79         | $100664.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4737 | 2050-09-01      | 3.5000%  | 0.0000% | $27254.72          | $24813.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1085 | 2051-04-01      | 2.5000%  | 0.0000% | $468706.34         | $391642.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2632 | 2048-11-01      | 4.0000%  | 0.0000% | $1144910.07        | $1077745.32        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $2689202.60        | $2642689.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLBU1325 | 2052-02-01      | 1.5000%  | 0.0000% | $186326.44         | $139870.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  | 0.0000% | $3588509.91        | $3445910.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  | 0.0000% | $967981.48         | $955746.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  | 0.0000% | $4636938.41        | $4421604.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0895 | 2053-09-01      | 6.0000%  | 0.0000% | $619276.76         | $634108.64         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  | 0.0000% | $1115448.52        | $1093332.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  | 0.0000% | $12539.79          | $11332.54          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  | 0.0000% | $5126736.81        | $4742302.76        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM5292 | 2032-06-01      | 3.2184%  | 0.0000% | $144955.39         | $138251.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $32314.19          | $29973.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4009 | 2053-03-01      | 5.5000%  | 0.0000% | $1467539.98        | $1477528.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  | 0.0000% | $144026.09         | $148305.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA9320 | 2054-02-01      | 7.5000%  | 0.0000% | $182644.15         | $199586.89         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  | 0.0000% | $2964560.45        | $2733662.86        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.6995%  | 0.0000% | $289802.36         | $285989.36         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1529%  | 0.0000% | $1141000.00        | $988610.73         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5827%  | 0.0000% | $777406.36         | $734571.42         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5827%  | 0.0000% | $1171842.00        | $1004946.15        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  | 0.0000% | $185.82            | $181.25            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2863%  | 0.0000% | $418.20            | $357.97            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6199%  | 0.0000% | $572214.97         | $579945.40         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $9359.29           | $8448.57           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  | 0.0000% | $31898.86          | $30311.15          | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5399%  | 0.0000% | $948904.44         | $897911.20         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5174%  | 0.0000% | $2550015.00        | $2209325.42        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  | 0.0000% | $46352.37          | $42846.42          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3594%  | 0.0000% | $1150000.00        | $994917.61         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052 | 2030-10-25      | 0.8780%  | 0.0000% | $179070.70         | $173390.98         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $70831.89          | $67478.41          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $1661370.00        | $1560321.79        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.2004%  | 0.0000% | $355902.09         | $330576.71         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $372921.09         | $354391.20         | Agency Mortgage-Backed Securities         |
| FNMA MNRM RC019A2 R19M019 | 2029-09-25      | 2.5600%  | 0.0000% | $81584.20          | $78626.22          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R19M006 | 2029-01-25      | 3.4500%  | 0.0000% | $498959.05         | $490585.61         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A1 R18M012 | 2030-08-25      | 3.5460%  | 0.0000% | $14255.17          | $14215.82          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1624%  | 0.0000% | $1309644.18        | $1285759.11        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003 | 2026-02-25      | 2.7020%  | 0.0000% | $710482.28         | $702953.73         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9715%  | 0.0000% | $1556562.80        | $1516406.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  | 0.0000% | $235133.60         | $240440.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3054 | 2054-12-01      | 5.0000%  | 0.0000% | $201139.99         | $198296.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3011 | 2054-12-01      | 5.0000%  | 0.0000% | $497083.96         | $490210.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  | 0.0000% | $1891578.55        | $1861763.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  | 0.0000% | $32544.86          | $32738.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $53444.23          | $53723.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1757 | 2054-06-01      | 5.0000%  | 0.0000% | $2500.07           | $2473.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $38639.45          | $36616.76          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  | 0.0000% | $866400.00         | $860481.04         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  | 0.0000% | $1743800.00        | $1849273.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  | 0.0000% | $1126839.03        | $1162408.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8775 | 2053-09-01      | 6.5000%  | 0.0000% | $94514.70          | $100375.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  | 0.0000% | $598769.75         | $615369.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  | 0.0000% | $154313.59         | $159980.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX2892 | 2052-12-01      | 5.0000%  | 0.0000% | $341234.88         | $338343.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9849 | 2052-09-01      | 5.0000%  | 0.0000% | $118534.49         | $117633.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $245.67            | $242.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW7332 | 2052-09-01      | 3.5000%  | 0.0000% | $39380.52          | $35479.07          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0420%  | 0.0000% | $1552321.57        | $1531172.83        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0890%  | 0.0000% | $2859315.39        | $2825586.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6300 | 2052-08-01      | 5.0000%  | 0.0000% | $148.49            | $146.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1082 | 2054-10-01      | 6.5000%  | 0.0000% | $532773.02         | $562587.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1670 | 2055-05-01      | 4.5000%  | 0.0000% | $525039.40         | $505966.82         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49334 G | 2047-07-01      | 4.5000%  | 0.0000% | $66446.37          | $64586.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  | 0.0000% | $1050722.57        | $1029272.07        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  | 0.0000% | $3850000.00        | $3547520.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0194 | 2054-07-01      | 6.5000%  | 0.0000% | $855995.79         | $895328.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4349 | 2051-01-01      | 2.5000%  | 0.0000% | $33737.89          | $28400.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $549987.55         | $563099.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1191 | 2055-05-01      | 6.0000%  | 0.0000% | $1490542.88        | $1532430.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2260 | 2055-04-01      | 6.0000%  | 0.0000% | $761457.60         | $784405.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2836 | 2054-11-01      | 5.0000%  | 0.0000% | $264192.72         | $259618.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  | 0.0000% | $216425.24         | $225677.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  | 0.0000% | $99677.10          | $98444.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX1397 | 2054-12-01      | 6.0000%  | 0.0000% | $157112.66         | $160638.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8530 | 2055-05-01      | 5.5000%  | 0.0000% | $225073.95         | $226484.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1947 | 2052-09-01      | 3.5000%  | 0.0000% | $1662274.20        | $1499754.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5697 | 2055-05-01      | 4.0000%  | 0.0000% | $4289.84           | $3994.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL1434 | 2048-03-01      | 3.5000%  | 0.0000% | $606471.29         | $562473.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2857 | 2054-12-01      | 5.0000%  | 0.0000% | $2284723.84        | $2258764.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  | 0.0000% | $313262.04         | $327222.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  | 0.0000% | $989904.20         | $897298.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0435 | 2054-10-01      | 5.5000%  | 0.0000% | $81075.73          | $81922.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6656 | 2055-06-01      | 6.0000%  | 0.0000% | $1333331.60        | $1360989.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4932 | 2055-06-01      | 6.0000%  | 0.0000% | $526265.99         | $542677.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4718 | 2055-05-01      | 6.0000%  | 0.0000% | $514318.74         | $530674.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY0645 | 2055-04-01      | 6.0000%  | 0.0000% | $26722.29          | $27393.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5863 | 2055-02-01      | 6.0000%  | 0.0000% | $6719.44           | $6902.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX0353 | 2054-12-01      | 6.5000%  | 0.0000% | $496061.74         | $524992.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $821797.18         | $808589.07         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0361 G        | 2054-07-01      | 5.9540%  | 0.0000% | $1941716.52        | $1993129.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $2057.21           | $1917.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $2425871.37        | $2399084.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $6246.14           | $5825.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $486994.02         | $480788.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4750 | 2052-07-01      | 2.0000%  | 0.0000% | $442938.63         | $350954.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $8790.10           | $7308.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $1494845.51        | $1188148.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CKMA0185 | 2039-08-01      | 5.5000%  | 0.0000% | $15091.45          | $15065.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB6337 | 2027-10-01      | 2.5000%  | 0.0000% | $246769.00         | $242673.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA8899 | 2054-01-01      | 7.0000%  | 0.0000% | $137584.41         | $146357.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9884 | 2054-08-01      | 6.0000%  | 0.0000% | $1355139.29        | $1390228.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  | 0.0000% | $185.69            | $164.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $50719.22          | $51162.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  | 0.0000% | $2359.12           | $1956.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2296 | 2052-01-01      | 3.5000%  | 0.0000% | $33729.29          | $30607.53          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48625 G | 2047-06-01      | 4.5000%  | 0.0000% | $78802.15          | $76918.62          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48273 G | 2047-05-01      | 4.5000%  | 0.0000% | $72804.16          | $71656.98          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  | 0.0000% | $29815.56          | $29667.43          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  | 0.0000% | $53032.18          | $47469.78          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  | 0.0000% | $24164.11          | $23567.74          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  | 0.0000% | $144139.43         | $135849.89         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02207 G | 2041-07-01      | 5.0000%  | 0.0000% | $15788.97          | $15768.14          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02027 G | 2041-07-01      | 5.0000%  | 0.0000% | $17454.96          | $17431.93          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  | 0.0000% | $45959.57          | $46294.10          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  | 0.0000% | $44611.96          | $44892.70          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00424 G | 2041-05-01      | 5.5000%  | 0.0000% | $2590.99           | $2660.46           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00422 G | 2041-04-01      | 5.5000%  | 0.0000% | $18407.21          | $18855.51          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  | 0.0000% | $26865.65          | $27519.39          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00443 G | 2041-04-01      | 5.5000%  | 0.0000% | $18612.41          | $19106.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  | 0.0000% | $11467987.59       | $11832019.73       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  | 0.0000% | $19162.79          | $17867.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $19605008.22       | $19776170.84       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $84026.05          | $82946.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $197596.83         | $194528.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $978361.32         | $993214.37         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841704 G        | 2054-01-01      | 6.0100%  | 0.0000% | $1319306.45        | $1356755.47        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $135.34            | $138.90            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $12.52             | $12.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  | 0.0000% | $149375.43         | $148002.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  | 0.0000% | $40858.14          | $39665.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  | 0.0000% | $10148.27          | $9547.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $100194.44         | $88583.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $439533.67         | $406594.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  | 0.0000% | $3408464.49        | $3160080.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $5132.07           | $4776.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3643 | 2044-10-01      | 4.0000%  | 0.0000% | $1164470.45        | $1110077.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $30.77             | $28.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  | 0.0000% | $723966.09         | $673936.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  | 0.0000% | $138203.48         | $130886.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  | 0.0000% | $44208.24          | $42768.12          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  | 0.0000% | $48664.78          | $45035.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8840 | 2046-06-01      | 4.5000%  | 0.0000% | $103498.92         | $101421.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9728 | 2045-02-01      | 4.0000%  | 0.0000% | $102683.90         | $98648.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL5080 | 2043-06-01      | 3.0000%  | 0.0000% | $16143.70          | $14615.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  | 0.0000% | $916251.62         | $969149.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  | 0.0000% | $18877.40          | $19235.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  | 0.0000% | $120743.80         | $122519.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $126422.39         | $120461.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $10821.91          | $10248.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $1237227.29        | $1173815.95        | Agency Mortgage-Backed Securities         |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $69440.00          | $70405.55          | U.S. Treasuries (including strips)        |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2025-07-08

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer