# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001410368-25-033516
**Filing Date:** 2025-12
**Character Count:** 1110352
**Document Hash:** e3c9a742306a6f336d40179195b8107a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033516.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001410368-25-033516

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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:** 251552566

**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):** 2025-11-30

**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:** 38 days

- **WAL:** 92 days

- **Total Value of Portfolio Securities:** $32157273214.57

- **Amortized Cost of Portfolio Securities:** $32153165012.34

- **Cash:** $906416.99

- **Total Other Assets:** $55491838.61

- **Total Liabilities:** $565464701.12

- **Net Assets of Series:** $31644098566.82

- **Number of Shares Outstanding (Series):** 31643732307.4750

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $21418051912.59           | $26058434258.49            | 67.3700%                  | 81.9700%                   |
| 2025-11-04 | $21500455373.35           | $25939870450.10            | 67.9300%                  | 81.9600%                   |
| 2025-11-05 | $21310903744.63           | $26240354180.83            | 66.8300%                  | 82.2800%                   |
| 2025-11-06 | $21796066884.70           | $26774939331.90            | 67.4700%                  | 82.8800%                   |
| 2025-11-07 | $21652395687.69           | $26480970775.24            | 67.7400%                  | 82.8400%                   |
| 2025-11-10 | $21733802426.35           | $26463058482.05            | 67.9000%                  | 82.6700%                   |
| 2025-11-11 | $21733955981.78           | $26463256753.88            | 65.7500%                  | 80.0500%                   |
| 2025-11-12 | $20762160226.25           | $26090486759.55            | 66.1500%                  | 83.1200%                   |
| 2025-11-13 | $20819593367.31           | $26047948208.66            | 66.4200%                  | 83.1000%                   |
| 2025-11-14 | $20932494932.55           | $25960883788.00            | 66.9500%                  | 83.0400%                   |
| 2025-11-17 | $20768192494.19           | $26055806824.94            | 66.3500%                  | 83.2500%                   |
| 2025-11-18 | $21762561544.37           | $26451223297.57            | 68.8100%                  | 83.6400%                   |
| 2025-11-19 | $21209433752.83           | $26497643928.23            | 66.8800%                  | 83.5500%                   |
| 2025-11-20 | $21359662068.02           | $26647906832.12            | 67.5500%                  | 84.2700%                   |
| 2025-11-21 | $21692967110.35           | $26655767832.30            | 68.5700%                  | 84.2600%                   |
| 2025-11-24 | $21651645392.37           | $26814095356.12            | 68.1100%                  | 84.3500%                   |
| 2025-11-25 | $22591402246.47           | $27654368502.72            | 69.2300%                  | 84.7500%                   |
| 2025-11-26 | $22327202755.78           | $27489744283.33            | 68.7600%                  | 84.6600%                   |
| 2025-11-28 | $22216206871.81           | $27224346024.11            | 68.9700%                  | 84.5100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1500%             |
| 2025-11-04 | 4.1300%             |
| 2025-11-05 | 4.1100%             |
| 2025-11-06 | 4.1000%             |
| 2025-11-07 | 4.0500%             |
| 2025-11-10 | 4.0300%             |
| 2025-11-11 | 4.0200%             |
| 2025-11-12 | 4.0200%             |
| 2025-11-13 | 4.0200%             |
| 2025-11-14 | 4.0300%             |
| 2025-11-17 | 4.0300%             |
| 2025-11-18 | 4.0300%             |
| 2025-11-19 | 4.0300%             |
| 2025-11-20 | 4.0200%             |
| 2025-11-21 | 4.0000%             |
| 2025-11-24 | 4.0000%             |
| 2025-11-25 | 4.0000%             |
| 2025-11-26 | 4.0200%             |
| 2025-11-28 | 4.0500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0001                      |
|  |  |
| 2025-11-04 | 1.0001                      |
|  |  |
| 2025-11-05 | 1.0001                      |
|  |  |
| 2025-11-06 | 1.0002                      |
|  |  |
| 2025-11-07 | 1.0002                      |
|  |  |
| 2025-11-10 | 1.0002                      |
|  |  |
| 2025-11-11 | 1.0001                      |
|  |  |
| 2025-11-12 | 1.0002                      |
|  |  |
| 2025-11-13 | 1.0001                      |
|  |  |
| 2025-11-14 | 1.0001                      |
|  |  |
| 2025-11-17 | 1.0001                      |
|  |  |
| 2025-11-18 | 1.0001                      |
|  |  |
| 2025-11-19 | 1.0001                      |
|  |  |
| 2025-11-20 | 1.0001                      |
|  |  |
| 2025-11-21 | 1.0001                      |
|  |  |
| 2025-11-24 | 1.0001                      |
|  |  |
| 2025-11-25 | 1.0002                      |
|  |  |
| 2025-11-26 | 1.0001                      |
|  |  |
| 2025-11-28 | 1.0001                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $22384948324.18

- **Number of Shares Outstanding:** 22384694068.1260

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0001          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0001          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $504069090.87             | $482257035.78           |
| 2025-11-04 | $560847001.35             | $470180838.94           |
| 2025-11-05 | $412207060.09             | $472740305.61           |
| 2025-11-06 | $384634516.73             | $373804727.65           |
| 2025-11-07 | $521381386.16             | $432479364.15           |
| 2025-11-10 | $350231425.17             | $406937965.36           |
| 2025-11-11 | $546926562.53             | $409861336.72           |
| 2025-11-12 | $230107880.18             | $542081234.55           |
| 2025-11-13 | $402740100.17             | $373825124.56           |
| 2025-11-14 | $389984778.26             | $453777585.39           |
| 2025-11-17 | $493364476.34             | $432438767.43           |
| 2025-11-18 | $494316987.47             | $378227463.53           |
| 2025-11-19 | $459712338.80             | $415966782.75           |
| 2025-11-20 | $433851879.93             | $417850899.66           |
| 2025-11-21 | $502478270.82             | $413205613.12           |
| 2025-11-24 | $463196050.04             | $364984147.01           |
| 2025-11-25 | $445447137.13             | $434956511.22           |
| 2025-11-26 | $393067710.83             | $482396651.94           |
| 2025-11-28 | $480820695.33             | $473909460.29           |

**Total Gross Subscriptions (Month):** $8469385348.20

**Total Gross Redemptions (Month):** $8231881815.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.4400%           |
| 2025-11-04 | 3.4300%           |
| 2025-11-05 | 3.4000%           |
| 2025-11-06 | 3.3900%           |
| 2025-11-07 | 3.3400%           |
| 2025-11-10 | 3.3200%           |
| 2025-11-11 | 3.3100%           |
| 2025-11-12 | 3.3100%           |
| 2025-11-13 | 3.3100%           |
| 2025-11-14 | 3.3200%           |
| 2025-11-17 | 3.3200%           |
| 2025-11-18 | 3.3200%           |
| 2025-11-19 | 3.3200%           |
| 2025-11-20 | 3.3100%           |
| 2025-11-21 | 3.2900%           |
| 2025-11-24 | 3.2900%           |
| 2025-11-25 | 3.2900%           |
| 2025-11-26 | 3.3100%           |
| 2025-11-28 | 3.3400%           |

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

### Class: Retirement Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9259150242.64

- **Number of Shares Outstanding:** 9259038239.3490

- **Expense Reimbursement/Waiver:** 3778615.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0001          |
|  |  |
| 2025-11-05 | 1.0001          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-11 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0001          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $572230100.58             | $564409399.57           |
| 2025-11-04 | $513418152.46             | $492344873.35           |
| 2025-11-05 | $605747607.29             | $583335316.51           |
| 2025-11-06 | $555339249.65             | $515619367.25           |
| 2025-11-07 | $562358909.53             | $502024741.86           |
| 2025-11-10 | $462695642.00             | $490138679.56           |
| 2025-11-11 | $498939841.94             | $472890765.77           |
| 2025-11-12 | $365775309.35             | $831489368.91           |
| 2025-11-13 | $600892427.06             | $365721065.18           |
| 2025-11-14 | $502011424.89             | $529295835.64           |
| 2025-11-17 | $543588501.00             | $555696385.97           |
| 2025-11-18 | $521039440.51             | $448043820.31           |
| 2025-11-19 | $536121312.15             | $536091589.10           |
| 2025-11-20 | $553739411.04             | $530659435.39           |
| 2025-11-21 | $548551582.47             | $545754060.98           |
| 2025-11-24 | $545387928.45             | $491502385.62           |
| 2025-11-25 | $521144582.97             | $502030317.05           |
| 2025-11-26 | $641990080.21             | $649443134.89           |
| 2025-11-28 | $604457970.55             | $620583865.70           |

**Total Gross Subscriptions (Month):** $10255429474.10

**Total Gross Redemptions (Month):** $10227074408.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.4400%           |
| 2025-11-04 | 3.4200%           |
| 2025-11-05 | 3.3900%           |
| 2025-11-06 | 3.3800%           |
| 2025-11-07 | 3.3400%           |
| 2025-11-10 | 3.3200%           |
| 2025-11-11 | 3.3100%           |
| 2025-11-12 | 3.3100%           |
| 2025-11-13 | 3.3100%           |
| 2025-11-14 | 3.3100%           |
| 2025-11-17 | 3.3100%           |
| 2025-11-18 | 3.3100%           |
| 2025-11-19 | 3.3000%           |
| 2025-11-20 | 3.3000%           |
| 2025-11-21 | 3.2800%           |
| 2025-11-24 | 3.2800%           |
| 2025-11-25 | 3.2800%           |
| 2025-11-26 | 3.3000%           |
| 2025-11-28 | 3.3400%           |

**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 4.205000%
- **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):** $75002112.75
- **C.18.a - Value (excl. sponsor support):** $75002112.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 2: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **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):** $40014040.40
- **C.18.a - Value (excl. sponsor support):** $40014040.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **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):** $37014296.43
- **C.18.a - Value (excl. sponsor support):** $37014296.43
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.170000%
- **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):** $60026751.00
- **C.18.a - Value (excl. sponsor support):** $60026751.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.185000%
- **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):** $30016360.20
- **C.18.a - Value (excl. sponsor support):** $30016360.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **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):** $45000858.15
- **C.18.a - Value (excl. sponsor support):** $45000858.15
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 7: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70048692.00
- **C.18.a - Value (excl. sponsor support):** $70048692.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 8: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $74999582.25
- **C.18.a - Value (excl. sponsor support):** $74999582.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 9: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99993291.00
- **C.18.a - Value (excl. sponsor support):** $99993291.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 10: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.170000%
- **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):** $60017481.00
- **C.18.a - Value (excl. sponsor support):** $60017481.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 11: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.085000%
- **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):** $175004707.50
- **C.18.a - Value (excl. sponsor support):** $175004707.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 12: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.085000%
- **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):** $65001793.35
- **C.18.a - Value (excl. sponsor support):** $65001793.35
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 13: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **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):** $124998286.25
- **C.18.a - Value (excl. sponsor support):** $124998286.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 14: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125697768.83
- **C.18.a - Value (excl. sponsor support):** $125697768.83
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199997666.00
- **C.18.a - Value (excl. sponsor support):** $199997666.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7G65, C.4 - ISIN: US3130B7G650, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $177934670.44
- **C.18.a - Value (excl. sponsor support):** $177934670.44
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14000874.30
- **C.18.a - Value (excl. sponsor support):** $14000874.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 18: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99992438.00
- **C.18.a - Value (excl. sponsor support):** $99992438.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99871374.00
- **C.18.a - Value (excl. sponsor support):** $99871374.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59997289.20
- **C.18.a - Value (excl. sponsor support):** $59997289.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125033255.00
- **C.18.a - Value (excl. sponsor support):** $125033255.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134959436.55
- **C.18.a - Value (excl. sponsor support):** $134959436.55
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit System Discount Notes

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QP6, C.4 - ISIN: US313313QP69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34937875.00
- **C.18.a - Value (excl. sponsor support):** $34937875.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QP4, C.4 - ISIN: US313385QP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59893500.00
- **C.18.a - Value (excl. sponsor support):** $59893500.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: 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):** $89682812.10
- **C.18.a - Value (excl. sponsor support):** $89682812.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99617361.00
- **C.18.a - Value (excl. sponsor support):** $99617361.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49803646.00
- **C.18.a - Value (excl. sponsor support):** $49803646.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59703958.20
- **C.18.a - Value (excl. sponsor support):** $59703958.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34777968.75
- **C.18.a - Value (excl. sponsor support):** $34777968.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148175334.00
- **C.18.a - Value (excl. sponsor support):** $148175334.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34998376.00
- **C.18.a - Value (excl. sponsor support):** $34998376.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 32: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30011010.60
- **C.18.a - Value (excl. sponsor support):** $30011010.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 33: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.105000%
- **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):** $7999054.08
- **C.18.a - Value (excl. sponsor support):** $7999054.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 34: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50006501.50
- **C.18.a - Value (excl. sponsor support):** $50006501.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 35: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20000046.40
- **C.18.a - Value (excl. sponsor support):** $20000046.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 36: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40005068.40
- **C.18.a - Value (excl. sponsor support):** $40005068.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 37: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **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):** $25010316.75
- **C.18.a - Value (excl. sponsor support):** $25010316.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 38: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11005021.39
- **C.18.a - Value (excl. sponsor support):** $11005021.39
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 39: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55000934.45
- **C.18.a - Value (excl. sponsor support):** $55000934.45
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 40: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30011406.60
- **C.18.a - Value (excl. sponsor support):** $30011406.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 41: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24000865.20
- **C.18.a - Value (excl. sponsor support):** $24000865.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 42: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30005675.10
- **C.18.a - Value (excl. sponsor support):** $30005675.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 43: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35016856.70
- **C.18.a - Value (excl. sponsor support):** $35016856.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 44: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15003327.15
- **C.18.a - Value (excl. sponsor support):** $15003327.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 45: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20018651.40
- **C.18.a - Value (excl. sponsor support):** $20018651.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 46: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60005140.20
- **C.18.a - Value (excl. sponsor support):** $60005140.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 47: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35001816.15
- **C.18.a - Value (excl. sponsor support):** $35001816.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 48: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45004311.90
- **C.18.a - Value (excl. sponsor support):** $45004311.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 49: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60007318.80
- **C.18.a - Value (excl. sponsor support):** $60007318.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60029023.20
- **C.18.a - Value (excl. sponsor support):** $60029023.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 51: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20002259.60
- **C.18.a - Value (excl. sponsor support):** $20002259.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 52: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **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):** $50009421.00
- **C.18.a - Value (excl. sponsor support):** $50009421.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 53: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40026666.00
- **C.18.a - Value (excl. sponsor support):** $40026666.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 54: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **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):** $40004473.60
- **C.18.a - Value (excl. sponsor support):** $40004473.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 55: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.105000%
- **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):** $30001957.20
- **C.18.a - Value (excl. sponsor support):** $30001957.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 56: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15009316.35
- **C.18.a - Value (excl. sponsor support):** $15009316.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 57: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **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):** $70018151.00
- **C.18.a - Value (excl. sponsor support):** $70018151.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 58: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **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):** $20005446.20
- **C.18.a - Value (excl. sponsor support):** $20005446.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 59: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **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):** $40006226.80
- **C.18.a - Value (excl. sponsor support):** $40006226.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 60: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.195000%
- **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):** $32008726.08
- **C.18.a - Value (excl. sponsor support):** $32008726.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 61: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35020778.45
- **C.18.a - Value (excl. sponsor support):** $35020778.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 62: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100062196.00
- **C.18.a - Value (excl. sponsor support):** $100062196.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 63: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15007915.05
- **C.18.a - Value (excl. sponsor support):** $15007915.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 64: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20012903.00
- **C.18.a - Value (excl. sponsor support):** $20012903.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 65: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **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):** $90082800.00
- **C.18.a - Value (excl. sponsor support):** $90082800.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 66: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.115000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49985505.00
- **C.18.a - Value (excl. sponsor support):** $49985505.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24999013.75
- **C.18.a - Value (excl. sponsor support):** $24999013.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39998068.00
- **C.18.a - Value (excl. sponsor support):** $39998068.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86010271.84
- **C.18.a - Value (excl. sponsor support):** $86010271.84
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 70: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24003048.00
- **C.18.a - Value (excl. sponsor support):** $24003048.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 71: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69997192.30
- **C.18.a - Value (excl. sponsor support):** $69997192.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29998638.30
- **C.18.a - Value (excl. sponsor support):** $29998638.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 73: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99995086.00
- **C.18.a - Value (excl. sponsor support):** $99995086.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 74: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99965299.00
- **C.18.a - Value (excl. sponsor support):** $99965299.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 75: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79994426.40
- **C.18.a - Value (excl. sponsor support):** $79994426.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24999180.75
- **C.18.a - Value (excl. sponsor support):** $24999180.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62995974.30
- **C.18.a - Value (excl. sponsor support):** $62995974.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 78: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30001573.20
- **C.18.a - Value (excl. sponsor support):** $30001573.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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):** $60032977.80
- **C.18.a - Value (excl. sponsor support):** $60032977.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 81: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.160000%
- **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):** $40015532.00
- **C.18.a - Value (excl. sponsor support):** $40015532.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 82: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $98492342.61
- **C.18.a - Value (excl. sponsor support):** $98492342.61
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $119991544.80
- **C.18.a - Value (excl. sponsor support):** $119991544.80
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $74996991.00
- **C.18.a - Value (excl. sponsor support):** $74996991.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 4.150000%
- **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):** $65034356.40
- **C.18.a - Value (excl. sponsor support):** $65034356.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 86: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.170000%
- **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):** $19007454.65
- **C.18.a - Value (excl. sponsor support):** $19007454.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 87: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.190000%
- **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):** $60036358.20
- **C.18.a - Value (excl. sponsor support):** $60036358.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 88: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $60158068.80
- **C.18.a - Value (excl. sponsor support):** $60158068.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 4.190000%
- **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):** $50041169.50
- **C.18.a - Value (excl. sponsor support):** $50041169.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 90: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.190000%
- **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):** $40087249.20
- **C.18.a - Value (excl. sponsor support):** $40087249.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 91: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_3.88_1205
- **C.18 - Value (incl. sponsor support):** $298000000.00
- **C.18.a - Value (excl. sponsor support):** $298000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.2489%  | 0.0000% | $443.96            | $445.24            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DO5517 C     | 2055-11-20      | 6.0000%  | 0.0000% | $537002.11         | $555362.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5515 C     | 2055-11-20      | 5.5000%  | 0.0000% | $152863.87         | $156118.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5523 C     | 2055-11-20      | 6.5000%  | 0.0000% | $198672.43         | $207927.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5521 C     | 2055-11-20      | 6.5000%  | 0.0000% | $268410.24         | $280914.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3112 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2546494.63        | $2725772.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3110 C     | 2055-11-20      | 5.5000%  | 0.0000% | $370332.35         | $381858.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5896 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1425972.02        | $1510693.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5895 C     | 2055-11-20      | 6.5000%  | 0.0000% | $196113.06         | $206207.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5893 C     | 2055-11-20      | 6.5000%  | 0.0000% | $200516.75         | $210837.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5892 C     | 2055-11-20      | 6.0000%  | 0.0000% | $4301140.68        | $4520683.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5889 C     | 2055-11-20      | 6.0000%  | 0.0000% | $219761.29         | $229903.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5886 C     | 2055-11-20      | 5.5000%  | 0.0000% | $300453.58         | $308327.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  | 0.0000% | $125.31            | $128.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | 0.0000% | $15.13             | $15.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  | 0.0000% | $148.17            | $148.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  | 0.0000% | $131.84            | $136.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $1615668.81        | $1584998.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  | 0.0000% | $7622.19           | $7219.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  | 0.0000% | $182708.22         | $183154.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  | 0.0000% | $126.97            | $129.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $8336.74           | $8521.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  | 0.0000% | $50794.99          | $45972.92          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $53219.71          | $52080.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $121.85            | $124.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $74.85             | $74.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  | 0.0000% | $33.37             | $33.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | 0.0000% | $480837.51         | $472873.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | 0.0000% | $2.49              | $2.46              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $66.67             | $64.18             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $11.45             | $11.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5520 C     | 2055-11-20      | 6.5000%  | 0.0000% | $256061.42         | $267990.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5519 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1290147.19        | $1334258.62        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $2.30              | $2.37              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  | 0.0000% | $115497.96         | $121534.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $17.05             | $16.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | 0.0000% | $28.64             | $27.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  | 0.0000% | $400213.79         | $363125.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  | 0.0000% | $204871.43         | $215949.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  | 0.0000% | $409051.16         | $427239.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  | 0.0000% | $3752.21           | $3830.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  | 0.0000% | $1762813.81        | $1829784.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $614218.18         | $634283.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $122455.54         | $125180.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  | 0.0000% | $27883.06          | $25693.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $97938.98          | $101072.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  | 0.0000% | $887476.10         | $925835.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  | 0.0000% | $163010.98         | $170067.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  | 0.0000% | $162544.98         | $172419.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6218 | 2055-10-01      | 5.5000%  | 0.0000% | $235213.14         | $241558.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  | 0.0000% | $192956.74         | $194963.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  | 0.0000% | $59251.55          | $62571.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  | 0.0000% | $114.66            | $116.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  | 0.0000% | $142.61            | $145.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3111 C     | 2055-11-20      | 6.0000%  | 0.0000% | $999177.76         | $1043121.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5516 C     | 2055-11-20      | 6.0000%  | 0.0000% | $457427.32         | $473067.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5518 C     | 2055-11-20      | 6.0000%  | 0.0000% | $471705.99         | $487834.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5522 C     | 2055-11-20      | 6.5000%  | 0.0000% | $280779.18         | $293860.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5885 C     | 2055-11-20      | 5.5000%  | 0.0000% | $280869.77         | $288558.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5524 C     | 2055-11-20      | 6.5000%  | 0.0000% | $464388.75         | $486023.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5890 C     | 2055-11-20      | 6.0000%  | 0.0000% | $262717.55         | $274841.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5891 C     | 2055-11-20      | 6.0000%  | 0.0000% | $466560.57         | $488092.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5894 C     | 2055-11-20      | 6.5000%  | 0.0000% | $244682.14         | $257276.42         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  | 0.0000% | $229233.16         | $224397.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  | 0.0000% | $112900.48         | $114944.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  | 0.0000% | $41412.84          | $40665.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  | 0.0000% | $654560.58         | $629724.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $5426.93           | $5067.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  | 0.0000% | $4828.35           | $4910.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  | 0.0000% | $2854413.11        | $2990491.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $251573.03         | $264007.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $337936.73         | $349753.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  | 0.0000% | $1173337.05        | $1202760.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  | 0.0000% | $3987654.58        | $4123330.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $202713.53         | $205531.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | 0.0000% | $271075.03         | $280813.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $109.89            | $109.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  | 0.0000% | $85476.44          | $86781.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  | 0.0000% | $82420.04          | $85009.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  | 0.0000% | $3753.82           | $3831.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  | 0.0000% | $209943.69         | $216525.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  | 0.0000% | $173743.07         | $175136.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  | 0.0000% | $299.25            | $309.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  | 0.0000% | $384463.51         | $401258.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  | 0.0000% | $578.23            | $592.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  | 0.0000% | $241600.13         | $249746.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  | 0.0000% | $100145.17         | $104359.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  | 0.0000% | $192445.16         | $202059.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  | 0.0000% | $248371.14         | $251483.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  | 0.0000% | $12611.46          | $13311.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  | 0.0000% | $164656.07         | $169885.21         | Agency Mortgage-Backed Securities         |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $9.07              | $6.37              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  | 0.0000% | $2.74              | $2.21              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $24354199.00       | $25560018.41       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $57849667.20       | $58916779.77       | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/26     | 2026-07-31      | 3.9624%  | 0.0000% | $703831.30         | $706070.30         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $4290469.90        | $4492662.68        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $60345.00          | $61229.27          | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $8376362.80        | $8322930.07        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $60004475.40       | $59459939.10       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | 0.0000% | $46849608.10       | $45905920.01       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $95032.20          | $95587.27          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $14.90             | $13.71             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $22350.00          | $16844.14          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $630001.80         | $560759.61         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $12754.40          | $13216.48          | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  | 0.0000% | $14.90             | $12.36             | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  | 0.0000% | $75945.30          | $75182.05          | U.S. Treasuries (including strips)        |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  | 0.0000% | $14.90             | $14.85             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  | 0.0000% | $5513.00           | $5669.59           | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  | 0.0000% | $196292.60         | $196730.11         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $64865466.30       | $65521314.97       | U.S. Treasuries (including strips)        |

### Security 92: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_3.90_1205
- **C.18 - Value (incl. sponsor support):** $299500000.00
- **C.18.a - Value (excl. sponsor support):** $299500000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-097 FA     | 2055-06-20      | 5.5489%  | 0.0000% | $3793046.03        | $3827616.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-020 PF     | 2053-02-20      | 4.8489%  | 0.0000% | $3535332.67        | $3505019.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.4989%  | 0.0000% | $3218429.60        | $3236562.15        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLQZ2165 | 2055-09-01      | 6.0000%  | 0.0000% | $42384.96          | $43826.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ2107 | 2055-09-01      | 5.0000%  | 0.0000% | $149.29            | $149.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2611 | 2031-05-01      | 2.5000%  | 0.0000% | $16.10             | $15.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9788 | 2053-06-01      | 5.5000%  | 0.0000% | $3210442.76        | $3278086.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3022 | 2050-10-01      | 2.0000%  | 0.0000% | $93.93             | $78.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  | 0.0000% | $28.90             | $28.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  | 0.0000% | $22.53             | $22.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $22.62             | $21.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  | 0.0000% | $9.79              | $10.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $123.52            | $123.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $20.64             | $19.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  | 0.0000% | $23.83             | $23.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX1757 | 2054-12-01      | 6.5000%  | 0.0000% | $7175.52           | $7539.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0049 | 2052-04-01      | 4.5000%  | 0.0000% | $831739.61         | $825236.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $5.20              | $5.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4993 | 2054-09-01      | 5.5000%  | 0.0000% | $2810354.11        | $2866544.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $15.75             | $15.41             | Agency Mortgage-Backed Securities         |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $158914.70         | $160341.53         | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $74.88             | $70.41             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $579083.25         | $571509.62         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $1048250.00        | $945718.11         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $1644659.33        | $1559049.62        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $3578006.70        | $3381204.67        | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  | 0.0000% | $3938.43           | $3947.20           | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $989248.50         | $687802.92         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $34367.63          | $29077.08          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $164590.23         | $174020.58         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | 0.0000% | $267992.60         | $254680.02         | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  | 0.0000% | $149.75            | $144.51            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $120399.00         | $123333.55         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $15233139.05       | $15800286.07       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $58421922.58       | $59081159.40       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $14376.00          | $14643.78          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  | 0.0000% | $783267.38         | $798450.17         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $2096335.28        | $2130949.07        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $61736069.78       | $64924509.62       | U.S. Treasuries (including strips)        |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  | 0.0000% | $89.85             | $94.44             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $60.12             | $63.67             | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  | 0.0000% | $29.95             | $29.42             | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  | 0.0000% | $29.95             | $29.67             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  | 0.0000% | $3368371.68        | $3384923.41        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  | 0.0000% | $12183360.50       | $12403950.84       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  | 0.0000% | $1501737.93        | $1594276.09        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | 0.0000% | $323220.40         | $328963.66         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $141633.55         | $144362.98         | U.S. Treasuries (including strips)        |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 3.8784%  | 0.0000% | $16637.23          | $16674.06          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $11330204.80       | $11496233.18       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $4410212.38        | $4549405.20        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $22011453.00       | $22537941.83       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $11292767.30       | $11769769.16       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $1156114.93        | $1172774.23        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  | 0.0000% | $1188715.50        | $1217206.14        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | 0.0000% | $878733.00         | $899195.38         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  | 0.0000% | $55392.53          | $55419.21          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $4847137.95        | $4948575.24        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AJ 26     | 2026-01-15      | 3.8750%  | 0.0000% | $12838936.05       | $13023439.93       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $1473420.20        | $1512047.57        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $35161449.75       | $35906276.27       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $4030566.18        | $4124064.14        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $748750.00         | $783840.86         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $10302.80          | $10443.19          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $5095468.38        | $5170913.85        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $2603972.80        | $2659594.79        | U.S. Treasuries (including strips)        |

### Security 93: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_4.08_1205
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.6059%  | 0.0000% | $27.93             | $28.01             | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5989%  | 0.0000% | $162234.60         | $168225.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5090%  | 0.0000% | $67703.52          | $69607.80          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.9218%  | 0.0000% | $2146216.66        | $2144772.58        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  | 0.0000% | $3647782.27        | $2697938.07        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.7790%  | 0.0000% | $74615.55          | $73880.95          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $85889.97          | $83962.17          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.2218%  | 0.0000% | $137.12            | $137.51            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  | 0.0000% | $25738.18          | $25725.44          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.4918%  | 0.0000% | $326483.57         | $328559.57         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.6818%  | 0.0000% | $12694403.73       | $12562967.78       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 4.9218%  | 0.0000% | $1402434.22        | $1401410.66        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 4.9218%  | 0.0000% | $4548984.41        | $4545664.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.5718%  | 0.0000% | $435405.96         | $439914.72         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 5.8218%  | 0.0000% | $552754.70         | $560360.68         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 4.8718%  | 0.0000% | $5080607.94        | $5070319.62        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.9218%  | 0.0000% | $180306.77         | $180377.30         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.0218%  | 0.0000% | $4443762.34        | $4426038.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.4218%  | 0.0000% | $8434618.85        | $8479944.95        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $1413106.43        | $1373432.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.5863%  | 0.0000% | $879397.48         | $875460.58         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.5876%  | 0.0000% | $266.24            | $267.73            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 5.7218%  | 0.0000% | $722485.75         | $730526.17         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 4.9718%  | 0.0000% | $255.53            | $255.71            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.9218%  | 0.0000% | $2798388.95        | $2791359.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.9218%  | 0.0000% | $3474012.89        | $3471477.38        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.6218%  | 0.0000% | $111989.50         | $113232.08         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7646%  | 0.0000% | $132.09            | $131.05            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.9218%  | 0.0000% | $2971259.78        | $2969028.80        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.5176%  | 0.0000% | $150810.02         | $152159.06         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $384774.94         | $377977.12         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.3218%  | 0.0000% | $6335791.70        | $6362360.74        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $2956635.56        | $2976060.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1711 | 2054-09-01      | 6.5000%  | 0.0000% | $3851216.34        | $4036956.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD1866 | 2054-12-01      | 5.0000%  | 0.0000% | $252482.74         | $255590.80         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $2190348.88        | $2203592.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3519 | 2055-02-01      | 6.5000%  | 0.0000% | $121.89            | $127.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9881 | 2053-05-01      | 4.5000%  | 0.0000% | $117.70            | $117.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  | 0.0000% | $515356.79         | $530611.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0627 | 2055-02-01      | 5.5000%  | 0.0000% | $134.11            | $138.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9040 | 2050-02-01      | 3.5000%  | 0.0000% | $422181.11         | $396363.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  | 0.0000% | $1979765.33        | $2001324.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ9078 | 2054-11-01      | 4.5000%  | 0.0000% | $135.24            | $134.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3075 | 2054-12-01      | 5.5000%  | 0.0000% | $132.68            | $136.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9043 | 2049-02-01      | 4.0000%  | 0.0000% | $65.15             | $63.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX2669 | 2055-01-01      | 6.5000%  | 0.0000% | $326863.30         | $343821.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $4760319.50        | $4889109.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0473 | 2052-10-01      | 5.0000%  | 0.0000% | $242417.78         | $245961.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0832 | 2055-08-01      | 5.0000%  | 0.0000% | $139.79            | $140.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  | 0.0000% | $195024.64         | $207144.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  | 0.0000% | $1680526.04        | $1753390.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9941 | 2054-11-01      | 5.0000%  | 0.0000% | $125.23            | $125.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $209597.69         | $215907.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  | 0.0000% | $91247.46          | $95163.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  | 0.0000% | $126067.95         | $132645.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  | 0.0000% | $460238.37         | $487309.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9082 | 2053-05-01      | 6.0000%  | 0.0000% | $503175.80         | $530396.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8274 | 2053-03-01      | 5.5000%  | 0.0000% | $594623.35         | $606756.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBX3789 | 2053-02-01      | 7.5000%  | 0.0000% | $252451.81         | $271800.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0472 | 2052-10-01      | 5.0000%  | 0.0000% | $297818.17         | $301462.57         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1531%  | 0.0000% | $784437.50         | $698216.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0420 | 2052-11-01      | 5.5000%  | 0.0000% | $273405.38         | $279622.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9945 | 2054-09-01      | 6.5000%  | 0.0000% | $13025.64          | $13599.62          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  | 0.0000% | $15854.30          | $16501.78          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  | 0.0000% | $30161.94          | $30955.60          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  | 0.0000% | $17599.62          | $18310.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  | 0.0000% | $7337200.81        | $7669135.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4227 | 2053-05-01      | 4.5000%  | 0.0000% | $330227.47         | $326107.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  | 0.0000% | $12543.50          | $12003.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | 0.0000% | $130.86            | $134.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9660 | 2054-10-01      | 5.5000%  | 0.0000% | $120.99            | $123.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9594 | 2054-10-01      | 4.5000%  | 0.0000% | $132.64            | $131.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9540 | 2054-11-01      | 5.0000%  | 0.0000% | $130.86            | $131.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9154 | 2054-09-01      | 6.0000%  | 0.0000% | $255936.55         | $265515.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8854 | 2053-09-01      | 6.0000%  | 0.0000% | $118.10            | $121.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8756 | 2054-08-01      | 6.0000%  | 0.0000% | $125.26            | $129.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8767 | 2052-08-01      | 3.5000%  | 0.0000% | $120.06            | $113.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4170 | 2053-11-01      | 5.5000%  | 0.0000% | $117.78            | $120.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  | 0.0000% | $22133.87          | $23237.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $3952.57           | $3898.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $55440.44          | $55847.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  | 0.0000% | $121.91            | $127.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $348591.48         | $356858.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  | 0.0000% | $32640.95          | $34188.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  | 0.0000% | $216478.35         | $225691.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  | 0.0000% | $18268.29          | $19087.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  | 0.0000% | $37257.06          | $38504.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  | 0.0000% | $27364.74          | $27830.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | 0.0000% | $36.44             | $34.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ6013 | 2054-10-01      | 6.0000%  | 0.0000% | $472808.80         | $486730.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4181 | 2054-08-01      | 6.0000%  | 0.0000% | $419736.34         | $432181.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3082 | 2054-09-01      | 6.5000%  | 0.0000% | $224211.82         | $237891.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8733 | 2054-01-01      | 7.0000%  | 0.0000% | $82.67             | $88.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  | 0.0000% | $39247.19          | $38985.02          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  | 0.0000% | $97594.14          | $95122.08          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  | 0.0000% | $189062.50         | $178801.04         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67709 G | 2048-03-01      | 3.5000%  | 0.0000% | $2105664.25        | $2000917.98        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  | 0.0000% | $20329.72          | $20671.11          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  | 0.0000% | $35709.35          | $33050.97          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U99177 G | 2044-02-01      | 4.0000%  | 0.0000% | $1124205.20        | $1114756.25        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  | 0.0000% | $89411.22          | $86173.19          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  | 0.0000% | $26780.29          | $27571.62          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  | 0.0000% | $30987.82          | $31833.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3338 | 2053-06-01      | 5.5000%  | 0.0000% | $286735.42         | $295687.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  | 0.0000% | $594129.87         | $632762.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $101.93            | $88.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  | 0.0000% | $251219.97         | $250343.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  | 0.0000% | $76480.97          | $79140.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $82349.73          | $80535.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $7142.12           | $6964.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $49884.69          | $48265.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $6722.87           | $6602.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $125001.19         | $121847.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  | 0.0000% | $56233.05          | $58189.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  | 0.0000% | $34225.30          | $31973.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6470 | 2053-11-01      | 5.0000%  | 0.0000% | $107.70            | $108.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $105.24            | $107.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6381 | 2051-11-01      | 3.5000%  | 0.0000% | $113.33            | $106.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7159 | 2052-01-01      | 3.5000%  | 0.0000% | $120.46            | $113.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5833 | 2053-10-01      | 6.0000%  | 0.0000% | $105.73            | $109.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5626 | 2053-08-01      | 5.0000%  | 0.0000% | $122.24            | $123.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5009 | 2051-07-01      | 3.5000%  | 0.0000% | $110.33            | $104.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4809 | 2036-07-01      | 2.5000%  | 0.0000% | $268287.41         | $255155.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3911 | 2052-11-01      | 5.5000%  | 0.0000% | $91.54             | $93.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2140 | 2052-06-01      | 3.5000%  | 0.0000% | $246959.64         | $230228.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6737 | 2049-12-01      | 3.5000%  | 0.0000% | $240055.60         | $226206.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  | 0.0000% | $132.21            | $108.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1753 | 2054-09-01      | 5.5000%  | 0.0000% | $125.39            | $127.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $18658.69          | $17189.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3985 | 2055-04-01      | 5.5000%  | 0.0000% | $1083470.50        | $1107795.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  | 0.0000% | $118.44            | $122.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  | 0.0000% | $125.14            | $129.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3085 | 2054-12-01      | 5.5000%  | 0.0000% | $662426.51         | $675797.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3056 | 2054-12-01      | 5.0000%  | 0.0000% | $134.98            | $136.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3048 | 2054-12-01      | 6.0000%  | 0.0000% | $124.25            | $129.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $125.21            | $127.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1001 | 2054-03-01      | 5.5000%  | 0.0000% | $113.33            | $115.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL2947 | 2052-05-01      | 2.5000%  | 0.0000% | $139.77            | $120.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2869 | 2053-10-01      | 6.0000%  | 0.0000% | $131.83            | $136.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  | 0.0000% | $122.20            | $125.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  | 0.0000% | $121.53            | $124.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  | 0.0000% | $1511175.00        | $1626994.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX5451 | 2055-01-01      | 5.0000%  | 0.0000% | $126.24            | $126.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4086 | 2055-01-01      | 6.5000%  | 0.0000% | $600633.15         | $633992.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX0437 | 2054-12-01      | 6.5000%  | 0.0000% | $297718.97         | $317733.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  | 0.0000% | $354915.46         | $349921.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0099 | 2036-10-01      | 5.5000%  | 0.0000% | $5194.32           | $5415.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  | 0.0000% | $140.80            | $141.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $4296.18           | $4370.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  | 0.0000% | $1549401.21        | $1582721.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $8891.56           | $9150.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $109.06            | $111.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5128 | 2033-08-01      | 5.0000%  | 0.0000% | $23476.11          | $23982.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $11814.82          | $11318.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $14513363.94       | $14612475.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $2245405.24        | $2261549.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4911 | 2052-12-01      | 3.0000%  | 0.0000% | $120.38            | $107.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $52951.97          | $53337.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  | 0.0000% | $554424.60         | $526101.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  | 0.0000% | $470093.54         | $475227.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  | 0.0000% | $135.53            | $140.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  | 0.0000% | $508176.07         | $513778.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0408 | 2055-05-01      | 6.0000%  | 0.0000% | $129.64            | $135.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  | 0.0000% | $111.79            | $118.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0249 | 2055-04-01      | 5.5000%  | 0.0000% | $126.72            | $129.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0215 | 2055-04-01      | 5.5000%  | 0.0000% | $152.53            | $156.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  | 0.0000% | $131.34            | $134.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0090 | 2055-03-01      | 5.0000%  | 0.0000% | $31983.20          | $32177.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0849 | 2055-08-01      | 5.5000%  | 0.0000% | $152.21            | $157.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0840 | 2055-08-01      | 6.0000%  | 0.0000% | $139.66            | $144.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0834 | 2055-08-01      | 5.0000%  | 0.0000% | $137.49            | $138.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8474 | 2050-02-01      | 4.0000%  | 0.0000% | $120.40            | $117.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8362 | 2054-06-01      | 5.5000%  | 0.0000% | $121.81            | $124.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8316 | 2054-06-01      | 6.5000%  | 0.0000% | $106.02            | $110.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8995 | 2054-07-01      | 6.0000%  | 0.0000% | $118.34            | $123.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7909 | 2054-02-01      | 6.0000%  | 0.0000% | $117.21            | $122.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTFS7907 | 2044-05-01      | 6.0000%  | 0.0000% | $110.39            | $116.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  | 0.0000% | $716494.23         | $662891.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  | 0.0000% | $862014.66         | $850400.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  | 0.0000% | $85790.96          | $85378.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1226 | 2043-07-01      | 3.5000%  | 0.0000% | $249469.34         | $239075.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  | 0.0000% | $6588.95           | $6315.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $3971.02           | $3634.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $50233.82          | $45993.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  | 0.0000% | $832262.87         | $792957.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  | 0.0000% | $1089666.01        | $1036816.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $294285.82         | $280009.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  | 0.0000% | $2146739.30        | $2054298.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  | 0.0000% | $2389417.16        | $2361389.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  | 0.0000% | $131.24            | $135.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $865339.36         | $887656.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $2021869.16        | $2118908.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7771 | 2054-01-01      | 4.5000%  | 0.0000% | $447971.99         | $445573.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN0879 | 2048-11-01      | 4.5000%  | 0.0000% | $487828.31         | $487180.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  | 0.0000% | $58965.98          | $61792.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  | 0.0000% | $63582.60          | $66566.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ6455 | 2054-09-01      | 6.5000%  | 0.0000% | $213044.67         | $222246.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  | 0.0000% | $12139.83          | $12013.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  | 0.0000% | $29058.45          | $28739.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $48542.04          | $46820.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $21169.88          | $20188.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  | 0.0000% | $35.50             | $33.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7946 | 2046-01-01      | 3.5000%  | 0.0000% | $429431.34         | $410942.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $11950.96          | $11878.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  | 0.0000% | $18796.38          | $18930.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  | 0.0000% | $21472.76          | $22307.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  | 0.0000% | $24467.78          | $25486.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  | 0.0000% | $26693.06          | $27627.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  | 0.0000% | $33905.36          | $35317.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  | 0.0000% | $23205.34          | $24171.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.940 MY465990 | 2027-07-01      | 5.9390%  | 0.0000% | $381935.99         | $382709.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  | 0.0000% | $3525.71           | $3661.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  | 0.0000% | $16674.79          | $16958.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  | 0.0000% | $1467699.24        | $1565114.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  | 0.0000% | $536166.88         | $507750.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  | 0.0000% | $19127.35          | $18851.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  | 0.0000% | $339626.12         | $328348.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  | 0.0000% | $115700.25         | $105858.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3339 | 2049-04-01      | 4.5000%  | 0.0000% | $293070.05         | $294058.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  | 0.0000% | $4576992.01        | $4791057.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6793 | 2053-06-01      | 4.0000%  | 0.0000% | $18629.95          | $17907.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $6717596.48        | $6858316.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7767 | 2048-07-01      | 4.5000%  | 0.0000% | $385241.84         | $385563.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  | 0.0000% | $344855.84         | $336898.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $1558023.17        | $1659339.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  | 0.0000% | $7071.12           | $7317.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157 | 2046-10-01      | 4.5000%  | 0.0000% | $19.52             | $19.56             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $75142.42          | $76498.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  | 0.0000% | $5.14              | $5.07              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  | 0.0000% | $16232.21          | $16214.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $19.46             | $18.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  | 0.0000% | $26822.37          | $26253.04          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  | 0.0000% | $39565.87          | $41249.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  | 0.0000% | $49697.13          | $48690.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1630 | 2054-08-01      | 7.0000%  | 0.0000% | $318319.92         | $339188.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  | 0.0000% | $21494.64          | $22389.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  | 0.0000% | $25015.75          | $26057.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $14.54             | $14.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  | 0.0000% | $105732.15         | $97738.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  | 0.0000% | $2231407.69        | $2127310.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6728 | 2053-07-01      | 6.0000%  | 0.0000% | $219424.08         | $226039.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $116.49            | $119.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7061 | 2050-09-01      | 3.5000%  | 0.0000% | $1828761.34        | $1740551.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB6796 | 2054-07-01      | 6.5000%  | 0.0000% | $321705.53         | $338748.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7061 | 2052-10-01      | 5.0000%  | 0.0000% | $4389.42           | $4480.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1163 | 2049-07-01      | 3.5000%  | 0.0000% | $240924.10         | $228629.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6945 | 2045-05-01      | 3.5000%  | 0.0000% | $25.68             | $24.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9466 | 2047-04-01      | 4.0000%  | 0.0000% | $2235754.68        | $2182109.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  | 0.0000% | $1597010.78        | $1663986.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  | 0.0000% | $203819.38         | $210420.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $116.19            | $116.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $196380.38         | $192870.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7037 | 2052-09-01      | 5.0000%  | 0.0000% | $170083.09         | $173327.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  | 0.0000% | $1816487.58        | $1859847.14        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  | 0.0000% | $593360.34         | $604796.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9408 | 2054-10-01      | 5.5000%  | 0.0000% | $124.72            | $127.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  | 0.0000% | $113.46            | $107.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  | 0.0000% | $629779.69         | $614666.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV9286 | 2052-07-01      | 5.0000%  | 0.0000% | $399255.92         | $407356.82         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $84339.54          | $80944.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR5244 | 2051-02-01      | 2.5000%  | 0.0000% | $310915.59         | $274466.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8223 | 2054-06-01      | 6.0000%  | 0.0000% | $118.50            | $122.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5069 | 2053-07-01      | 6.0000%  | 0.0000% | $98.11             | $102.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB7341 | 2054-07-01      | 7.0000%  | 0.0000% | $221270.39         | $234658.58         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  | 0.0000% | $252599.13         | $248699.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7330 | 2052-07-01      | 5.0000%  | 0.0000% | $503435.36         | $506457.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  | 0.0000% | $502020.48         | $477057.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  | 0.0000% | $548058.79         | $555902.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  | 0.0000% | $493357.63         | $411502.20         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  | 0.0000% | $202066.92         | $192920.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3168 | 2054-10-01      | 6.0000%  | 0.0000% | $458193.71         | $476505.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $97.74             | $100.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | 0.0000% | $102.57            | $104.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $808323.49         | $792979.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6193 | 2053-05-01      | 6.0000%  | 0.0000% | $1982217.23        | $2082658.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $2478781.02        | $2377039.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $95772.24          | $97386.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $351647.03         | $359229.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $167470.70         | $167610.54         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  | 0.0000% | $1650000.00        | $1474421.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $389825.36         | $390778.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  | 0.0000% | $292997.42         | $312854.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  | 0.0000% | $77092.65          | $70370.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $1336185.16        | $1305518.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  | 0.0000% | $625341.04         | $618120.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $4730.16           | $4875.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  | 0.0000% | $27672.92          | $26422.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $712930.86         | $649563.42         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $1848826.79        | $1860005.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $116.23            | $111.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  | 0.0000% | $620811.66         | $625498.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX2250 | 2052-12-01      | 7.0000%  | 0.0000% | $1881.85           | $2014.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  | 0.0000% | $65374.73          | $61032.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $115.27            | $120.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8286 | 2052-08-01      | 5.0000%  | 0.0000% | $535196.68         | $552952.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9301 | 2052-09-01      | 5.0000%  | 0.0000% | $460828.40         | $466751.43         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  | 0.0000% | $2646875.00        | $2484126.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6423 | 2052-08-01      | 5.0000%  | 0.0000% | $233405.62         | $237971.27         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  | 0.0000% | $772189.80         | $814228.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $1656147.42        | $1692875.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  | 0.0000% | $163088.00         | $174193.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $17176.50          | $15781.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $8007.08           | $8484.88           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  | 0.0000% | $9528.75           | $10110.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $72281.41          | $73883.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  | 0.0000% | $1618272.36        | $1686048.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $69946.18          | $69644.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $401505.91         | $399125.78         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5825%  | 0.0000% | $509661.93         | $487514.31         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5394%  | 0.0000% | $631092.19         | $607419.96         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2861%  | 0.0000% | $287.51            | $252.75            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5172%  | 0.0000% | $1753135.31        | $1557656.78        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  | 0.0000% | $30013.87          | $28117.26          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $44189.43          | $42522.32          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $6298.31           | $5794.30           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $1593731.15        | $1505513.35        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.1989%  | 0.0000% | $243952.86         | $231183.27         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $251808.30         | $242156.36         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1655%  | 0.0000% | $780674.59         | $771769.83         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6252%  | 0.0000% | $387180.89         | $395115.30         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3633%  | 0.0000% | $742749.21         | $660662.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $3350.84           | $3200.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0356 | 2052-10-01      | 5.0000%  | 0.0000% | $504605.82         | $512410.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9536 | 2052-10-01      | 5.0000%  | 0.0000% | $271288.02         | $276264.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $158.86            | $160.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8575 | 2052-09-01      | 5.0000%  | 0.0000% | $439416.40         | $443353.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7885 | 2052-08-01      | 4.5000%  | 0.0000% | $552853.12         | $552525.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $221979.59         | $221023.08         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0510%  | 0.0000% | $985315.26         | $982926.86         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0850%  | 0.0000% | $1882917.74        | $1880701.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5871 | 2052-08-01      | 5.0000%  | 0.0000% | $301428.16         | $302958.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW4885 | 2053-04-01      | 5.5000%  | 0.0000% | $615421.73         | $636872.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1776 | 2054-10-01      | 5.5000%  | 0.0000% | $340416.40         | $347240.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0072 | 2054-09-01      | 5.5000%  | 0.0000% | $248348.10         | $253899.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6791 | 2054-07-01      | 6.0000%  | 0.0000% | $335829.25         | $349383.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  | 0.0000% | $80319.83          | $85788.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4872 | 2053-04-01      | 5.0000%  | 0.0000% | $541066.75         | $551913.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW3953 | 2052-09-01      | 5.0000%  | 0.0000% | $548945.63         | $552182.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0040 | 2052-07-01      | 5.0000%  | 0.0000% | $353227.73         | $360069.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7953 | 2052-08-01      | 5.0000%  | 0.0000% | $342496.78         | $350002.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  | 0.0000% | $232294.31         | $241380.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  | 0.0000% | $63877.59          | $66662.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  | 0.0000% | $68044.09          | $71815.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7283 | 2053-09-01      | 4.5000%  | 0.0000% | $111.98            | $112.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  | 0.0000% | $123.11            | $124.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6866 | 2053-10-01      | 5.0000%  | 0.0000% | $125.38            | $126.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV7998 | 2052-08-01      | 5.0000%  | 0.0000% | $631113.46         | $641878.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5706 | 2052-05-01      | 3.5000%  | 0.0000% | $783936.36         | $732234.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV2569 | 2052-07-01      | 5.0000%  | 0.0000% | $362420.08         | $368601.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBT8387 | 2052-09-01      | 4.5000%  | 0.0000% | $507530.97         | $507269.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8322 | 2052-08-01      | 5.0000%  | 0.0000% | $380563.08         | $388902.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8275 | 2052-08-01      | 5.0000%  | 0.0000% | $499642.17         | $513208.45         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7670%  | 0.0000% | $2534897.48        | $2418736.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  | 0.0000% | $980434.79         | $1014606.86        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $2453550.00        | $2478588.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  | 0.0000% | $93990.84          | $82793.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ0188 | 2050-08-01      | 3.0000%  | 0.0000% | $43.04             | $38.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  | 0.0000% | $1004871.64        | $828207.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  | 0.0000% | $62.47             | $64.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  | 0.0000% | $251983.03         | $231044.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  | 0.0000% | $314334.90         | $296868.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN5336 | 2049-03-01      | 5.0000%  | 0.0000% | $315150.75         | $322953.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  | 0.0000% | $256774.20         | $250847.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  | 0.0000% | $12978.68          | $12746.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8027 | 2052-03-01      | 2.5000%  | 0.0000% | $120.33            | $104.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  | 0.0000% | $118.66            | $122.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTSC0764 | 2045-08-01      | 5.5000%  | 0.0000% | $130.79            | $134.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $344314.65         | $355118.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLCC0315 | 2055-03-01      | 7.5000%  | 0.0000% | $88.35             | $94.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  | 0.0000% | $137.07            | $141.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9974 | 2054-12-01      | 6.0000%  | 0.0000% | $127.23            | $133.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4521 | 2055-10-01      | 5.5000%  | 0.0000% | $137.33            | $141.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3054 | 2054-12-01      | 5.0000%  | 0.0000% | $284627.76         | $286866.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  | 0.0000% | $214321.85         | $224972.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  | 0.0000% | $1006742.08        | $991931.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  | 0.0000% | $84378.41          | $82980.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  | 0.0000% | $488154.94         | $468117.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  | 0.0000% | $92172.22          | $90025.99          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7888%  | 0.0000% | $2730208.63        | $2459528.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $251061.76         | $250832.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $114001.09         | $113896.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  | 0.0000% | $711207.66         | $712206.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  | 0.0000% | $317853.03         | $312169.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  | 0.0000% | $883533.83         | $880998.09         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  | 0.0000% | $3495392.34        | $3288185.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  | 0.0000% | $27812.43          | $26577.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  | 0.0000% | $608929.23         | $609437.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7532 | 2048-07-01      | 4.5000%  | 0.0000% | $268561.62         | $267139.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  | 0.0000% | $85036.55          | $83626.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  | 0.0000% | $427605.12         | $356186.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $227391.65         | $221556.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  | 0.0000% | $444931.87         | $444341.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $36480.63          | $31793.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  | 0.0000% | $78442.59          | $77365.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  | 0.0000% | $66245.91          | $64717.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  | 0.0000% | $13464.42          | $13793.98          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  | 0.0000% | $31688.82          | $31992.71          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $9.56              | $10.01             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $39.47             | $41.27             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  | 0.0000% | $31286.97          | $32066.05          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  | 0.0000% | $29472.77          | $30583.51          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $16.13             | $16.88             | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $3.20              | $3.28              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $20.78             | $21.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6062 | 2053-04-01      | 5.0000%  | 0.0000% | $303849.38         | $312934.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6259 | 2053-05-01      | 5.5000%  | 0.0000% | $2033754.41        | $2119560.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6184 | 2053-05-01      | 5.5000%  | 0.0000% | $2024039.53        | $2099171.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6175 | 2053-05-01      | 5.0000%  | 0.0000% | $1710985.29        | $1744722.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  | 0.0000% | $508258.06         | $519655.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  | 0.0000% | $1664448.28        | $1679240.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4564 | 2052-09-01      | 5.0000%  | 0.0000% | $613882.66         | $623013.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4349 | 2052-08-01      | 5.0000%  | 0.0000% | $1562296.30        | $1593995.29        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $88.93             | $91.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  | 0.0000% | $30325.22          | $30876.41          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $295.44            | $313.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  | 0.0000% | $43480.12          | $45291.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  | 0.0000% | $26049.62          | $27113.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $665151.17         | $687743.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  | 0.0000% | $516064.41         | $540203.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN7018 | 2049-05-01      | 4.5000%  | 0.0000% | $470460.80         | $467947.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $485620.36         | $481821.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $2001984.01        | $1764418.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5817 | 2048-03-01      | 3.5000%  | 0.0000% | $580329.59         | $553840.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $596720.88         | $563787.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  | 0.0000% | $426332.00         | $402436.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3239 | 2049-03-01      | 5.0000%  | 0.0000% | $354243.66         | $364502.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2042 | 2048-06-01      | 4.0000%  | 0.0000% | $466006.03         | $454653.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  | 0.0000% | $3029812.25        | $2963095.78        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  | 0.0000% | $595650.00         | $605075.57         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  | 0.0000% | $1198862.50        | $1296897.08        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  | 0.0000% | $1334333.50        | $1405857.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9760 | 2053-04-01      | 5.5000%  | 0.0000% | $3468.30           | $3603.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7620 | 2047-08-01      | 3.5000%  | 0.0000% | $2167377.03        | $2045126.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH0230 | 2047-04-01      | 4.0000%  | 0.0000% | $567175.62         | $552744.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $1979845.93        | $1649552.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  | 0.0000% | $381068.93         | $362112.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE7474 | 2047-02-01      | 4.0000%  | 0.0000% | $576502.82         | $562670.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  | 0.0000% | $54541.94          | $53037.45          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  | 0.0000% | $758981.00         | $753211.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  | 0.0000% | $210989.98         | $217862.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  | 0.0000% | $1290325.30        | $1296850.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  | 0.0000% | $811184.17         | $836585.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $119.86            | $123.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  | 0.0000% | $148147.93         | $155120.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  | 0.0000% | $231798.02         | $235791.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2263 | 2054-08-01      | 6.0000%  | 0.0000% | $320514.92         | $330377.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  | 0.0000% | $3225.91           | $3342.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  | 0.0000% | $50220.54          | $51496.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  | 0.0000% | $28469.05          | $29509.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  | 0.0000% | $632405.16         | $649514.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $8246.61           | $8477.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  | 0.0000% | $10442.24          | $10781.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  | 0.0000% | $12231616.44       | $12593403.19       | Agency Mortgage-Backed Securities         |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $4188882.50        | $4266909.77        | U.S. Treasuries (including strips)        |

### Security 94: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 779998004, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 779998004_3.85_1205
- **C.18 - Value (incl. sponsor support):** $588500000.00
- **C.18.a - Value (excl. sponsor support):** $588500000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.4689%  | 0.0000% | $8748083.34        | $8803793.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.2989%  | 0.0000% | $1648905.42        | $1652670.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FC     | 2054-07-20      | 5.0989%  | 0.0000% | $3823194.53        | $3830818.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 5.1989%  | 0.0000% | $5699076.15        | $5733386.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 5.1489%  | 0.0000% | $6820256.93        | $6850690.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 5.3989%  | 0.0000% | $750719.54         | $757230.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.3989%  | 0.0000% | $7346625.53        | $7390541.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-029 FC     | 2052-02-20      | 4.0000%  | 0.0000% | $2241053.57        | $2063640.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.9489%  | 0.0000% | $980258.24         | $981933.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 5.0989%  | 0.0000% | $2426466.48        | $2440142.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.2489%  | 0.0000% | $75.09             | $75.31             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5245DF 08/25/52 | 2052-08-25      | 4.7718%  | 0.0000% | $142.11            | $139.50            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.9489%  | 0.0000% | $1370073.81        | $1372414.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.2489%  | 0.0000% | $71657.03          | $71961.39          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.5989%  | 0.0000% | $14110873.79       | $14266985.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.5989%  | 0.0000% | $4949616.49        | $4990615.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 KF     | 2052-02-20      | 4.0000%  | 0.0000% | $4183385.26        | $3825362.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 5.1689%  | 0.0000% | $8394038.29        | $8422440.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 5.0989%  | 0.0000% | $7922037.02        | $7941272.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 5.2489%  | 0.0000% | $1244340.31        | $1251626.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.9989%  | 0.0000% | $7593745.16        | $7609060.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.9489%  | 0.0000% | $1375167.63        | $1377517.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | 0.0000% | $2.03              | $2.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  | 0.0000% | $24150.49          | $22987.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $28.09             | $26.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $4249.27           | $3889.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  | 0.0000% | $1522.22           | $1397.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  | 0.0000% | $26749.14          | $24648.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $3359372.27        | $3206839.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  | 0.0000% | $4487438.57        | $4278095.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | 0.0000% | $112046.44         | $107123.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  | 0.0000% | $87041.44          | $81261.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  | 0.0000% | $133.51            | $135.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ7191 | 2043-07-01      | 3.0000%  | 0.0000% | $73463.08          | $68308.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  | 0.0000% | $97021.73          | $101326.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  | 0.0000% | $166725.43         | $175134.89         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  | 0.0000% | $198700.20         | $191922.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  | 0.0000% | $2125188.11        | $1975585.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  | 0.0000% | $51361.75          | $45836.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  | 0.0000% | $9189.16           | $9286.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  | 0.0000% | $10758.54          | $10951.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  | 0.0000% | $8354.74           | $7879.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  | 0.0000% | $12490.28          | $12661.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $1544211.34        | $1441816.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  | 0.0000% | $7556430.29        | $7055370.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $12554570.87       | $12109272.80       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  | 0.0000% | $2871541.54        | $2755445.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3832 | 2043-07-01      | 3.5000%  | 0.0000% | $674218.06         | $646130.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  | 0.0000% | $7933218.41        | $7668201.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9198 | 2042-01-01      | 3.5000%  | 0.0000% | $10.04             | $9.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  | 0.0000% | $0.14              | $0.15              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  | 0.0000% | $24539.21          | $21987.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  | 0.0000% | $121356.71         | $115266.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  | 0.0000% | $106755.76         | $97320.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  | 0.0000% | $68230.42          | $62200.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  | 0.0000% | $117687.46         | $97688.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  | 0.0000% | $161724.84         | $147432.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  | 0.0000% | $266936.61         | $282304.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  | 0.0000% | $22065.54          | $17426.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  | 0.0000% | $908709.14         | $960873.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  | 0.0000% | $161816.82         | $171103.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  | 0.0000% | $226158.98         | $236933.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  | 0.0000% | $1360236.32        | $1439727.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  | 0.0000% | $184838.35         | $195645.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  | 0.0000% | $194518.41         | $205898.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  | 0.0000% | $335028.20         | $360495.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  | 0.0000% | $390839.64         | $420549.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  | 0.0000% | $771636.97         | $830292.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  | 0.0000% | $13.45             | $13.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  | 0.0000% | $545489.16         | $533575.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $22.32             | $21.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  | 0.0000% | $3810461.73        | $3611433.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $4403786.65        | $4168324.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  | 0.0000% | $36.32             | $35.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  | 0.0000% | $15.21             | $14.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $1599.74           | $1469.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2300 | 2055-10-01      | 6.0000%  | 0.0000% | $146.98            | $152.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1881 | 2055-10-01      | 5.0000%  | 0.0000% | $147.07            | $147.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF0635 | 2040-09-01      | 5.5000%  | 0.0000% | $265948.50         | $273636.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  | 0.0000% | $196026.44         | $178702.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0420 | 2055-10-01      | 5.0000%  | 0.0000% | $148.14            | $149.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  | 0.0000% | $146.97            | $151.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  | 0.0000% | $371543.82         | $386220.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  | 0.0000% | $126612.94         | $132307.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.000 CLZJ4912 | 2031-02-01      | 8.0000%  | 0.0000% | $4938.65           | $5180.50           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04052 G | 2042-06-01      | 3.5000%  | 0.0000% | $20.89             | $20.14             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $11.57             | $11.33             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16210 G | 2032-06-01      | 3.5000%  | 0.0000% | $44.73             | $44.50             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G07137 G | 2039-10-01      | 6.0000%  | 0.0000% | $50380.21          | $53477.43          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G07692 G | 2044-03-01      | 4.5000%  | 0.0000% | $8515.90           | $8617.12           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G05398 G | 2033-11-01      | 5.0000%  | 0.0000% | $983.90            | $1005.72           | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01903 G | 2034-01-01      | 8.0000%  | 0.0000% | $21796.65          | $22964.30          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $2195.21           | $2330.63           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A48052 G | 2035-12-01      | 5.5000%  | 0.0000% | $43531.19          | $45086.60          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $47.78             | $50.01             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $351.03            | $361.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  | 0.0000% | $128540.28         | $127619.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  | 0.0000% | $2194761.24        | $2090112.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  | 0.0000% | $504977.81         | $526467.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  | 0.0000% | $163153.69         | $175555.65         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  | 0.0000% | $211310.88         | $224611.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $122.23            | $124.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  | 0.0000% | $8112.70           | $8154.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  | 0.0000% | $20451.93          | $18401.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  | 0.0000% | $10539.92          | $10969.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  | 0.0000% | $29261.10          | $24665.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  | 0.0000% | $35882.20          | $32319.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  | 0.0000% | $16405.78          | $17645.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  | 0.0000% | $37067.15          | $38568.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  | 0.0000% | $40782.97          | $43106.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  | 0.0000% | $51556.15          | $52692.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  | 0.0000% | $15455.57          | $14067.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  | 0.0000% | $40827.43          | $37267.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  | 0.0000% | $73501.61          | $78330.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  | 0.0000% | $28471.69          | $24015.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $15624.72          | $15947.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  | 0.0000% | $28560.83          | $26007.92          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  | 0.0000% | $39879.05          | $40876.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  | 0.0000% | $273084.24         | $287610.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  | 0.0000% | $20088.01          | $14492.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  | 0.0000% | $41912.98          | $33100.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  | 0.0000% | $252016.29         | $267991.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  | 0.0000% | $380524.22         | $403098.44         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  | 0.0000% | $87058.78          | $85271.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5139 | 2033-01-01      | 5.5000%  | 0.0000% | $10038.55          | $10396.39          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $51475.45          | $53880.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  | 0.0000% | $64.08             | $58.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  | 0.0000% | $83045.07          | $81859.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  | 0.0000% | $179023.82         | $189480.78         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $71.45             | $74.70             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  | 0.0000% | $14076.33          | $13344.60          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q52446 G | 2047-11-01      | 3.5000%  | 0.0000% | $223716.18         | $214209.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6198 | 2053-01-01      | 6.0000%  | 0.0000% | $244987.75         | $254395.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4693 | 2053-11-01      | 5.5000%  | 0.0000% | $10555.01          | $10901.46          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  | 0.0000% | $419034.02         | $409456.16         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $8254895.09        | $7797351.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  | 0.0000% | $690663.31         | $655660.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  | 0.0000% | $4255621.85        | $4161593.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  | 0.0000% | $36192.76          | $37167.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  | 0.0000% | $300010.19         | $319027.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF6627 | 2053-01-01      | 6.5000%  | 0.0000% | $10002.54          | $10586.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  | 0.0000% | $57588.41          | $58345.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4746 | 2052-06-01      | 5.0000%  | 0.0000% | $310491.26         | $313017.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  | 0.0000% | $165544.18         | $159035.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  | 0.0000% | $1145583.25        | $1137320.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZS0468 | 2029-10-01      | 7.5000%  | 0.0000% | $3632.45           | $3742.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  | 0.0000% | $18931.87          | $20011.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  | 0.0000% | $30028.67          | $28710.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  | 0.0000% | $35.53             | $33.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  | 0.0000% | $165668.01         | $160208.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7789 | 2054-08-01      | 5.5000%  | 0.0000% | $220627.83         | $228626.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  | 0.0000% | $57189.64          | $47445.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  | 0.0000% | $82785.19          | $80815.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  | 0.0000% | $43720.47          | $41526.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  | 0.0000% | $10354446.45       | $9515736.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  | 0.0000% | $71588.86          | $68579.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  | 0.0000% | $52018.29          | $49408.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  | 0.0000% | $17414.43          | $15875.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0844 C     | 2064-08-20      | 4.0000%  | 0.0000% | $45996.68          | $43688.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  | 0.0000% | $90080.03          | $82119.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7251 | 2054-12-01      | 5.0000%  | 0.0000% | $157.90            | $158.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  | 0.0000% | $126.33            | $128.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  | 0.0000% | $131.09            | $134.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  | 0.0000% | $14098270.60       | $15087236.09       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $2859945.11        | $2957083.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  | 0.0000% | $299616.12         | $310231.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  | 0.0000% | $815224.33         | $842271.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $35198.95          | $35979.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF9670 | 2053-03-01      | 5.5000%  | 0.0000% | $12561.32          | $12918.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  | 0.0000% | $11129.49          | $11517.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  | 0.0000% | $486711.90         | $510174.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  | 0.0000% | $393394.70         | $407867.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  | 0.0000% | $14321.12          | $14960.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  | 0.0000% | $15965.52          | $14366.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  | 0.0000% | $105.52            | $108.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0064 | 2054-04-01      | 6.0000%  | 0.0000% | $36578.00          | $38207.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  | 0.0000% | $396663.31         | $420206.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  | 0.0000% | $38194.71          | $36612.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | 0.0000% | $2799156.07        | $2667970.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  | 0.0000% | $16671.32          | $14051.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  | 0.0000% | $49911.18          | $51144.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  | 0.0000% | $1217962.78        | $1188608.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  | 0.0000% | $309908.26         | $323692.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5777 | 2052-07-01      | 5.0000%  | 0.0000% | $270681.97         | $275119.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $39.69             | $38.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  | 0.0000% | $51040.59          | $46529.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  | 0.0000% | $206106.27         | $221773.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  | 0.0000% | $111.88            | $106.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  | 0.0000% | $14.51             | $13.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  | 0.0000% | $542777.57         | $524990.21         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC N35004 G | 2045-05-01      | 3.0000%  | 0.0000% | $6891.69           | $6398.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  | 0.0000% | $133.19            | $135.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  | 0.0000% | $828609.32         | $858624.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  | 0.0000% | $52887.46          | $50452.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  | 0.0000% | $171954.88         | $169772.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  | 0.0000% | $420880.64         | $424377.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | 0.0000% | $1162943.51        | $1124729.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  | 0.0000% | $2004454.65        | $2075975.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  | 0.0000% | $127.01            | $130.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  | 0.0000% | $229726.27         | $232393.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  | 0.0000% | $301992.58         | $308727.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  | 0.0000% | $55614.50          | $59065.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  | 0.0000% | $4575853.42        | $4378812.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  | 0.0000% | $94.76             | $78.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $133.76            | $138.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9295 | 2055-04-01      | 6.0000%  | 0.0000% | $239235.11         | $246181.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7114 | 2054-09-01      | 6.0000%  | 0.0000% | $125.89            | $129.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  | 0.0000% | $180616.05         | $192953.39         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  | 0.0000% | $296689.32         | $295597.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1420800.69        | $1476331.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  | 0.0000% | $146.71            | $147.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  | 0.0000% | $144.32            | $148.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1319695.30        | $1389230.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  | 0.0000% | $146.95            | $140.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  | 0.0000% | $141.48            | $144.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  | 0.0000% | $130971.65         | $124399.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  | 0.0000% | $143342.93         | $129873.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3617 | 2055-10-01      | 5.5000%  | 0.0000% | $146.99            | $149.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  | 0.0000% | $182296.46         | $185584.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  | 0.0000% | $138.24            | $137.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  | 0.0000% | $293.94            | $306.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE4688 | 2055-07-01      | 5.0000%  | 0.0000% | $146.03            | $147.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  | 0.0000% | $155.64            | $161.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  | 0.0000% | $136.32            | $127.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4435 | 2055-03-01      | 6.5000%  | 0.0000% | $145.73            | $155.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  | 0.0000% | $112.20            | $117.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  | 0.0000% | $129.74            | $133.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $79132.67          | $81615.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9480 | 2048-03-01      | 4.5000%  | 0.0000% | $3812.58           | $3819.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4107 | 2055-08-01      | 5.5000%  | 0.0000% | $279629.40         | $285521.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  | 0.0000% | $148.10            | $149.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1740438.11        | $1799945.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  | 0.0000% | $156438.69         | $163701.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  | 0.0000% | $507315.17         | $513656.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  | 0.0000% | $776718.38         | $793625.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $132.08            | $131.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  | 0.0000% | $125.43            | $132.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5312 | 2055-09-01      | 6.0000%  | 0.0000% | $146.88            | $151.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  | 0.0000% | $124413.15         | $125823.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2979922.38        | $3081808.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  | 0.0000% | $146.84            | $144.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3832 | 2055-03-01      | 5.0000%  | 0.0000% | $49472.05          | $49714.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6532 | 2054-11-01      | 5.0000%  | 0.0000% | $4639379.00        | $4652174.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ7518 | 2055-11-01      | 5.0000%  | 0.0000% | $147.02            | $148.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKBM7860 | 2050-12-01      | 4.0000%  | 0.0000% | $445291.06         | $422896.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | 0.0000% | $1720768.26        | $1771212.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  | 0.0000% | $79769.93          | $81686.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6330 | 2053-01-01      | 5.5000%  | 0.0000% | $122042.33         | $127160.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $488851.68         | $499349.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  | 0.0000% | $411226.75         | $418150.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  | 0.0000% | $294066.49         | $297990.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8861 | 2052-09-01      | 5.0000%  | 0.0000% | $456614.77         | $466372.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  | 0.0000% | $233327.43         | $233902.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  | 0.0000% | $265124.41         | $270085.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  | 0.0000% | $358192.23         | $364824.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  | 0.0000% | $21085.17          | $21772.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE2763 | 2052-05-01      | 4.5000%  | 0.0000% | $192798.53         | $191811.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8719 | 2050-04-01      | 3.5000%  | 0.0000% | $94859.01          | $89801.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8603 | 2050-04-01      | 3.5000%  | 0.0000% | $118846.82         | $112526.67         | Agency Mortgage-Backed Securities         |
| FMAC 08.500 FGPC G60687 G | 2031-05-01      | 8.5000%  | 0.0000% | $399.75            | $415.64            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  | 0.0000% | $45.10             | $44.26             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $128.27            | $132.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  | 0.0000% | $226604.97         | $238232.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  | 0.0000% | $2293469.20        | $2106253.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7863 | 2046-09-01      | 3.0000%  | 0.0000% | $15879850.99       | $14583658.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $30397080.65       | $30618675.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ5964 | 2041-11-01      | 3.5000%  | 0.0000% | $9.17              | $8.80              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  | 0.0000% | $5300.88           | $5390.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7058 | 2047-12-01      | 3.5000%  | 0.0000% | $23.82             | $22.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  | 0.0000% | $7144786.00        | $6904614.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  | 0.0000% | $210769.69         | $220747.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  | 0.0000% | $155275.01         | $149131.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  | 0.0000% | $104300.03         | $103552.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  | 0.0000% | $168229.52         | $161949.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  | 0.0000% | $2329341.64        | $2146425.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | 0.0000% | $71743.01          | $68273.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAP9568 | 2027-10-01      | 3.5000%  | 0.0000% | $10.12             | $10.04             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $193709.65         | $189563.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  | 0.0000% | $105551.80         | $101157.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3TZT0906 | 2034-06-01      | 4.5000%  | 0.0000% | $16255.10          | $16566.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  | 0.0000% | $29727.20          | $26636.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  | 0.0000% | $162821.87         | $165815.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR3320 | 2043-02-01      | 3.5000%  | 0.0000% | $663072.61         | $637503.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9526 | 2039-12-01      | 5.0000%  | 0.0000% | $161157.86         | $166766.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 705308 C     | 2039-01-20      | 7.2500%  | 0.0000% | $26557.00          | $27669.49          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705648 X     | 2038-12-15      | 6.5000%  | 0.0000% | $15560.94          | $16568.67          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783274 X     | 2036-04-15      | 6.0000%  | 0.0000% | $104684.71         | $110981.19         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 787165 X     | 2052-02-15      | 3.5000%  | 0.0000% | $163875.34         | $155392.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $10075662.99       | $9886250.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  | 0.0000% | $549128.10         | $581822.09         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  | 0.0000% | $20560.66          | $21309.29          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  | 0.0000% | $25321.81          | $26327.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  | 0.0000% | $18856.61          | $19325.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  | 0.0000% | $96776.29          | $100641.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1120161.79        | $1158457.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4422851.89        | $4677506.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  | 0.0000% | $275766.28         | $285195.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6976 | 2053-02-01      | 5.5000%  | 0.0000% | $142025.94         | $148337.57         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07351 G | 2042-08-01      | 3.5000%  | 0.0000% | $268.33            | $258.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $767349.65         | $794180.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $106.54            | $109.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $111.56            | $114.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $594333.95         | $604589.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $120.96            | $121.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $257168.13         | $265359.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | 0.0000% | $10718720.89       | $11099889.32       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  | 0.0000% | $26744.35          | $27189.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  | 0.0000% | $15906.99          | $16502.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  | 0.0000% | $97040.64          | $100374.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  | 0.0000% | $125874.68         | $120791.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  | 0.0000% | $163204.54         | $176717.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  | 0.0000% | $155336.47         | $156760.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  | 0.0000% | $65840.79          | $63377.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  | 0.0000% | $89973.86          | $86361.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  | 0.0000% | $102775.92         | $89554.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  | 0.0000% | $806277.68         | $730546.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  | 0.0000% | $100690.96         | $96557.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  | 0.0000% | $192635.16         | $179451.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  | 0.0000% | $68163.74          | $68997.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  | 0.0000% | $190683.78         | $174534.20         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q17952 G | 2043-05-01      | 4.0000%  | 0.0000% | $90.22             | $89.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  | 0.0000% | $151030.25         | $144868.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9200 | 2054-09-01      | 4.5000%  | 0.0000% | $143.06            | $140.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | 0.0000% | $131.50            | $134.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $119.91            | $124.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $111.12            | $110.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  | 0.0000% | $3188781.18        | $2944297.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $247850.58         | $261363.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  | 0.0000% | $255437.75         | $268741.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3741096.51        | $3869012.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2091409.64        | $2162917.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  | 0.0000% | $155741.34         | $164707.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  | 0.0000% | $300469.90         | $322730.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  | 0.0000% | $94.09             | $77.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $17.35             | $16.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $112.54            | $114.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $139.50            | $142.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  | 0.0000% | $71009.44          | $59382.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5876 | 2050-11-01      | 2.5000%  | 0.0000% | $112008.84         | $97930.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  | 0.0000% | $18029757.90       | $15881926.93       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | 0.0000% | $268316.71         | $272127.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  | 0.0000% | $939183.64         | $979195.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  | 0.0000% | $3083329.15        | $3172446.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  | 0.0000% | $3886670.42        | $4028596.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  | 0.0000% | $3730180.06        | $3863343.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $3497479.45        | $3646549.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $14379770.15       | $14699791.93       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $12103.84          | $12190.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $336192.63         | $346189.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1154 | 2032-08-01      | 4.0000%  | 0.0000% | $9.69              | $9.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  | 0.0000% | $15.78             | $15.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2449 | 2052-04-01      | 2.0000%  | 0.0000% | $144.09            | $120.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  | 0.0000% | $1011423.85        | $1033647.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ6522 | 2054-10-01      | 5.0000%  | 0.0000% | $140.00            | $140.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  | 0.0000% | $14238.26          | $14776.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  | 0.0000% | $79.76             | $72.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  | 0.0000% | $4370.81           | $4191.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $18507.01          | $17563.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  | 0.0000% | $16579.23          | $16569.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6243 | 2049-01-01      | 4.5000%  | 0.0000% | $89448.20          | $89619.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  | 0.0000% | $563168.59         | $540056.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $23200.87          | $23311.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  | 0.0000% | $39.83             | $38.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9003 | 2045-02-01      | 3.5000%  | 0.0000% | $57.73             | $55.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 4PZL0907 | 2035-01-01      | 5.0000%  | 0.0000% | $3751.16           | $3801.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  | 0.0000% | $5509.31           | $5548.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZJ4914 | 2031-02-01      | 7.5000%  | 0.0000% | $4951.45           | $5046.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  | 0.0000% | $77171.86          | $74071.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  | 0.0000% | $110738.37         | $106425.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  | 0.0000% | $74379.98          | $71253.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  | 0.0000% | $80254.63          | $76930.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  | 0.0000% | $67847.55          | $65079.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  | 0.0000% | $98040.17          | $95114.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  | 0.0000% | $44689.27          | $42811.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  | 0.0000% | $64654.48          | $66551.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  | 0.0000% | $134066.35         | $140034.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  | 0.0000% | $4074.80           | $3742.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  | 0.0000% | $895832.38         | $857256.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  | 0.0000% | $479863.22         | $441882.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  | 0.0000% | $800624.56         | $777354.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  | 0.0000% | $107346.77         | $102635.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  | 0.0000% | $112877.61         | $108307.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  | 0.0000% | $132.04            | $135.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  | 0.0000% | $2951995.18        | $3003596.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0552 | 2054-07-01      | 6.0000%  | 0.0000% | $88939.62          | $92027.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  | 0.0000% | $136.11            | $143.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  | 0.0000% | $142.13            | $142.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7361 | 2054-07-01      | 6.5000%  | 0.0000% | $590155.86         | $618777.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  | 0.0000% | $133.14            | $138.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  | 0.0000% | $2740293.65        | $2798955.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  | 0.0000% | $574008.40         | $591796.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  | 0.0000% | $111.90            | $119.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $266830.24         | $272748.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  | 0.0000% | $145.49            | $148.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  | 0.0000% | $145.31            | $145.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  | 0.0000% | $141.03            | $141.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2548 | 2055-01-01      | 5.5000%  | 0.0000% | $148.60            | $152.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $19.04             | $17.88             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  | 0.0000% | $374398.52         | $397788.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  | 0.0000% | $383577.04         | $389030.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  | 0.0000% | $799227.39         | $833240.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  | 0.0000% | $1000888.87        | $1007982.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2022 | 2053-10-01      | 6.0000%  | 0.0000% | $271279.67         | $284961.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1710 | 2053-10-01      | 6.0000%  | 0.0000% | $282025.39         | $295620.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $398698.87         | $406529.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  | 0.0000% | $645068.57         | $647977.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  | 0.0000% | $540703.36         | $565057.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6251 | 2053-07-01      | 6.0000%  | 0.0000% | $28610.13          | $29506.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  | 0.0000% | $637778.15         | $643612.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2443 | 2055-08-01      | 6.0000%  | 0.0000% | $1081.73           | $1115.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  | 0.0000% | $132.62            | $135.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  | 0.0000% | $144.80            | $142.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  | 0.0000% | $112.94            | $116.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  | 0.0000% | $137.94            | $136.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  | 0.0000% | $137.62            | $138.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  | 0.0000% | $141.82            | $142.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | 0.0000% | $89.31             | $94.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  | 0.0000% | $342196.57         | $323527.36         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  | 0.0000% | $54.40             | $53.39             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  | 0.0000% | $299773.77         | $286783.08         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29019 G | 2044-10-01      | 4.0000%  | 0.0000% | $48.71             | $47.96             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q28932 G | 2044-10-01      | 4.0000%  | 0.0000% | $326881.13         | $322676.13         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q24207 G | 2044-01-01      | 4.5000%  | 0.0000% | $25.17             | $25.07             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18603 G | 2043-06-01      | 3.5000%  | 0.0000% | $230211.86         | $223063.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  | 0.0000% | $195.77            | $204.26            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  | 0.0000% | $293090.98         | $290384.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  | 0.0000% | $268530.39         | $277435.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  | 0.0000% | $228.52            | $238.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  | 0.0000% | $164668.11         | $171172.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  | 0.0000% | $125.53            | $129.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  | 0.0000% | $311785.62         | $330291.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  | 0.0000% | $324338.16         | $344601.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  | 0.0000% | $462345.52         | $491019.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  | 0.0000% | $141939.40         | $149071.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9150 | 2055-05-01      | 6.0000%  | 0.0000% | $121.98            | $125.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8565 | 2055-05-01      | 6.0000%  | 0.0000% | $102.59            | $105.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7807 | 2055-05-01      | 5.0000%  | 0.0000% | $146.09            | $146.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  | 0.0000% | $136.61            | $139.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7099 | 2055-06-01      | 6.0000%  | 0.0000% | $65.80             | $68.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  | 0.0000% | $40614.53          | $41341.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  | 0.0000% | $0.80              | $0.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | 0.0000% | $1616.31           | $1671.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  | 0.0000% | $144.11            | $149.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI8376 | 2054-06-01      | 6.0000%  | 0.0000% | $144.71            | $150.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  | 0.0000% | $273.30            | $282.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | 0.0000% | $119467.93         | $123879.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4763 | 2054-04-01      | 6.0000%  | 0.0000% | $100036.04         | $104245.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  | 0.0000% | $445598.95         | $463277.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  | 0.0000% | $3400238.98        | $3574647.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  | 0.0000% | $136672.11         | $142796.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  | 0.0000% | $131416.59         | $135908.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  | 0.0000% | $215117.84         | $228458.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  | 0.0000% | $1045475.99        | $1099100.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  | 0.0000% | $119734.15         | $128834.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  | 0.0000% | $117086.32         | $125985.93         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  | 0.0000% | $520867.78         | $562659.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1188019.41        | $1286393.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  | 0.0000% | $71572.84          | $73451.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9629 | 2055-01-01      | 6.0000%  | 0.0000% | $451652.73         | $464596.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9238 | 2054-12-01      | 6.0000%  | 0.0000% | $134.87            | $138.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  | 0.0000% | $145.77            | $148.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8358 | 2054-12-01      | 4.5000%  | 0.0000% | $171714.26         | $170362.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  | 0.0000% | $145.36            | $149.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  | 0.0000% | $140.25            | $140.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  | 0.0000% | $125.52            | $126.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  | 0.0000% | $1970452.97        | $1976108.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  | 0.0000% | $854457.84         | $870350.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  | 0.0000% | $129.90            | $127.88            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $4.00              | $4.14              | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  | 0.0000% | $85096.06          | $71796.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  | 0.0000% | $17531.36          | $15773.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8685 | 2055-09-01      | 6.5000%  | 0.0000% | $340506.00         | $354632.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  | 0.0000% | $669876.66         | $690572.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  | 0.0000% | $1776950.96        | $1825683.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  | 0.0000% | $127.30            | $116.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  | 0.0000% | $41143.01          | $34685.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  | 0.0000% | $9833.83           | $9937.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  | 0.0000% | $34352.60          | $36065.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF6431 | 2053-01-01      | 6.0000%  | 0.0000% | $118044.67         | $123334.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  | 0.0000% | $11512.39          | $10476.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4411 | 2051-01-01      | 2.5000%  | 0.0000% | $86.87             | $75.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  | 0.0000% | $75051.52          | $77606.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1989 | 2052-10-01      | 5.0000%  | 0.0000% | $78.40             | $79.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  | 0.0000% | $13292.15          | $12093.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  | 0.0000% | $136266.96         | $141887.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  | 0.0000% | $52411.55          | $54542.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  | 0.0000% | $276016.28         | $282937.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  | 0.0000% | $134468.81         | $140295.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5274 | 2044-01-01      | 6.0000%  | 0.0000% | $4002.40           | $4172.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  | 0.0000% | $2991.15           | $3016.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL7278 | 2030-08-01      | 3.5000%  | 0.0000% | $85077.95          | $84672.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  | 0.0000% | $991579.48         | $964748.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8587 | 2045-08-01      | 3.5000%  | 0.0000% | $75567.64          | $71901.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  | 0.0000% | $131.50            | $135.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  | 0.0000% | $14908.35          | $11773.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $18624.37          | $19035.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $1056647.22        | $1094776.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  | 0.0000% | $849130.75         | $913677.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  | 0.0000% | $234089.96         | $248995.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  | 0.0000% | $5258426.02        | $5436486.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  | 0.0000% | $127292.03         | $114058.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $113.04            | $113.94            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  | 0.0000% | $57092.00          | $56773.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  | 0.0000% | $208969.97         | $224853.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $10481.38          | $10710.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  | 0.0000% | $189559.84         | $201402.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  | 0.0000% | $153790.57         | $157466.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  | 0.0000% | $353740.65         | $370285.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  | 0.0000% | $3696294.41        | $3046456.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  | 0.0000% | $17.64             | $17.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3106 | 2049-10-01      | 3.0000%  | 0.0000% | $675476.80         | $612177.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5950 | 2048-11-01      | 3.0000%  | 0.0000% | $35.29             | $32.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  | 0.0000% | $1600970.52        | $1572044.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  | 0.0000% | $37.97             | $34.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  | 0.0000% | $4075170.20        | $3989726.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  | 0.0000% | $520804.35         | $494678.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  | 0.0000% | $530767.98         | $555493.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  | 0.0000% | $150859.68         | $154047.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  | 0.0000% | $341902.95         | $349170.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  | 0.0000% | $15606.32          | $13984.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  | 0.0000% | $9550.15           | $9018.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  | 0.0000% | $44474.40          | $46177.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  | 0.0000% | $21443.93          | $20367.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  | 0.0000% | $5652.91           | $5518.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  | 0.0000% | $90174.95          | $74851.61          | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $82.61             | $84.80             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $86.34             | $87.61             | Agency Mortgage-Backed Securities         |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $75551026.79       | $76548402.61       | U.S. Treasuries (including strips)        |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  | 0.0000% | $2059750.00        | $2031963.97        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $3851776.64        | $3428435.84        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $706494.25         | $719654.28         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $11111954.01       | $11635616.20       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $176.55            | $168.22            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $10157568.85       | $8512670.39        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $23000698.60       | $13462535.77       | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  | 0.0000% | $978675.50         | $969466.16         | U.S. Treasuries (including strips)        |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  | 0.0000% | $735625.00         | $730328.50         | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  | 0.0000% | $31383616.28       | $31177739.75       | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  | 0.0000% | $16186295.26       | $15910642.65       | U.S. Treasuries (including strips)        |
| USTR BILL 03/24/26        | 2026-03-24      | 0.0000%  | 0.0000% | $604580.76         | $597283.47         | U.S. Treasuries (including strips)        |

### Security 95: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.11_1205
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 FMFR 00SO GB 28 K7 | 2028-05-23      | 4.2300%  | 0.0000% | $38223123.29       | $38355332.82       | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 Z3 | 2028-11-03      | 4.2350%  | 0.0000% | $7951808.22        | $7974390.25        | Agency Debentures and Agency Strips |

### Security 96: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 4.080000%
- **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_4.08_1201
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 7.9000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $51979647.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  | 0.0000% | $10754600.00       | $11180406.32       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  | 0.0000% | $52482000.00       | $54716089.53       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  | 0.0000% | $52482000.00       | $54716089.53       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  | 0.0000% | $52482000.00       | $54068262.22       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  | 0.0000% | $52482000.00       | $54068262.22       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  | 0.0000% | $52482000.00       | $54068262.22       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  | 0.0000% | $52482000.00       | $54068262.22       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  | 0.0000% | $30407755.91       | $31326826.72       | U.S. Treasuries (including strips) |

### 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: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $238353968.66
- **C.18.a - Value (excl. sponsor support):** $238353968.66
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 98: 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):** $638397389.20
- **C.18.a - Value (excl. sponsor support):** $638397389.20
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 99: 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):** $45720177.03
- **C.18.a - Value (excl. sponsor support):** $45720177.03
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 100: 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):** $631355862.83
- **C.18.a - Value (excl. sponsor support):** $631355862.83
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304968260.57
- **C.18.a - Value (excl. sponsor support):** $304968260.57
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: 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):** $781717627.98
- **C.18.a - Value (excl. sponsor support):** $781717627.98
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 103: 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):** $92970007.50
- **C.18.a - Value (excl. sponsor support):** $92970007.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 104: 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):** $156564195.73
- **C.18.a - Value (excl. sponsor support):** $156564195.73
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 105: 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):** $319851782.50
- **C.18.a - Value (excl. sponsor support):** $319851782.50
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $312497846.73
- **C.18.a - Value (excl. sponsor support):** $312497846.73
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $468069527.00
- **C.18.a - Value (excl. sponsor support):** $468069527.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $237348838.29
- **C.18.a - Value (excl. sponsor support):** $237348838.29
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $683875408.41
- **C.18.a - Value (excl. sponsor support):** $683875408.41
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $675988455.82
- **C.18.a - Value (excl. sponsor support):** $675988455.82
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $624009733.74
- **C.18.a - Value (excl. sponsor support):** $624009733.74
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $468532410.90
- **C.18.a - Value (excl. sponsor support):** $468532410.90
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **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 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $301088773.57
- **C.18.a - Value (excl. sponsor support):** $301088773.57
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96543211.48
- **C.18.a - Value (excl. sponsor support):** $96543211.48
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194012274.42
- **C.18.a - Value (excl. sponsor support):** $194012274.42
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148026210.00
- **C.18.a - Value (excl. sponsor support):** $148026210.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304793978.69
- **C.18.a - Value (excl. sponsor support):** $304793978.69
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $317224723.15
- **C.18.a - Value (excl. sponsor support):** $317224723.15
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $308193475.41
- **C.18.a - Value (excl. sponsor support):** $308193475.41
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196478241.77
- **C.18.a - Value (excl. sponsor support):** $196478241.77
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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 121: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29624765.70
- **C.18.a - Value (excl. sponsor support):** $29624765.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60100250.00
- **C.18.a - Value (excl. sponsor support):** $60100250.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: 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):** $64470942.65
- **C.18.a - Value (excl. sponsor support):** $64470942.65
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $76035520.12
- **C.18.a - Value (excl. sponsor support):** $76035520.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137653523.44
- **C.18.a - Value (excl. sponsor support):** $137653523.44
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.025400%
- **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):** $55003997.40
- **C.18.a - Value (excl. sponsor support):** $55003997.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 127: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.930400%
- **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):** $139003160.86
- **C.18.a - Value (excl. sponsor support):** $139003160.86
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 128: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63610071.25
- **C.18.a - Value (excl. sponsor support):** $63610071.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $78818099.57
- **C.18.a - Value (excl. sponsor support):** $78818099.57
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58267033.30
- **C.18.a - Value (excl. sponsor support):** $58267033.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.985400%
- **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):** $130033841.60
- **C.18.a - Value (excl. sponsor support):** $130033841.60
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 132: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.878400%
- **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):** $334705645.55
- **C.18.a - Value (excl. sponsor support):** $334705645.55
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 133: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.940400%
- **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):** $396891222.00
- **C.18.a - Value (excl. sponsor support):** $396891222.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 134: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_4.08_1205
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.2989%  | 0.0000% | $2016603.27        | $2022164.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL     | 2054-06-20      | 5.2989%  | 0.0000% | $19387467.36       | $19445155.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.1989%  | 0.0000% | $5793569.56        | $5808478.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.2989%  | 0.0000% | $5872474.95        | $5898211.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.3989%  | 0.0000% | $10367130.91       | $10424655.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.1989%  | 0.0000% | $10013452.80       | $10039751.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.3489%  | 0.0000% | $3673727.80        | $3697403.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.1789%  | 0.0000% | $925076.11         | $926645.84         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $1691909.44        | $1575148.23        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $9282.05           | $9040.44           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081BT R25F081 | 2055-10-25      | 4.5000%  | 0.0000% | $3694954.52        | $3660377.14        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  | 0.0000% | $148515.23         | $148614.07         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  | 0.0000% | $317432.73         | $312322.38         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL106KF R25F106 | 2055-12-25      | 4.9909%  | 0.0000% | $1722972.97        | $1737842.07        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106PL R25F106 | 2055-12-25      | 5.0000%  | 0.0000% | $307377.46         | $299905.11         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL106PF R25F106 | 2055-12-25      | 4.9909%  | 0.0000% | $1799817.57        | $1815403.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106V R25F106  | 2036-11-25      | 4.5000%  | 0.0000% | $2804213.18        | $2819658.78        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC098AF R25F098 | 2055-11-25      | 4.9718%  | 0.0000% | $6193829.15        | $6191502.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL006AF R25F006 | 2055-02-25      | 5.0718%  | 0.0000% | $35128673.65       | $35045652.30       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  | 0.0000% | $1608108.11        | $1700444.07        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  | 0.0000% | $203417.20         | $168182.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.4989%  | 0.0000% | $3722032.03        | $3749057.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-092 FC     | 2039-10-16      | 4.8734%  | 0.0000% | $270212.19         | $272063.81         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  | 0.0000% | $27685.19          | $26541.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.0489%  | 0.0000% | $367633.05         | $367969.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.7704%  | 0.0000% | $2280405.36        | $2279698.63        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  | 0.0000% | $20908855.49       | $21415560.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  | 0.0000% | $5746556.86        | $5681873.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.1704%  | 0.0000% | $2111671.42        | $2123724.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $2680432.15        | $2379794.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $7038804.05        | $6155825.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.5243%  | 0.0000% | $7168670.04        | $7050002.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  | 0.0000% | $3430552.87        | $3384010.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.5243%  | 0.0000% | $3572260.11        | $3515355.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.5489%  | 0.0000% | $5610795.55        | $5587995.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.4704%  | 0.0000% | $1283139.09        | $1300349.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  | 0.0000% | $2021779.77        | $2042452.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.5704%  | 0.0000% | $84431.15          | $84321.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  | 0.0000% | $293892.40         | $295962.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  | 0.0000% | $1970398.22        | $1983380.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  | 0.0000% | $1950859.65        | $1964575.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  | 0.0000% | $2999619.85        | $3016910.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  | 0.0000% | $1593917.51        | $1611811.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  | 0.0000% | $2253889.54        | $2225923.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $899385.92         | $868212.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $487026.57         | $471173.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $414706.97         | $368112.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $7121937.66        | $6344113.65        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5607FB 12/25/55 | 2055-12-25      | 4.9909%  | 0.0000% | $861486.49         | $868934.82         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5607FC 12/25/55 | 2055-12-25      | 5.2111%  | 0.0000% | $3230801.30        | $3278989.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 5.1989%  | 0.0000% | $11415427.29       | $11442599.51       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DY 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $749437.19         | $736857.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.8604%  | 0.0000% | $1281668.96        | $1283496.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  | 0.0000% | $1821096.74        | $1840007.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF     | 2054-04-20      | 5.1989%  | 0.0000% | $18968082.88       | $18973001.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $967414.92         | $996459.62         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  | 0.0000% | $662081.54         | $661855.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 HT     | 2055-10-20      | 4.5000%  | 0.0000% | $11475060.88       | $11404351.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.3989%  | 0.0000% | $1591130.35        | $1599908.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 NL     | 2055-11-20      | 5.0000%  | 0.0000% | $9845808.22        | $9835844.26        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL106F R25F106  | 2055-12-25      | 4.9909%  | 0.0000% | $1435810.81        | $1448231.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PT R25F106 | 2055-12-25      | 5.5000%  | 0.0000% | $18711825.34       | $19053559.40       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  | 0.0000% | $28147573.57       | $28656523.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.1404%  | 0.0000% | $1170067.60        | $1175982.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $2798877.28        | $2713687.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.4743%  | 0.0000% | $5125469.89        | $5028569.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  | 0.0000% | $6719508.88        | $6859110.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593DF 11/25/55 | 2055-11-25      | 4.9718%  | 0.0000% | $12602055.37       | $12597068.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.2204%  | 0.0000% | $2597425.98        | $2611270.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 AF     | 2054-11-20      | 5.7489%  | 0.0000% | $26699351.74       | $26925002.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.8804%  | 0.0000% | $1731874.57        | $1734861.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  | 0.0000% | $1459659.51        | $1470719.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.2204%  | 0.0000% | $822057.61         | $827246.50         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $68966.77          | $60820.14          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.3218%  | 0.0000% | $12077953.43       | $12085749.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 5.0989%  | 0.0000% | $12585161.45       | $12593317.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-192 FN     | 2055-11-20      | 5.2529%  | 0.0000% | $16409390.59       | $16429743.16       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $114194.39         | $109508.54         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $6599.73           | $6456.71           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.1489%  | 0.0000% | $2131828.98        | $2133330.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $2634659.77        | $2544881.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $1809793.81        | $1789324.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $5501527.24        | $5457449.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $2682359.59        | $2672088.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 KC     | 2055-09-20      | 5.0000%  | 0.0000% | $10706120.77       | $10793461.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 PC     | 2055-09-20      | 4.5000%  | 0.0000% | $7105646.42        | $7031790.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  | 0.0000% | $2973207.37        | $3007977.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.2989%  | 0.0000% | $6436646.06        | $6516245.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 5.0989%  | 0.0000% | $21195400.68       | $21337560.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  | 0.0000% | $9639478.13        | $8521248.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  | 0.0000% | $9762118.41        | $8755612.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $889719.81         | $858629.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $588267.08         | $575236.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $269191.63         | $262530.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $855044.54         | $861110.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.1204%  | 0.0000% | $818031.94         | $821828.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.1704%  | 0.0000% | $2038355.14        | $2049523.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.1304%  | 0.0000% | $961099.71         | $965719.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.1204%  | 0.0000% | $3060843.90        | $3076071.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  | 0.0000% | $253339.57         | $254981.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.1204%  | 0.0000% | $1044169.54        | $1049508.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.9704%  | 0.0000% | $585443.51         | $587145.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.8204%  | 0.0000% | $1718329.78        | $1720017.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.7204%  | 0.0000% | $1258681.92        | $1259860.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  | 0.0000% | $423736.72         | $426029.86         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CT 12/25/55 | 2055-12-25      | 4.5000%  | 0.0000% | $13719429.14       | $13559337.12       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CL 12/25/55 | 2055-12-25      | 4.5000%  | 0.0000% | $538399.42         | $511368.00         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607KT 11/15/32 | 2032-11-15      | 4.2500%  | 0.0000% | $81632550.41       | $79141818.84       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GK 11/15/32 | 2032-11-15      | 4.2500%  | 0.0000% | $15675187.70       | $15996489.86       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GJ 05/15/30 | 2030-05-15      | 4.0000%  | 0.0000% | $16847484.73       | $17210598.57       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  | 0.0000% | $5527711.73        | $5639296.88        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593VA 09/25/36 | 2036-09-25      | 5.5000%  | 0.0000% | $1859419.50        | $1935579.46        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5593CL 11/25/55 | 2055-11-25      | 5.0000%  | 0.0000% | $10062571.77       | $9999187.63        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5587AP 01/25/53 | 2053-01-25      | 5.0000%  | 0.0000% | $19433756.20       | $19610681.12       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05580V 06/25/38 | 2038-06-25      | 5.0000%  | 0.0000% | $2634914.46        | $2685246.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $4045340.12        | $4059761.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 5.3218%  | 0.0000% | $117605.20         | $117654.89         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $490825.23         | $467922.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-192 FM     | 2055-11-20      | 4.9477%  | 0.0000% | $18103513.88       | $18126586.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 MN     | 2055-11-20      | 5.0000%  | 0.0000% | $25314447.99       | $25526152.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 EF     | 2065-10-20      | 4.9489%  | 0.0000% | $7668726.16        | $7681623.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  | 0.0000% | $2290689.79        | $2341056.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF     | 2055-04-20      | 5.6089%  | 0.0000% | $22432499.78       | $22555730.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA     | 2054-04-20      | 6.2322%  | 0.0000% | $14164653.68       | $14283777.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.3489%  | 0.0000% | $6446374.28        | $6482362.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.3989%  | 0.0000% | $20921156.82       | $20965295.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.1989%  | 0.0000% | $9685343.96        | $9710761.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.2989%  | 0.0000% | $10599777.05       | $10647110.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.2989%  | 0.0000% | $20000957.39       | $20013088.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.8604%  | 0.0000% | $1380831.08        | $1382682.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-153 AD     | 2058-05-16      | 5.0000%  | 0.0000% | $6925964.56        | $6984842.19        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  | 0.0000% | $19657200.62       | $17958884.01       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  | 0.0000% | $990353.69         | $925745.99         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.6428%  | 0.0000% | $3409040.77        | $3250337.14        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $1055022.99        | $963405.14         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.1531%  | 0.0000% | $4274448.95        | $4111057.07        | Agency Mortgage-Backed Securities         |

### Security 135: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BH7O3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1BH7O3_4.02_1203
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $1453642.11        | $1496391.51        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $55451368.42       | $58487558.10       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $101968210.53      | $104333590.38      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $5262947.37        | $5222772.20        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $1249873.68        | $1184813.82        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $15272800.00       | $13362253.48       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $1619789.47        | $1604658.76        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $1619242.11        | $1616996.07        | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | 0.0000% | $4072082.80        | $4265869.68        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | 0.0000% | $8475074.63        | $8639636.63        | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | 0.0000% | $4749367.51        | $5175025.14        | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  | 0.0000% | $21.05             | $20.37             | U.S. Treasuries (including strips) |

### Security 136: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BOUP9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BOUP9_3.94_1205
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 03.500 FGPC Q39434 G | 2046-03-01      | 3.5000%  | 0.0000% | $6267.35           | $5979.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC4423 | 2054-10-01      | 4.5000%  | 0.0000% | $15070.33          | $14821.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC4514 | 2051-07-01      | 2.5000%  | 0.0000% | $29842.69          | $25534.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  | 0.0000% | $99762.45          | $77842.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ8120 | 2048-01-01      | 3.5000%  | 0.0000% | $2948.70           | $2818.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN8518 | 2036-11-01      | 1.5000%  | 0.0000% | $22946.63          | $20731.66          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CW0789       | 2060-10-15      | 5.2200%  | 0.0000% | $312708.08         | $321825.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0037 | 2040-11-01      | 4.5000%  | 0.0000% | $108048.41         | $108475.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ6634 | 2055-10-01      | 6.0000%  | 0.0000% | $1449082.85        | $1495252.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0429 C     | 2055-06-20      | 6.5000%  | 0.0000% | $290745.82         | $304291.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6572 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1679275.97        | $1757510.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5209 | 2033-11-01      | 5.5000%  | 0.0000% | $1583.29           | $1635.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5883 | 2055-03-01      | 6.5000%  | 0.0000% | $199012.37         | $210210.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0688 M     | 2055-10-20      | 6.5000%  | 0.0000% | $903869.81         | $936454.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5531 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1027775.69        | $1070178.63        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $14211.93          | $13067.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM9837 | 2051-06-01      | 3.5000%  | 0.0000% | $77054.10          | $72497.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9160 C     | 2055-06-20      | 5.0000%  | 0.0000% | $133252.07         | $133961.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0553 M     | 2055-08-20      | 4.0000%  | 0.0000% | $230319.55         | $219765.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG8389 C     | 2055-01-20      | 5.5000%  | 0.0000% | $103098.16         | $105292.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4783 | 2055-03-01      | 6.5000%  | 0.0000% | $124681.83         | $132599.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2831 C     | 2055-10-20      | 6.5000%  | 0.0000% | $214051.68         | $224022.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8032 C     | 2055-10-20      | 6.5000%  | 0.0000% | $126224.74         | $132566.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ0380 | 2055-07-01      | 4.5000%  | 0.0000% | $46303.95          | $45565.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQY7819 | 2055-07-01      | 4.5000%  | 0.0000% | $29264.89          | $28781.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1577 | 2055-05-01      | 5.0000%  | 0.0000% | $649442.17         | $651832.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4077 C     | 2055-05-20      | 6.5000%  | 0.0000% | $62460.60          | $65370.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1262 | 2055-10-01      | 6.5000%  | 0.0000% | $3643006.22        | $3849786.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3307 | 2055-01-01      | 6.5000%  | 0.0000% | $4850099.19        | $5137191.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1200 C     | 2055-09-20      | 5.5000%  | 0.0000% | $535224.75         | $546734.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9742 | 2055-12-01      | 5.5000%  | 0.0000% | $101642.50         | $103443.81         | Agency Mortgage-Backed Securities |
| GNMA GNII BD DN7725 C     | 2055-11-20      | 5.5000%  | 0.0000% | $131624.75         | $134978.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF2193 | 2055-11-01      | 5.0000%  | 0.0000% | $940048.75         | $944968.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3269 C     | 2055-11-20      | 6.0000%  | 0.0000% | $248195.00         | $256681.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL3090 | 2049-07-01      | 4.0000%  | 0.0000% | $754455.18         | $744052.75         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6751       | 2060-10-15      | 5.1500%  | 0.0000% | $51939.50          | $53180.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8147 | 2037-04-01      | 1.5000%  | 0.0000% | $62500.05          | $56427.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0771 | 2037-06-01      | 3.0000%  | 0.0000% | $52496.16          | $50760.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PZT1860 | 2049-02-01      | 3.5000%  | 0.0000% | $104765.49         | $96314.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $402.11            | $381.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL8757 | 2044-11-01      | 4.5000%  | 0.0000% | $890.56            | $896.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI5307 | 2036-10-01      | 6.0000%  | 0.0000% | $1870.89           | $1961.02           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08528 G | 2043-04-01      | 3.0000%  | 0.0000% | $47916.21          | $44770.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4657 | 2046-03-01      | 4.5000%  | 0.0000% | $33.02             | $33.22             | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08524 G | 2043-03-01      | 3.0000%  | 0.0000% | $20663.05          | $19306.52          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G07962 G | 2041-11-01      | 5.0000%  | 0.0000% | $20124.39          | $20873.01          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G06506 G | 2040-12-01      | 4.0000%  | 0.0000% | $9665.02           | $9561.80           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785281 C     | 2050-06-20      | 4.5000%  | 0.0000% | $39.69             | $39.56             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784541 X     | 2046-06-15      | 4.5000%  | 0.0000% | $20033.73          | $20283.25          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738101 X     | 2041-03-15      | 4.0000%  | 0.0000% | $3782.04           | $3684.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9037 C     | 2055-09-20      | 6.5000%  | 0.0000% | $254842.85         | $266714.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8719 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10264.10          | $10742.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0616 M     | 2055-09-20      | 2.0000%  | 0.0000% | $21897.41          | $18334.97          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  | 0.0000% | $2870724.89        | $2914480.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788181 C     | 2055-09-20      | 5.5000%  | 0.0000% | $77104.44          | $78903.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785732 C     | 2051-11-20      | 3.5000%  | 0.0000% | $102.28            | $94.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8153 | 2054-07-01      | 6.0000%  | 0.0000% | $84134.88          | $86662.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV2859 | 2028-12-01      | 3.5000%  | 0.0000% | $1580.87           | $1567.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL9917 | 2047-02-01      | 4.5000%  | 0.0000% | $8572.51           | $8590.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL4141 | 2040-04-01      | 6.0000%  | 0.0000% | $39971.27          | $42392.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL254148 | 2032-01-01      | 7.0000%  | 0.0000% | $267.54            | $281.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO3169 | 2039-12-01      | 3.0000%  | 0.0000% | $8946.60           | $8635.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  | 0.0000% | $11799.69          | $11387.12          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC2693 | 2037-07-01      | 1.5000%  | 0.0000% | $70920.30          | $64030.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5363 | 2045-09-01      | 5.0000%  | 0.0000% | $2138658.13        | $2163058.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8570 | 2053-07-01      | 6.0000%  | 0.0000% | $1733936.17        | $1789146.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  | 0.0000% | $224834.43         | $216261.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5759 | 2051-09-01      | 2.5000%  | 0.0000% | $89361.15          | $76460.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2132 | 2050-02-01      | 3.0000%  | 0.0000% | $19343.86          | $17614.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA2017 | 2050-01-01      | 3.5000%  | 0.0000% | $78854.00          | $74036.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1266 | 2048-09-01      | 3.0000%  | 0.0000% | $629239.08         | $578811.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7121 | 2053-02-01      | 5.5000%  | 0.0000% | $28385.25          | $28975.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8252 | 2052-08-01      | 4.5000%  | 0.0000% | $233295.19         | $230355.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE6678 | 2052-08-01      | 4.0000%  | 0.0000% | $1779.52           | $1713.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7306 | 2051-01-01      | 2.0000%  | 0.0000% | $6098.67           | $4989.23           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q31285 G | 2045-02-01      | 3.5000%  | 0.0000% | $100546.44         | $96102.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $16165.04          | $16299.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $182382.05         | $175571.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  | 0.0000% | $25698.97          | $21118.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $52832.65          | $49726.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2513 | 2052-08-01      | 4.5000%  | 0.0000% | $100500.43         | $99287.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2138 | 2053-01-01      | 5.5000%  | 0.0000% | $9794.94           | $10094.88          | Agency Mortgage-Backed Securities |
| GNMA GNII BD DG3878 C     | 2055-03-20      | 4.5000%  | 0.0000% | $352217.95         | $338426.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE9971 C     | 2054-10-20      | 5.0000%  | 0.0000% | $123.16            | $125.90            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3829 C     | 2054-08-20      | 7.0000%  | 0.0000% | $170354.15         | $178180.22         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CS4173 C     | 2048-01-20      | 3.0000%  | 0.0000% | $24716.41          | $22327.32          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1612 X     | 2043-01-15      | 2.5000%  | 0.0000% | $57634.61          | $51033.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BK8886 C     | 2049-04-20      | 4.5000%  | 0.0000% | $113.34            | $112.12            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9169 M     | 2053-09-20      | 4.5000%  | 0.0000% | $2743292.52        | $2704345.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9012 M     | 2053-07-20      | 3.0000%  | 0.0000% | $479.00            | $435.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8799 M     | 2053-04-20      | 4.5000%  | 0.0000% | $204766.43         | $202619.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $3515295.21        | $3591805.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $18512563.02       | $18682452.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $4978.26           | $4788.74           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $255528.97         | $245747.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $11448.16          | $9986.00           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $13122.16          | $11930.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6412 M     | 2050-01-20      | 4.5000%  | 0.0000% | $480.37            | $479.64            | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA5921 M     | 2049-05-20      | 3.5000%  | 0.0000% | $235.31            | $214.16            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  | 0.0000% | $18.79             | $17.26             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $23.30             | $22.59             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $6746.91           | $6576.55           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $25955.27          | $24853.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0030 | 2040-10-01      | 4.0000%  | 0.0000% | $35539.83          | $35181.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0072 | 2055-12-01      | 3.5000%  | 0.0000% | $22500.00          | $20905.99          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ4615 | 2055-08-01      | 4.5000%  | 0.0000% | $30027.88          | $29532.21          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3309 | 2055-01-01      | 6.5000%  | 0.0000% | $7636834.71        | $8058357.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3029 | 2053-09-01      | 5.5000%  | 0.0000% | $1587528.00        | $1631023.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ8982 | 2055-09-01      | 5.0000%  | 0.0000% | $325291.25         | $328830.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7826 | 2055-10-01      | 5.5000%  | 0.0000% | $2169955.43        | $2230840.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2449 | 2055-08-01      | 5.5000%  | 0.0000% | $83068.04          | $86004.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5028 | 2055-06-01      | 6.0000%  | 0.0000% | $39410.06          | $40560.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX8573 | 2055-01-01      | 6.0000%  | 0.0000% | $132942.79         | $137303.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA5843 | 2040-07-01      | 3.0000%  | 0.0000% | $34375.00          | $33169.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIMA5802 | 2040-08-01      | 6.0000%  | 0.0000% | $21903.75          | $22792.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $594.52            | $605.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $4296.66           | $4120.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | 0.0000% | $18190.78          | $16924.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CKMA2679 | 2046-05-01      | 2.5000%  | 0.0000% | $64942.82          | $56554.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC8568 | 2040-01-01      | 4.5000%  | 0.0000% | $153.87            | $156.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  | 0.0000% | $18.30             | $18.21             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $8644.33           | $9167.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL888801 | 2037-09-01      | 6.0000%  | 0.0000% | $21034.83          | $22241.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1194 | 2055-10-01      | 5.0000%  | 0.0000% | $892236.34         | $907120.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  | 0.0000% | $453972.07         | $447364.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8824 | 2052-06-01      | 3.0000%  | 0.0000% | $534307.13         | $478418.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS6474 | 2051-03-01      | 2.0000%  | 0.0000% | $611437.38         | $501181.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTFS3604 | 2043-08-01      | 5.5000%  | 0.0000% | $65514.04          | $67708.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0192 | 2052-01-01      | 2.5000%  | 0.0000% | $25229.77          | $21956.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM9930 | 2051-12-01      | 2.0000%  | 0.0000% | $58957.17          | $48230.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM9441 | 2051-04-01      | 2.0000%  | 0.0000% | $76915.21          | $63364.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  | 0.0000% | $5484849.61        | $4486990.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6559 | 2051-03-01      | 2.0000%  | 0.0000% | $1235207.85        | $1014019.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2300 | 2054-07-01      | 6.5000%  | 0.0000% | $11383638.99       | $11882970.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | 0.0000% | $204.42            | $202.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0303 M     | 2055-04-20      | 3.0000%  | 0.0000% | $20201.54          | $18342.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $2246507.13        | $2281285.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $78478.40          | $77218.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4241 C     | 2055-11-20      | 5.5000%  | 0.0000% | $763045.00         | $779816.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0707 C     | 2055-09-20      | 6.0000%  | 0.0000% | $984652.76         | $1018319.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6655 C     | 2055-09-20      | 5.5000%  | 0.0000% | $183291.72         | $185391.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7123 C     | 2055-10-20      | 6.5000%  | 0.0000% | $424529.73         | $444306.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3749 C     | 2055-09-20      | 6.5000%  | 0.0000% | $127.15            | $131.52            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3129 C     | 2055-09-20      | 6.0000%  | 0.0000% | $71923.50          | $73562.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1597 C     | 2055-09-20      | 6.0000%  | 0.0000% | $134872.39         | $139483.95         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DL7524       | 2060-11-15      | 4.9400%  | 0.0000% | $1184452.00        | $1207263.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6028 C     | 2055-08-20      | 6.0000%  | 0.0000% | $96097.79          | $99383.47          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6007 C     | 2055-08-20      | 6.0000%  | 0.0000% | $85254.15          | $87159.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5251 C     | 2055-11-20      | 5.5000%  | 0.0000% | $444257.00         | $458108.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0576 C     | 2055-09-20      | 5.5000%  | 0.0000% | $678961.77         | $692060.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2557 C     | 2055-08-20      | 6.0000%  | 0.0000% | $101527.12         | $103796.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $1417.27           | $1324.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB2949 | 2037-02-01      | 2.0000%  | 0.0000% | $1113205.76        | $1031518.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  | 0.0000% | $9252.84           | $9545.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX9201 | 2053-04-01      | 6.5000%  | 0.0000% | $102517.07         | $110175.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW7303 | 2052-08-01      | 4.0000%  | 0.0000% | $66953.24          | $64473.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW6299 | 2052-08-01      | 4.5000%  | 0.0000% | $4225792.00        | $4200441.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU2591 | 2051-12-01      | 2.0000%  | 0.0000% | $94132.94          | $77006.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR2935 | 2036-03-01      | 1.5000%  | 0.0000% | $6730.78           | $6097.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO7390 | 2050-03-01      | 3.0000%  | 0.0000% | $534341.24         | $478303.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTBM1495 | 2036-01-01      | 3.5000%  | 0.0000% | $2559.30           | $2512.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH9314 | 2047-09-01      | 3.5000%  | 0.0000% | $6670.18           | $6333.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 R3BF0555 | 2050-05-01      | 3.0000%  | 0.0000% | $68266.78          | $61407.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5039 C     | 2055-10-20      | 5.0000%  | 0.0000% | $185824.70         | $187243.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD9284 | 2046-11-01      | 3.0000%  | 0.0000% | $162328.18         | $149046.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4977 | 2055-11-01      | 6.0000%  | 0.0000% | $234837.00         | $245679.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6355 | 2055-08-01      | 6.5000%  | 0.0000% | $162841.94         | $173274.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8976 | 2055-10-01      | 7.0000%  | 0.0000% | $200572.64         | $212563.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $365.70            | $356.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  | 0.0000% | $51554.12          | $53735.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT1335 | 2051-07-01      | 2.5000%  | 0.0000% | $92178.86          | $78870.16          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q12922 G | 2042-11-01      | 3.0000%  | 0.0000% | $46629.77          | $43568.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3858 | 2053-09-01      | 6.5000%  | 0.0000% | $8824.14           | $9249.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3913 | 2050-11-01      | 2.5000%  | 0.0000% | $29483.27          | $25826.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS8507 | 2047-07-01      | 3.5000%  | 0.0000% | $8460.61           | $8128.75           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI3212 X     | 2044-05-15      | 4.0000%  | 0.0000% | $131.40            | $127.59            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $23303.18          | $21124.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $153661.31         | $156928.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB5884 | 2053-03-01      | 4.0000%  | 0.0000% | $549810.63         | $529564.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CICB6790 | 2037-12-01      | 1.5000%  | 0.0000% | $36191.90          | $32674.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788302 C     | 2055-11-20      | 5.0000%  | 0.0000% | $17320448.00       | $17436772.13       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8143 M     | 2052-07-20      | 4.5000%  | 0.0000% | $3056797.35        | $2976568.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBX4408 | 2038-08-01      | 3.0000%  | 0.0000% | $34616.03          | $33413.44          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5245 | 2043-07-01      | 5.5000%  | 0.0000% | $56511.57          | $58110.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $404506.52         | $380359.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBT8653 | 2036-08-01      | 2.5000%  | 0.0000% | $86981.71          | $82614.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $43173.31          | $41527.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3075 | 2052-11-01      | 5.5000%  | 0.0000% | $162551.77         | $165808.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  | 0.0000% | $36669.12          | $37741.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9166 M     | 2053-09-20      | 3.0000%  | 0.0000% | $4470.17           | $4055.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM9693 | 2051-12-01      | 2.5000%  | 0.0000% | $29422.62          | $25174.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3422 | 2052-12-01      | 4.5000%  | 0.0000% | $568961.14         | $566351.89         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC J37032 G | 2032-05-01      | 3.5000%  | 0.0000% | $275935.88         | $274577.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH6738 | 2047-08-01      | 3.5000%  | 0.0000% | $7512.60           | $7068.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ7147 C     | 2047-07-20      | 3.5000%  | 0.0000% | $878.86            | $820.88            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M     | 2052-03-20      | 4.0000%  | 0.0000% | $209544.50         | $201600.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4289 | 2052-08-01      | 4.5000%  | 0.0000% | $102495.61         | $101227.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $276300.06         | $227312.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  | 0.0000% | $1563.21           | $1505.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $11942.67          | $11524.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ4289 | 2048-01-01      | 3.5000%  | 0.0000% | $47328.00          | $45098.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $458.80            | $431.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $201.75            | $214.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  | 0.0000% | $1448810.21        | $1212694.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI8051 | 2054-06-01      | 5.5000%  | 0.0000% | $133229.94         | $135627.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7465 | 2031-07-01      | 3.0000%  | 0.0000% | $362885.80         | $356527.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZI3145 | 2035-03-01      | 5.0000%  | 0.0000% | $215.32            | $217.69            | Agency Mortgage-Backed Securities |

### Security 137: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C58S8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1C58S8_3.94_1202
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SF AW5811 X     | 2047-03-15      | 4.5000%  | 0.0000% | $11974.93          | $11931.49          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW2784 X     | 2046-10-15      | 2.5000%  | 0.0000% | $3893.03           | $3417.77           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AV4036 X     | 2046-09-15      | 4.5000%  | 0.0000% | $45000.80          | $45016.19          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU9418 X     | 2046-09-15      | 4.0000%  | 0.0000% | $4198.74           | $4060.49           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU8925 X     | 2046-08-15      | 4.5000%  | 0.0000% | $15502.18          | $15507.49          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU6700 X     | 2047-02-15      | 4.5000%  | 0.0000% | $44387.51          | $44541.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7928 C     | 2055-11-20      | 6.5000%  | 0.0000% | $153994.02         | $164670.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $11916.96          | $11219.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | 0.0000% | $80680.09          | $75958.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7315 M     | 2051-04-20      | 4.0000%  | 0.0000% | $29022.26          | $28089.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7607 C     | 2050-05-20      | 3.5000%  | 0.0000% | $116999.55         | $108848.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7606 C     | 2050-05-20      | 3.5000%  | 0.0000% | $84763.64          | $78962.76          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BS5197 X     | 2050-01-15      | 4.5000%  | 0.0000% | $5676.24           | $5620.97           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  | 0.0000% | $11591.58          | $10726.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR7374 C     | 2050-01-20      | 5.0000%  | 0.0000% | $111828.10         | $113483.72         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BR6259 X     | 2050-01-15      | 3.5000%  | 0.0000% | $15522.78          | $14462.28          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BR4832 X     | 2052-06-15      | 4.0000%  | 0.0000% | $62726.24          | $60387.80          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8599 X     | 2050-01-15      | 3.0000%  | 0.0000% | $13853.55          | $12552.82          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8595 X     | 2049-12-15      | 3.0000%  | 0.0000% | $47686.50          | $43208.98          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8591 X     | 2049-11-15      | 3.0000%  | 0.0000% | $34294.66          | $31075.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  | 0.0000% | $144044.71         | $132296.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5400 M     | 2048-08-20      | 5.0000%  | 0.0000% | $104586.25         | $106873.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  | 0.0000% | $110916.90         | $111228.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $103458.26         | $100269.57         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC3826 X     | 2047-10-15      | 3.5000%  | 0.0000% | $13587.72          | $12737.51          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC3744 X     | 2047-09-15      | 4.5000%  | 0.0000% | $18853.37          | $18963.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $290780.36         | $253825.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6089 M     | 2049-08-20      | 3.0000%  | 0.0000% | $72428.73          | $66025.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $186764.43         | $170209.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $58553.82          | $59798.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $32343.13          | $31292.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $44391.40          | $45307.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  | 0.0000% | $3563.66           | $3580.08           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $13982.88          | $12872.08          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699271 X     | 2038-09-15      | 6.5000%  | 0.0000% | $251.81            | $264.63            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 694462 X     | 2038-10-15      | 6.0000%  | 0.0000% | $2433.87           | $2541.73           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699495 X     | 2038-10-15      | 6.0000%  | 0.0000% | $30.47             | $32.20             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673207 X     | 2038-10-15      | 6.0000%  | 0.0000% | $20.24             | $21.39             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004266 M     | 2038-10-20      | 5.5000%  | 0.0000% | $1059.09           | $1102.12           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782415 X     | 2038-10-15      | 6.5000%  | 0.0000% | $74.83             | $81.35             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698654 X     | 2038-11-15      | 6.0000%  | 0.0000% | $2207.56           | $2291.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4320 M     | 2047-03-20      | 3.0000%  | 0.0000% | $26221.50          | $24067.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4263 M     | 2047-02-20      | 4.0000%  | 0.0000% | $90751.28          | $88202.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4198 M     | 2047-01-20      | 4.5000%  | 0.0000% | $130051.67         | $130683.72         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ1140 X     | 2049-11-15      | 3.0000%  | 0.0000% | $50.77             | $45.85             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BP1829 X     | 2049-08-15      | 4.0000%  | 0.0000% | $666.93            | $640.96            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BP1506 X     | 2049-08-15      | 4.5000%  | 0.0000% | $250.94            | $247.94            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO5617 X     | 2049-01-15      | 4.5000%  | 0.0000% | $1703.03           | $1679.71           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7929 C     | 2055-11-20      | 6.5000%  | 0.0000% | $165374.66         | $174656.81         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 494837 X     | 2029-06-15      | 7.0000%  | 0.0000% | $23.58             | $24.14             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 490070 X     | 2028-12-15      | 6.0000%  | 0.0000% | $22.89             | $23.19             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487588 X     | 2029-04-15      | 6.0000%  | 0.0000% | $42.94             | $44.01             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487108 X     | 2029-04-15      | 6.0000%  | 0.0000% | $114.65            | $117.70            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486540 X     | 2028-09-15      | 7.0000%  | 0.0000% | $4.79              | $4.83              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486538 X     | 2028-09-15      | 7.0000%  | 0.0000% | $56.17             | $57.02             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 749219 X     | 2041-03-15      | 4.5000%  | 0.0000% | $16266.04          | $16672.95          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 748616 X     | 2038-11-15      | 6.5000%  | 0.0000% | $125.99            | $128.50            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 745242 X     | 2040-07-15      | 4.5000%  | 0.0000% | $53669.56          | $53773.94          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 744060 X     | 2041-05-15      | 6.0000%  | 0.0000% | $1519.40           | $1567.84           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 743173 X     | 2040-12-15      | 4.5000%  | 0.0000% | $18067.15          | $18102.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $51650.96          | $52480.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004978 M     | 2041-03-20      | 4.5000%  | 0.0000% | $5869.42           | $5963.98           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004923 M     | 2041-01-20      | 4.5000%  | 0.0000% | $7320.06           | $7438.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  | 0.0000% | $76932.15          | $75505.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004853 M     | 2040-11-20      | 4.0000%  | 0.0000% | $23027.59          | $22714.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004834 M     | 2040-10-20      | 4.5000%  | 0.0000% | $286.06            | $290.73            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6437 C     | 2055-03-20      | 6.5000%  | 0.0000% | $280740.71         | $297932.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6436 C     | 2055-03-20      | 6.5000%  | 0.0000% | $176115.25         | $186900.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6434 C     | 2055-03-20      | 6.5000%  | 0.0000% | $200046.88         | $212296.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4996 C     | 2055-07-20      | 6.5000%  | 0.0000% | $274510.04         | $287298.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0918 C     | 2055-11-20      | 5.5000%  | 0.0000% | $209852.33         | $214835.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0458 C     | 2055-02-20      | 6.5000%  | 0.0000% | $670116.97         | $712175.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7451 C     | 2055-07-20      | 6.5000%  | 0.0000% | $255005.72         | $267818.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3004 C     | 2054-12-20      | 6.0000%  | 0.0000% | $234106.31         | $241637.51         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570442 X     | 2031-10-15      | 6.0000%  | 0.0000% | $22.81             | $23.77             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 569702 X     | 2032-02-15      | 7.0000%  | 0.0000% | $12.04             | $12.56             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605630 X     | 2034-08-15      | 6.0000%  | 0.0000% | $1085.70           | $1121.90           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605458 X     | 2034-06-15      | 5.5000%  | 0.0000% | $15004.54          | $15604.76          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605301 X     | 2034-07-15      | 5.5000%  | 0.0000% | $627.73            | $653.54            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605775 X     | 2034-11-15      | 6.0000%  | 0.0000% | $123.34            | $128.79            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617740 X     | 2037-10-15      | 6.0000%  | 0.0000% | $726.58            | $760.69            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 732515 X     | 2040-06-15      | 6.0000%  | 0.0000% | $644.63            | $663.54            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 732485 X     | 2040-02-15      | 6.0000%  | 0.0000% | $919.75            | $951.09            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 730133 X     | 2040-05-15      | 5.0000%  | 0.0000% | $1498.39           | $1537.52           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728837 X     | 2040-01-15      | 5.0000%  | 0.0000% | $3538.26           | $3627.55           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784446 C     | 2048-02-20      | 3.0000%  | 0.0000% | $84570.46          | $76695.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7608 C     | 2050-05-20      | 3.5000%  | 0.0000% | $124580.36         | $115823.73         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD6110 X     | 2047-11-15      | 3.5000%  | 0.0000% | $17479.83          | $16223.89          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784071 X     | 2041-06-15      | 6.0000%  | 0.0000% | $1358.60           | $1439.36           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CK0445 X     | 2052-02-15      | 4.0000%  | 0.0000% | $8700.83           | $8354.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4128 M     | 2046-12-20      | 4.0000%  | 0.0000% | $68198.44          | $66255.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8492 M     | 2052-12-20      | 6.0000%  | 0.0000% | $783904.58         | $808801.39         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CD6024       | 2063-09-15      | 2.4100%  | 0.0000% | $42651.79          | $36420.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4125 M     | 2046-12-20      | 2.5000%  | 0.0000% | $45451.74          | $40394.41          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BL3846 X     | 2049-02-15      | 4.5000%  | 0.0000% | $28969.03          | $29188.47          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $226910.22         | $224636.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $397.06            | $346.34            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $87.84             | $79.65             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $291.87            | $254.59            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002198 M     | 2026-04-20      | 6.0000%  | 0.0000% | $3.32              | $3.40              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553170 X     | 2033-04-15      | 6.0000%  | 0.0000% | $52.09             | $52.74             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552756 X     | 2032-09-15      | 6.0000%  | 0.0000% | $10.40             | $10.83             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552509 X     | 2032-04-15      | 6.0000%  | 0.0000% | $1.18              | $1.19              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 552152 X     | 2031-11-15      | 6.0000%  | 0.0000% | $34.71             | $35.41             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550764 X     | 2035-12-15      | 5.5000%  | 0.0000% | $355.37            | $366.78            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3817 C     | 2065-10-20      | 6.0000%  | 0.0000% | $259362.91         | $266994.93         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3763 C     | 2065-11-20      | 6.0000%  | 0.0000% | $826666.56         | $850992.05         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3752 C     | 2065-11-20      | 6.0000%  | 0.0000% | $778237.75         | $801138.18         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3738 C     | 2065-10-20      | 6.0000%  | 0.0000% | $117759.93         | $121225.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4447 C     | 2055-11-20      | 6.5000%  | 0.0000% | $310838.21         | $325317.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4444 C     | 2055-11-20      | 6.5000%  | 0.0000% | $533216.31         | $558058.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4428 C     | 2055-11-20      | 5.5000%  | 0.0000% | $455723.99         | $465881.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4423 C     | 2055-11-20      | 5.5000%  | 0.0000% | $164349.99         | $168107.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3187 C     | 2055-11-20      | 6.5000%  | 0.0000% | $196775.56         | $206663.33         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1564       | 2060-11-15      | 5.4100%  | 0.0000% | $931056.15         | $971570.60         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1561       | 2060-11-15      | 5.4100%  | 0.0000% | $678942.05         | $708485.88         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676389 X     | 2038-01-15      | 5.5000%  | 0.0000% | $20924.45          | $22080.63          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676361 X     | 2037-10-15      | 7.0000%  | 0.0000% | $185.72            | $190.98            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676843 X     | 2038-05-15      | 6.0000%  | 0.0000% | $1298.94           | $1372.59           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 675130 X     | 2038-02-15      | 5.5000%  | 0.0000% | $819.21            | $864.49            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674446 X     | 2037-09-15      | 6.0000%  | 0.0000% | $1589.67           | $1649.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1519 C     | 2055-03-20      | 6.0000%  | 0.0000% | $15180.09          | $15806.34          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE6499       | 2066-06-15      | 5.5700%  | 0.0000% | $448218.05         | $462593.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $9731.75           | $10082.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0367 C     | 2055-10-20      | 5.5000%  | 0.0000% | $343634.70         | $350950.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6442 C     | 2055-04-20      | 6.5000%  | 0.0000% | $171079.35         | $181555.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2058 C     | 2054-12-20      | 5.0000%  | 0.0000% | $340101.22         | $338824.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $386688.92         | $337306.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2063 C     | 2055-05-20      | 6.0000%  | 0.0000% | $39465.27          | $41381.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7556 C     | 2055-08-20      | 5.5000%  | 0.0000% | $201388.82         | $205926.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7410 C     | 2054-12-20      | 6.0000%  | 0.0000% | $459825.53         | $481425.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5460 C     | 2055-09-20      | 6.5000%  | 0.0000% | $163746.01         | $171373.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3594 C     | 2055-07-20      | 6.5000%  | 0.0000% | $274419.50         | $287203.61         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA5509 X     | 2047-06-15      | 5.0000%  | 0.0000% | $25310.60          | $25494.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8767 C     | 2055-06-20      | 6.0000%  | 0.0000% | $65197.61          | $68044.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7452 C     | 2055-07-20      | 6.5000%  | 0.0000% | $149975.99         | $157512.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2272 C     | 2055-10-20      | 6.5000%  | 0.0000% | $174645.52         | $182781.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6346 C     | 2055-11-20      | 6.5000%  | 0.0000% | $206166.65         | $220498.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6954 M     | 2050-09-20      | 1.5000%  | 0.0000% | $46610.25          | $37633.58          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4716 X     | 2047-10-15      | 4.5000%  | 0.0000% | $1380.38           | $1372.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $21013.91          | $17589.28          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2485 X     | 2047-04-15      | 4.5000%  | 0.0000% | $3037.42           | $3074.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2851 C     | 2054-07-20      | 7.0000%  | 0.0000% | $164723.25         | $172105.32         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT3502 X     | 2050-02-15      | 3.5000%  | 0.0000% | $22231.32          | $20572.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4381 M     | 2047-04-20      | 3.0000%  | 0.0000% | $24830.01          | $22808.58          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DC7177       | 2066-07-15      | 5.7500%  | 0.0000% | $862744.50         | $911116.42         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651881 X     | 2036-09-15      | 6.0000%  | 0.0000% | $34.26             | $36.20             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651850 X     | 2036-06-15      | 6.0000%  | 0.0000% | $715.46            | $748.61            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651720 X     | 2036-02-15      | 6.0000%  | 0.0000% | $457.89            | $483.80            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651278 X     | 2036-01-15      | 6.0000%  | 0.0000% | $43.79             | $44.44             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651161 X     | 2035-12-15      | 6.0000%  | 0.0000% | $68.10             | $70.28             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651686 X     | 2036-01-15      | 6.0000%  | 0.0000% | $167.49            | $175.25            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650472 X     | 2035-12-15      | 6.0000%  | 0.0000% | $164.10            | $170.21            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650724 X     | 2036-01-15      | 6.0000%  | 0.0000% | $206.38            | $209.94            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724383 X     | 2039-10-15      | 4.5000%  | 0.0000% | $49.26             | $49.37             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724033 X     | 2039-11-15      | 6.0000%  | 0.0000% | $482.32            | $498.19            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723892 X     | 2040-04-15      | 4.5000%  | 0.0000% | $105069.23         | $106400.14         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724600 X     | 2040-05-15      | 5.0000%  | 0.0000% | $5792.56           | $5934.63           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6337 C     | 2055-11-20      | 6.5000%  | 0.0000% | $611851.52         | $638488.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6358 C     | 2055-11-20      | 5.0000%  | 0.0000% | $166932.48         | $168161.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4662 C     | 2055-10-20      | 6.0000%  | 0.0000% | $399906.13         | $421071.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3630 C     | 2055-10-20      | 5.0000%  | 0.0000% | $728682.24         | $732450.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3628 C     | 2055-10-20      | 5.0000%  | 0.0000% | $354130.34         | $356528.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4434 C     | 2055-11-20      | 5.5000%  | 0.0000% | $742833.36         | $759332.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3358 C     | 2055-09-20      | 5.5000%  | 0.0000% | $108576.12         | $110956.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3322 C     | 2055-08-20      | 6.0000%  | 0.0000% | $53783.12          | $56109.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3319 C     | 2055-08-20      | 5.5000%  | 0.0000% | $116659.05         | $119243.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3042 C     | 2055-09-20      | 5.5000%  | 0.0000% | $489795.98         | $501427.66         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 654432 X     | 2036-09-15      | 6.5000%  | 0.0000% | $7508.41           | $7877.73           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4337 C     | 2055-11-20      | 5.5000%  | 0.0000% | $158829.58         | $162723.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4038 C     | 2055-10-20      | 5.0000%  | 0.0000% | $169422.44         | $170872.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002717 M     | 2029-02-20      | 7.5000%  | 0.0000% | $66.99             | $67.84             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5538 C     | 2055-11-20      | 6.0000%  | 0.0000% | $838939.36         | $867622.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5498 C     | 2055-11-20      | 5.0000%  | 0.0000% | $555140.75         | $560062.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5496 C     | 2055-11-20      | 5.0000%  | 0.0000% | $211477.96         | $213684.74         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5163 C     | 2065-11-20      | 5.5000%  | 0.0000% | $129394.43         | $131220.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5119 C     | 2055-11-20      | 5.0000%  | 0.0000% | $210781.22         | $212138.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5118 C     | 2055-11-20      | 5.0000%  | 0.0000% | $320185.43         | $322432.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5117 C     | 2055-11-20      | 5.0000%  | 0.0000% | $227026.57         | $228759.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5090 C     | 2055-11-20      | 5.5000%  | 0.0000% | $541552.54         | $561506.59         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN4794 C     | 2065-11-20      | 6.0000%  | 0.0000% | $336944.90         | $345286.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5321 C     | 2055-11-20      | 6.0000%  | 0.0000% | $272798.98         | $282470.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5320 C     | 2055-10-20      | 6.0000%  | 0.0000% | $189261.29         | $195848.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5316 C     | 2055-11-20      | 6.0000%  | 0.0000% | $257531.15         | $266848.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5315 C     | 2055-11-20      | 6.0000%  | 0.0000% | $733599.91         | $759690.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4350 C     | 2055-11-20      | 6.0000%  | 0.0000% | $594925.04         | $618153.88         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783396 X     | 2037-04-15      | 6.0000%  | 0.0000% | $1099.52           | $1153.20           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6091 M     | 2049-08-20      | 4.0000%  | 0.0000% | $22075.79          | $21195.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $1044912.82        | $960379.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  | 0.0000% | $39838.84          | $36918.45          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BL2071 X     | 2049-02-15      | 4.5000%  | 0.0000% | $3247.27           | $3291.90           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5889 C     | 2065-10-20      | 7.0000%  | 0.0000% | $114788.84         | $118884.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8000 C     | 2055-11-20      | 6.5000%  | 0.0000% | $183048.45         | $192247.18         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3728 C     | 2065-11-20      | 6.0000%  | 0.0000% | $857655.67         | $882893.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2273 C     | 2055-11-20      | 6.5000%  | 0.0000% | $256387.07         | $270772.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1424 C     | 2055-11-20      | 5.5000%  | 0.0000% | $356980.33         | $366390.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0070 C     | 2055-11-20      | 6.5000%  | 0.0000% | $592280.53         | $619871.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4436 C     | 2055-11-20      | 5.5000%  | 0.0000% | $493200.32         | $506731.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4433 C     | 2055-11-20      | 6.0000%  | 0.0000% | $161946.86         | $168653.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5116 C     | 2055-11-20      | 5.0000%  | 0.0000% | $175682.59         | $177192.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6371 C     | 2055-11-20      | 5.0000%  | 0.0000% | $152550.86         | $153720.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5746 C     | 2055-11-20      | 6.0000%  | 0.0000% | $813948.21         | $842025.35         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5816 C     | 2065-11-20      | 6.0000%  | 0.0000% | $227887.21         | $233729.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5748 C     | 2055-11-20      | 6.0000%  | 0.0000% | $835651.81         | $866267.58         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5818 C     | 2065-10-20      | 6.0000%  | 0.0000% | $210297.59         | $215689.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4445 C     | 2055-11-20      | 6.5000%  | 0.0000% | $165287.81         | $172987.74         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5281 C     | 2065-11-20      | 7.0000%  | 0.0000% | $399524.97         | $416355.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003772 M     | 2035-10-20      | 5.0000%  | 0.0000% | $1845.30           | $1898.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003736 M     | 2035-07-20      | 5.5000%  | 0.0000% | $1638.55           | $1704.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003760 M     | 2035-09-20      | 5.5000%  | 0.0000% | $376.42            | $391.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0389 C     | 2055-09-20      | 5.5000%  | 0.0000% | $222031.00         | $226758.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0369 C     | 2055-10-20      | 5.5000%  | 0.0000% | $329129.20         | $336379.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6207 C     | 2055-09-20      | 5.5000%  | 0.0000% | $608494.80         | $624067.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5250 C     | 2055-11-20      | 6.5000%  | 0.0000% | $300148.66         | $314956.50         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5228 C     | 2065-10-20      | 7.0000%  | 0.0000% | $340075.71         | $352210.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5294 C     | 2055-11-20      | 6.5000%  | 0.0000% | $243971.65         | $255756.70         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5819 C     | 2065-10-20      | 6.0000%  | 0.0000% | $166878.34         | $171156.77         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5817 C     | 2065-10-20      | 6.0000%  | 0.0000% | $235678.39         | $241720.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5780 C     | 2055-11-20      | 5.5000%  | 0.0000% | $215047.64         | $219890.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5615 C     | 2055-11-20      | 6.5000%  | 0.0000% | $196923.68         | $206097.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786681 C     | 2053-04-20      | 5.5000%  | 0.0000% | $123713.31         | $126417.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786577 C     | 2053-03-20      | 5.0000%  | 0.0000% | $220410.69         | $221889.21         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785994 X     | 2052-02-15      | 4.0000%  | 0.0000% | $34288.30          | $32909.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2275 C     | 2055-11-20      | 6.5000%  | 0.0000% | $207558.65         | $217861.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0534 C     | 2055-11-20      | 5.5000%  | 0.0000% | $162185.10         | $165777.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0422 C     | 2055-09-20      | 5.5000%  | 0.0000% | $112124.04         | $114842.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0442 C     | 2055-08-20      | 5.5000%  | 0.0000% | $267275.78         | $270403.71         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644935 X     | 2035-07-15      | 6.0000%  | 0.0000% | $74.10             | $76.98             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 600467 X     | 2035-08-15      | 6.0000%  | 0.0000% | $94.71             | $96.83             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650739 X     | 2036-01-15      | 6.0000%  | 0.0000% | $278.14            | $288.70            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652195 X     | 2036-02-15      | 6.0000%  | 0.0000% | $381.44            | $396.10            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 651754 X     | 2036-03-15      | 6.0000%  | 0.0000% | $219.44            | $229.60            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782071 X     | 2033-05-15      | 7.0000%  | 0.0000% | $97.67             | $101.46            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003841 M     | 2036-04-20      | 5.5000%  | 0.0000% | $1204.63           | $1253.48           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 642005 X     | 2036-05-15      | 6.5000%  | 0.0000% | $591.56            | $624.87            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $2037.94           | $1779.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M     | 2052-03-20      | 4.0000%  | 0.0000% | $9868.29           | $9494.17           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $883.00            | $823.45            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $75035.05          | $65451.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $93.44             | $84.72             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M     | 2050-11-20      | 3.5000%  | 0.0000% | $7706.11           | $7165.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6767 M     | 2050-07-20      | 3.5000%  | 0.0000% | $28048.96          | $26077.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $18445.98          | $16753.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6711 M     | 2050-06-20      | 3.5000%  | 0.0000% | $36263.20          | $33712.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $52874.74          | $51125.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6603 M     | 2050-04-20      | 5.0000%  | 0.0000% | $13195.61          | $13486.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6545 M     | 2050-03-20      | 5.0000%  | 0.0000% | $1385.27           | $1421.47           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6543 M     | 2050-03-20      | 4.0000%  | 0.0000% | $799717.63         | $772791.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6540 M     | 2050-03-20      | 2.5000%  | 0.0000% | $35220.26          | $30864.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6475 M     | 2050-02-20      | 3.5000%  | 0.0000% | $69067.86          | $64224.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $3801.71           | $3456.25           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003306 M     | 2032-11-20      | 5.5000%  | 0.0000% | $1844.76           | $1929.01           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003231 M     | 2032-04-20      | 8.0000%  | 0.0000% | $471.65            | $483.43            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003213 M     | 2032-03-20      | 5.5000%  | 0.0000% | $15.08             | $15.55             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003171 M     | 2031-12-20      | 5.5000%  | 0.0000% | $2087.59           | $2149.75           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003081 M     | 2031-05-20      | 7.0000%  | 0.0000% | $22.53             | $23.44             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002975 M     | 2030-09-20      | 9.0000%  | 0.0000% | $152.22            | $157.83            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002909 M     | 2030-04-20      | 8.0000%  | 0.0000% | $9.12              | $9.47              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658218 X     | 2036-12-15      | 6.0000%  | 0.0000% | $749.89            | $794.95            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658133 X     | 2036-10-15      | 6.5000%  | 0.0000% | $1094.33           | $1152.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2520 M     | 2045-01-20      | 3.0000%  | 0.0000% | $643.01            | $591.77            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2446 M     | 2044-12-20      | 4.0000%  | 0.0000% | $47410.91          | $46237.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $96139.44          | $93760.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $102986.11         | $97307.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $21829.42          | $20699.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2074 M     | 2044-07-20      | 4.0000%  | 0.0000% | $59499.23          | $58100.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1920 M     | 2044-05-20      | 4.0000%  | 0.0000% | $30772.98          | $30087.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1601 M     | 2044-01-20      | 4.0000%  | 0.0000% | $16074.92          | $15730.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1523 M     | 2043-12-20      | 4.5000%  | 0.0000% | $3247.74           | $3270.87           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1449 M     | 2043-11-20      | 4.0000%  | 0.0000% | $29583.82          | $28973.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $8068.74           | $7504.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1376 M     | 2043-10-20      | 4.0000%  | 0.0000% | $2436.13           | $2385.89           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1286 M     | 2043-09-20      | 4.0000%  | 0.0000% | $218.85            | $214.42            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4489 X     | 2047-07-15      | 5.0000%  | 0.0000% | $2157.03           | $2176.20           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8033 C     | 2055-04-20      | 6.0000%  | 0.0000% | $156082.17         | $163089.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7998 C     | 2055-07-20      | 6.5000%  | 0.0000% | $201718.16         | $211115.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6829 C     | 2055-07-20      | 6.5000%  | 0.0000% | $647636.14         | $677805.62         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DJ5989       | 2067-04-15      | 5.7500%  | 0.0000% | $519203.51         | $544941.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4184 C     | 2055-04-20      | 6.0000%  | 0.0000% | $23790.44          | $24713.03          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DJ0349       | 2067-07-15      | 6.1400%  | 0.0000% | $193377.95         | $210413.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0069 C     | 2055-09-20      | 6.5000%  | 0.0000% | $446480.30         | $469460.64         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DH6644       | 2065-01-15      | 6.1600%  | 0.0000% | $118974.36         | $127066.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6441 C     | 2055-03-20      | 6.5000%  | 0.0000% | $236232.43         | $250698.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6439 C     | 2055-04-20      | 6.5000%  | 0.0000% | $210694.49         | $223596.79         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 415014 X     | 2026-01-15      | 7.5000%  | 0.0000% | $0.61              | $0.62              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 412583 X     | 2026-04-15      | 6.5000%  | 0.0000% | $5.49              | $5.53              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 412382 X     | 2027-12-15      | 7.0000%  | 0.0000% | $5.75              | $5.81              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 410455 X     | 2028-03-15      | 7.0000%  | 0.0000% | $12.15             | $12.42             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782916 X     | 2040-02-15      | 5.5000%  | 0.0000% | $2695.86           | $2819.43           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782836 X     | 2039-01-15      | 5.5000%  | 0.0000% | $468.71            | $492.71            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782835 X     | 2039-12-15      | 6.0000%  | 0.0000% | $2232.38           | $2366.67           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782858 X     | 2039-11-15      | 6.0000%  | 0.0000% | $785.18            | $832.41            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782728 X     | 2038-11-15      | 5.5000%  | 0.0000% | $555.91            | $582.41            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783584 M     | 2041-07-20      | 4.5000%  | 0.0000% | $992.86            | $1008.60           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783551 X     | 2040-12-15      | 6.0000%  | 0.0000% | $1157.65           | $1223.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783519 M     | 2041-10-20      | 4.0000%  | 0.0000% | $330952.15         | $324861.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0528 M     | 2040-08-20      | 5.0000%  | 0.0000% | $459996.25         | $466059.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0422 M     | 2055-06-20      | 4.5000%  | 0.0000% | $55117.97          | $54215.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M     | 2055-06-20      | 4.0000%  | 0.0000% | $9775.94           | $9327.97           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0342 M     | 2040-05-20      | 6.0000%  | 0.0000% | $123649.38         | $128299.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $60581.94          | $62765.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0207 M     | 2055-02-20      | 6.5000%  | 0.0000% | $10325.86          | $10698.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0150 M     | 2055-01-20      | 7.0000%  | 0.0000% | $10665.55          | $11049.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9995 C     | 2055-11-20      | 5.5000%  | 0.0000% | $203146.93         | $208517.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9095 C     | 2055-10-20      | 6.0000%  | 0.0000% | $171480.87         | $180340.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8390 C     | 2055-11-20      | 5.0000%  | 0.0000% | $247198.53         | $249247.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8387 C     | 2055-11-20      | 6.0000%  | 0.0000% | $248639.61         | $259498.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8386 C     | 2055-11-20      | 6.0000%  | 0.0000% | $165612.90         | $173156.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8229 C     | 2055-11-20      | 6.5000%  | 0.0000% | $519782.76         | $543997.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8219 C     | 2055-11-20      | 6.5000%  | 0.0000% | $177723.30         | $186003.08         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 503405 X     | 2029-04-15      | 6.5000%  | 0.0000% | $19.63             | $20.60             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673844 X     | 2039-01-15      | 6.0000%  | 0.0000% | $2185.62           | $2308.83           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672935 X     | 2038-08-15      | 5.5000%  | 0.0000% | $268.01            | $278.51            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672676 X     | 2038-04-15      | 5.5000%  | 0.0000% | $6366.60           | $6693.35           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 672415 X     | 2037-12-15      | 6.0000%  | 0.0000% | $1836.65           | $1940.76           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673234 X     | 2038-11-15      | 6.0000%  | 0.0000% | $1026.72           | $1088.48           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671536 X     | 2037-09-15      | 6.5000%  | 0.0000% | $8461.06           | $8891.84           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671529 X     | 2037-09-15      | 6.5000%  | 0.0000% | $1024.20           | $1073.16           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 540218 X     | 2033-02-15      | 6.0000%  | 0.0000% | $939.72            | $995.69            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004292 M     | 2038-11-20      | 6.5000%  | 0.0000% | $76.87             | $81.85             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004290 M     | 2038-11-20      | 5.5000%  | 0.0000% | $807.21            | $840.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004246 M     | 2038-09-20      | 6.5000%  | 0.0000% | $12579.61          | $13417.45          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DC7242       | 2067-03-15      | 5.7000%  | 0.0000% | $702254.33         | $741199.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3518 C     | 2054-06-20      | 7.0000%  | 0.0000% | $139718.62         | $146158.25         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 621784 X     | 2033-11-15      | 6.0000%  | 0.0000% | $41.84             | $42.44             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 619118 X     | 2034-10-15      | 6.0000%  | 0.0000% | $179.85            | $183.96            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618751 X     | 2036-12-15      | 6.0000%  | 0.0000% | $179.77            | $189.21            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618677 X     | 2036-10-15      | 6.0000%  | 0.0000% | $47.05             | $49.87             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618681 X     | 2036-10-15      | 6.5000%  | 0.0000% | $2237.68           | $2344.29           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618650 X     | 2036-09-15      | 6.5000%  | 0.0000% | $1072.13           | $1135.50           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3528 C     | 2055-11-20      | 5.5000%  | 0.0000% | $877800.41         | $899995.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2275 C     | 2055-11-20      | 6.5000%  | 0.0000% | $260687.54         | $271907.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2223 C     | 2055-11-20      | 5.5000%  | 0.0000% | $330819.21         | $339133.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0976 C     | 2055-11-20      | 6.5000%  | 0.0000% | $162597.65         | $170173.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0098 C     | 2055-11-20      | 6.5000%  | 0.0000% | $160452.39         | $168828.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0056 C     | 2055-11-20      | 6.5000%  | 0.0000% | $232752.81         | $243595.60         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 779384 X     | 2042-06-15      | 3.5000%  | 0.0000% | $14966.73          | $14151.42          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 776954 X     | 2042-11-15      | 2.5000%  | 0.0000% | $2219.43           | $1965.18           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 771471 X     | 2041-11-15      | 4.0000%  | 0.0000% | $660.78            | $642.22            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 770409 X     | 2041-06-15      | 4.5000%  | 0.0000% | $1165.27           | $1173.33           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 765903 X     | 2041-03-15      | 4.5000%  | 0.0000% | $465.03            | $466.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0001 C     | 2055-11-20      | 6.5000%  | 0.0000% | $300017.64         | $313672.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9129 C     | 2055-10-20      | 5.5000%  | 0.0000% | $199003.41         | $203239.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8718 C     | 2055-07-20      | 6.5000%  | 0.0000% | $249329.25         | $260945.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8711 C     | 2055-07-20      | 6.5000%  | 0.0000% | $585810.63         | $613101.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8709 C     | 2055-07-20      | 6.5000%  | 0.0000% | $232398.43         | $243225.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4807 C     | 2055-07-20      | 6.5000%  | 0.0000% | $249634.66         | $261370.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4323 C     | 2055-04-20      | 6.0000%  | 0.0000% | $71333.30          | $74448.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3654 C     | 2055-07-20      | 6.5000%  | 0.0000% | $297708.66         | $311577.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4389 C     | 2055-05-20      | 6.0000%  | 0.0000% | $29781.64          | $31082.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7884 C     | 2055-11-20      | 6.5000%  | 0.0000% | $281637.14         | $300872.40         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658059 X     | 2036-08-15      | 6.5000%  | 0.0000% | $260.02            | $276.56            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1677 M     | 2044-02-20      | 3.5000%  | 0.0000% | $116709.57         | $110936.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0462 M     | 2042-10-20      | 3.5000%  | 0.0000% | $142703.23         | $136116.76         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AQ0483 X     | 2046-03-15      | 4.5000%  | 0.0000% | $7658.29           | $7660.91           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  | 0.0000% | $733.54            | $739.27            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AM8650 X     | 2045-05-15      | 4.0000%  | 0.0000% | $52173.22          | $50449.21          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AM2757 X     | 2045-04-15      | 4.0000%  | 0.0000% | $11525.06          | $11178.87          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AL5835 X     | 2045-04-15      | 4.0000%  | 0.0000% | $28290.89          | $27320.52          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AL3131 X     | 2045-02-15      | 4.0000%  | 0.0000% | $56755.43          | $55448.41          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AJ6678 X     | 2044-09-15      | 4.0000%  | 0.0000% | $20230.68          | $19689.44          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AH8961 X     | 2044-09-15      | 4.0000%  | 0.0000% | $1990.86           | $1944.99           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE9868 X     | 2043-06-15      | 2.5000%  | 0.0000% | $12625.73          | $11171.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004149 M     | 2038-05-20      | 7.5000%  | 0.0000% | $348.00            | $359.70            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004171 M     | 2038-06-20      | 6.5000%  | 0.0000% | $50.35             | $53.48             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004084 M     | 2038-02-20      | 5.5000%  | 0.0000% | $285.66            | $297.26            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004063 M     | 2037-12-20      | 7.5000%  | 0.0000% | $155.35            | $160.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004059 M     | 2037-12-20      | 5.5000%  | 0.0000% | $844.23            | $878.51            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004029 M     | 2037-09-20      | 6.5000%  | 0.0000% | $15378.97          | $16629.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004041 M     | 2037-10-20      | 7.0000%  | 0.0000% | $169.30            | $180.28            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $6882.07           | $7447.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003965 M     | 2037-03-20      | 5.5000%  | 0.0000% | $211.92            | $219.89            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003898 M     | 2036-09-20      | 5.5000%  | 0.0000% | $347.99            | $362.11            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003840 M     | 2036-04-20      | 5.0000%  | 0.0000% | $17631.75          | $18127.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003807 M     | 2036-01-20      | 5.5000%  | 0.0000% | $3545.99           | $3689.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003796 M     | 2035-12-20      | 5.5000%  | 0.0000% | $897.60            | $934.00            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 442018 X     | 2026-09-15      | 8.5000%  | 0.0000% | $11.50             | $11.66             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 433970 X     | 2028-09-15      | 7.0000%  | 0.0000% | $13.67             | $13.86             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 427302 X     | 2026-06-15      | 7.0000%  | 0.0000% | $10.30             | $10.37             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 417276 X     | 2026-02-15      | 7.0000%  | 0.0000% | $0.64              | $0.64              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 417226 X     | 2026-01-15      | 7.0000%  | 0.0000% | $0.06              | $0.06              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3080 C     | 2055-07-20      | 6.5000%  | 0.0000% | $781170.30         | $817559.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3042 C     | 2055-07-20      | 6.5000%  | 0.0000% | $638488.39         | $668232.37         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 741902 X     | 2040-04-15      | 6.0000%  | 0.0000% | $1194.92           | $1243.97           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 739396 X     | 2040-10-15      | 4.5000%  | 0.0000% | $53983.15          | $54201.45          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738261 X     | 2041-05-15      | 4.5000%  | 0.0000% | $68191.69          | $68353.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9684 C     | 2055-11-20      | 6.5000%  | 0.0000% | $181038.37         | $189652.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9661 C     | 2055-11-20      | 5.5000%  | 0.0000% | $500672.66         | $516677.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9665 C     | 2055-11-20      | 5.5000%  | 0.0000% | $951535.06         | $976764.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9401 C     | 2055-11-20      | 6.0000%  | 0.0000% | $207025.79         | $214547.25         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671120 X     | 2037-08-15      | 6.0000%  | 0.0000% | $41.85             | $44.00             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 670636 X     | 2039-08-15      | 6.0000%  | 0.0000% | $1863.95           | $1933.74           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 670109 X     | 2037-07-15      | 6.0000%  | 0.0000% | $45.59             | $47.45             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 669069 X     | 2037-06-15      | 6.5000%  | 0.0000% | $503.58            | $528.04            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 669068 X     | 2037-06-15      | 6.0000%  | 0.0000% | $1435.83           | $1492.46           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668973 X     | 2037-03-15      | 6.0000%  | 0.0000% | $6487.07           | $6707.80           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668585 X     | 2037-08-15      | 6.0000%  | 0.0000% | $650.97            | $678.01            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668745 X     | 2038-02-15      | 6.0000%  | 0.0000% | $739.47            | $769.49            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662554 X     | 2037-08-15      | 6.5000%  | 0.0000% | $2336.07           | $2444.10           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662537 X     | 2037-08-15      | 6.5000%  | 0.0000% | $1625.22           | $1699.69           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662122 X     | 2037-02-15      | 6.0000%  | 0.0000% | $282.72            | $294.17            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662443 X     | 2037-06-15      | 6.0000%  | 0.0000% | $42.05             | $43.92             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 659615 X     | 2036-09-15      | 6.0000%  | 0.0000% | $1594.24           | $1655.57           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 598487 X     | 2032-12-15      | 6.0000%  | 0.0000% | $60.59             | $61.44             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 596661 X     | 2032-10-15      | 6.0000%  | 0.0000% | $5.88              | $6.04              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595260 X     | 2032-12-15      | 5.5000%  | 0.0000% | $1457.55           | $1503.42           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617704 X     | 2037-09-15      | 6.0000%  | 0.0000% | $1534.31           | $1602.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1136 C     | 2055-10-20      | 5.5000%  | 0.0000% | $164914.91         | $169521.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0947 C     | 2055-09-20      | 6.5000%  | 0.0000% | $254997.93         | $266877.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0541 C     | 2055-10-20      | 6.5000%  | 0.0000% | $174653.71         | $182897.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0341 C     | 2055-11-20      | 6.5000%  | 0.0000% | $192387.93         | $200917.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0340 C     | 2055-11-20      | 6.5000%  | 0.0000% | $170726.72         | $178576.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9710 C     | 2055-11-20      | 6.5000%  | 0.0000% | $159498.51         | $167306.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9708 C     | 2055-11-20      | 6.5000%  | 0.0000% | $229490.24         | $241372.09         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO3004 X     | 2049-06-15      | 3.5000%  | 0.0000% | $55825.07          | $51636.74          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN9283 X     | 2049-07-15      | 4.5000%  | 0.0000% | $1550.06           | $1538.72           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BK5550 X     | 2049-10-15      | 3.0000%  | 0.0000% | $32929.13          | $29837.09          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BJ2870 X     | 2048-10-15      | 5.5000%  | 0.0000% | $741.69            | $759.85            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BF9995 X     | 2048-04-15      | 4.5000%  | 0.0000% | $13838.78          | $13757.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9563 C     | 2048-04-20      | 4.0000%  | 0.0000% | $2143.38           | $2057.21           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | 0.0000% | $28009.55          | $24953.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  | 0.0000% | $22950.07          | $21079.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  | 0.0000% | $33323.92          | $30649.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4003 M     | 2046-10-20      | 3.0000%  | 0.0000% | $842.07            | $772.87            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3939 M     | 2046-09-20      | 4.5000%  | 0.0000% | $59195.80          | $59799.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3938 M     | 2046-09-20      | 4.0000%  | 0.0000% | $45341.21          | $44172.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $145550.11         | $133918.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3804 M     | 2046-07-20      | 4.0000%  | 0.0000% | $33734.86          | $32862.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3801 M     | 2046-07-20      | 2.5000%  | 0.0000% | $60704.41          | $54232.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7314 M     | 2051-04-20      | 3.5000%  | 0.0000% | $20522.89          | $19076.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7260 M     | 2051-03-20      | 5.0000%  | 0.0000% | $1807.10           | $1849.25           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5287 C     | 2055-11-20      | 6.0000%  | 0.0000% | $188056.37         | $197642.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5283 C     | 2055-10-20      | 6.0000%  | 0.0000% | $181525.87         | $192104.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5282 C     | 2055-11-20      | 5.5000%  | 0.0000% | $152708.79         | $158264.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003710 M     | 2035-05-20      | 5.0000%  | 0.0000% | $423.59            | $435.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3633 C     | 2055-09-20      | 6.5000%  | 0.0000% | $154744.04         | $163086.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8215 C     | 2055-07-20      | 6.0000%  | 0.0000% | $43383.44          | $45490.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7243 C     | 2055-06-20      | 6.0000%  | 0.0000% | $100633.28         | $105397.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6016 C     | 2055-07-20      | 6.5000%  | 0.0000% | $158490.21         | $166260.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $923521.59         | $966937.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3071 C     | 2055-07-20      | 6.5000%  | 0.0000% | $317867.32         | $334458.41         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723534 X     | 2039-12-15      | 4.5000%  | 0.0000% | $43635.13          | $44147.62          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723434 X     | 2039-11-15      | 5.0000%  | 0.0000% | $2857.27           | $2953.53           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723341 X     | 2039-09-15      | 6.0000%  | 0.0000% | $1324.61           | $1382.63           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723240 X     | 2039-10-15      | 5.0000%  | 0.0000% | $1683.97           | $1741.22           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723599 X     | 2040-01-15      | 5.5000%  | 0.0000% | $483.47            | $504.03            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 719454 X     | 2040-11-15      | 4.0000%  | 0.0000% | $1800.41           | $1757.68           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 719228 X     | 2040-07-15      | 4.5000%  | 0.0000% | $18910.58          | $19103.57          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 716792 X     | 2039-04-15      | 4.5000%  | 0.0000% | $43.25             | $43.80             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711729 X     | 2043-03-15      | 2.5000%  | 0.0000% | $3101.60           | $2746.29           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 711724 C     | 2043-02-20      | 3.5000%  | 0.0000% | $104942.65         | $98804.34          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711740 X     | 2043-04-15      | 2.5000%  | 0.0000% | $23066.95          | $20424.26          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 709788 X     | 2039-09-15      | 5.5000%  | 0.0000% | $1301.18           | $1344.93           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004268 M     | 2038-10-20      | 6.0000%  | 0.0000% | $3366.56           | $3558.22           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 481183 X     | 2029-02-15      | 6.0000%  | 0.0000% | $437.06            | $453.93            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 476975 X     | 2029-02-15      | 6.0000%  | 0.0000% | $10.74             | $11.00             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 466888 X     | 2028-07-15      | 7.0000%  | 0.0000% | $13.65             | $13.89             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 463256 X     | 2037-02-15      | 6.0000%  | 0.0000% | $73.66             | $76.86             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 462680 X     | 2028-04-15      | 7.0000%  | 0.0000% | $12.97             | $13.21             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 461028 X     | 2027-11-15      | 7.0000%  | 0.0000% | $45.89             | $46.28             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677235 X     | 2040-06-15      | 4.5000%  | 0.0000% | $60407.19          | $60986.50          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676600 X     | 2037-11-15      | 6.0000%  | 0.0000% | $20.05             | $20.98             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 559326 X     | 2031-11-15      | 6.0000%  | 0.0000% | $58.74             | $61.39             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 615519 X     | 2033-09-15      | 4.5000%  | 0.0000% | $8300.85           | $8326.68           | Agency Mortgage-Backed Securities |
| GNMA GNMI JP 783424 X     | 2026-09-15      | 3.0000%  | 0.0000% | $808.12            | $805.58            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783391 X     | 2040-07-15      | 6.0000%  | 0.0000% | $771.53            | $817.37            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783284 C     | 2040-06-20      | 5.5000%  | 0.0000% | $3382.81           | $3509.65           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783179 X     | 2039-12-15      | 5.5000%  | 0.0000% | $1966.52           | $2065.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783038 M     | 2040-07-20      | 5.5000%  | 0.0000% | $89009.13          | $92355.43          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 558771 X     | 2033-12-15      | 6.0000%  | 0.0000% | $25.19             | $26.18             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7488 C     | 2054-06-20      | 7.0000%  | 0.0000% | $959943.08         | $1014956.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004544 M     | 2039-09-20      | 6.5000%  | 0.0000% | $445.30            | $475.64            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004598 M     | 2039-12-20      | 4.5000%  | 0.0000% | $61.62             | $62.63             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782826 X     | 2039-11-15      | 5.5000%  | 0.0000% | $362.93            | $382.69            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723614 X     | 2040-01-15      | 5.5000%  | 0.0000% | $1172.95           | $1222.83           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004619 M     | 2040-01-20      | 5.5000%  | 0.0000% | $3024.84           | $3147.78           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726155 X     | 2040-02-15      | 4.5000%  | 0.0000% | $5197.44           | $5237.68           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 727437 X     | 2040-03-15      | 4.5000%  | 0.0000% | $333.47            | $333.93            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783788 X     | 2040-12-15      | 5.5000%  | 0.0000% | $7373.91           | $7769.02           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1285 M     | 2043-09-20      | 3.5000%  | 0.0000% | $396541.51         | $377501.57         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AF3771 X     | 2043-09-15      | 4.0000%  | 0.0000% | $11045.67          | $10781.99          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 646500 X     | 2036-05-15      | 6.0000%  | 0.0000% | $255.88            | $265.45            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AT6459 X     | 2046-07-15      | 5.0000%  | 0.0000% | $2697.34           | $2730.62           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO6441 C     | 2065-11-20      | 6.0000%  | 0.0000% | $397305.95         | $407917.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6437 C     | 2055-11-20      | 5.5000%  | 0.0000% | $722958.25         | $744792.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6316 C     | 2055-11-20      | 5.5000%  | 0.0000% | $156624.39         | $160343.91         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5887 C     | 2065-11-20      | 6.0000%  | 0.0000% | $247034.79         | $254256.60         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5859 C     | 2065-10-20      | 6.0000%  | 0.0000% | $464385.92         | $477606.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004017 M     | 2037-08-20      | 6.0000%  | 0.0000% | $5817.50           | $6148.44           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674510 X     | 2037-10-15      | 6.0000%  | 0.0000% | $565.04            | $584.30            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 664392 X     | 2037-10-15      | 6.5000%  | 0.0000% | $1368.19           | $1429.76           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676554 X     | 2037-10-15      | 6.0000%  | 0.0000% | $14.26             | $15.00             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004052 M     | 2037-11-20      | 7.5000%  | 0.0000% | $2607.51           | $2708.15           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004076 M     | 2038-01-20      | 7.5000%  | 0.0000% | $2102.29           | $2165.65           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676797 X     | 2038-04-15      | 6.0000%  | 0.0000% | $2777.21           | $2897.77           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 632233 X     | 2038-03-15      | 6.0000%  | 0.0000% | $251.29            | $261.73            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004116 M     | 2038-04-20      | 6.5000%  | 0.0000% | $173.13            | $183.88            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682587 X     | 2038-04-15      | 5.5000%  | 0.0000% | $1494.48           | $1563.52           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 685796 X     | 2038-05-15      | 6.5000%  | 0.0000% | $668.66            | $701.16            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690922 X     | 2038-06-15      | 5.5000%  | 0.0000% | $4346.97           | $4557.38           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 675513 X     | 2038-06-15      | 5.5000%  | 0.0000% | $3434.38           | $3598.09           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677101 X     | 2038-07-15      | 5.5000%  | 0.0000% | $1207.18           | $1249.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004194 M     | 2038-07-20      | 5.5000%  | 0.0000% | $2955.07           | $3062.85           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689791 X     | 2038-08-15      | 6.0000%  | 0.0000% | $58.75             | $61.27             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696186 X     | 2038-08-15      | 6.0000%  | 0.0000% | $3479.44           | $3646.41           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689844 X     | 2038-09-15      | 6.5000%  | 0.0000% | $1162.47           | $1189.88           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687923 X     | 2038-09-15      | 6.0000%  | 0.0000% | $1193.32           | $1239.28           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738145 X     | 2041-04-15      | 4.5000%  | 0.0000% | $12274.58          | $12159.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $1696.84           | $1789.00           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005085 M     | 2041-06-20      | 6.0000%  | 0.0000% | $18205.08          | $18868.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6592 C     | 2054-08-20      | 7.0000%  | 0.0000% | $169634.43         | $177319.21         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 458926 X     | 2028-09-15      | 7.0000%  | 0.0000% | $27.64             | $28.10             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 454446 X     | 2028-06-15      | 7.0000%  | 0.0000% | $43.09             | $44.36             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595180 X     | 2032-11-15      | 6.0000%  | 0.0000% | $499.60            | $520.81            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595821 X     | 2035-08-15      | 6.0000%  | 0.0000% | $60.93             | $63.85             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9044 C     | 2055-11-20      | 6.0000%  | 0.0000% | $362206.58         | $379796.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9819 C     | 2055-11-20      | 5.5000%  | 0.0000% | $286845.10         | $290043.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3040 C     | 2055-07-20      | 6.5000%  | 0.0000% | $734173.69         | $768375.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3038 C     | 2055-07-20      | 6.5000%  | 0.0000% | $422095.96         | $441759.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1982 C     | 2055-06-20      | 6.5000%  | 0.0000% | $250432.25         | $262099.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8829 C     | 2055-06-20      | 6.0000%  | 0.0000% | $42644.50          | $44715.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7899 C     | 2055-05-20      | 6.0000%  | 0.0000% | $243228.25         | $252660.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005140 M     | 2041-08-20      | 4.5000%  | 0.0000% | $6798.58           | $6906.03           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783375 X     | 2041-08-15      | 5.0000%  | 0.0000% | $19385.06          | $19885.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005177 M     | 2041-09-20      | 5.5000%  | 0.0000% | $6313.49           | $6569.98           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697656 X     | 2038-10-15      | 6.5000%  | 0.0000% | $582.99            | $615.57            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697651 X     | 2038-10-15      | 6.0000%  | 0.0000% | $3164.09           | $3310.90           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697650 X     | 2038-10-15      | 6.0000%  | 0.0000% | $77.08             | $80.65             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697594 X     | 2038-11-15      | 6.5000%  | 0.0000% | $651.44            | $681.51            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697584 X     | 2038-11-15      | 5.5000%  | 0.0000% | $5392.30           | $5665.01           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4020 C     | 2055-11-20      | 5.5000%  | 0.0000% | $151387.14         | $156401.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4015 C     | 2055-01-20      | 6.5000%  | 0.0000% | $167773.33         | $174903.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3646 C     | 2055-11-20      | 6.5000%  | 0.0000% | $346891.46         | $369511.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3627 C     | 2055-11-20      | 5.5000%  | 0.0000% | $986215.94         | $1013159.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4388 C     | 2055-11-20      | 5.5000%  | 0.0000% | $364000.71         | $372645.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786356 C     | 2052-09-20      | 4.5000%  | 0.0000% | $111524.73         | $110553.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  | 0.0000% | $588747.03         | $623799.85         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784315 X     | 2036-06-15      | 6.0000%  | 0.0000% | $628.42            | $645.14            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6286 M     | 2049-11-20      | 4.5000%  | 0.0000% | $452.07            | $446.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6221 M     | 2049-10-20      | 4.5000%  | 0.0000% | $67936.23          | $68364.43          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC2040 X     | 2047-08-15      | 4.5000%  | 0.0000% | $16538.47          | $16476.07          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC1382 X     | 2047-09-15      | 4.5000%  | 0.0000% | $24755.93          | $24526.00          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7223 X     | 2047-08-15      | 5.0000%  | 0.0000% | $20041.60          | $20160.42          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7228 X     | 2047-09-15      | 4.5000%  | 0.0000% | $28022.66          | $27931.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB4345 X     | 2047-07-15      | 4.5000%  | 0.0000% | $11402.90          | $11356.95          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB1137 X     | 2047-06-15      | 5.0000%  | 0.0000% | $588.90            | $602.94            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA5814 X     | 2047-06-15      | 5.0000%  | 0.0000% | $51705.13          | $52180.56          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4894 X     | 2047-06-15      | 5.0000%  | 0.0000% | $6922.10           | $6992.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8228 C     | 2055-11-20      | 6.5000%  | 0.0000% | $253726.06         | $265546.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8226 C     | 2055-11-20      | 6.5000%  | 0.0000% | $153487.78         | $160638.47         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550654 X     | 2035-09-15      | 6.0000%  | 0.0000% | $540.17            | $564.06            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 550617 X     | 2036-01-15      | 6.0000%  | 0.0000% | $242.05            | $253.67            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN AU4920       | 2041-09-15      | 3.0200%  | 0.0000% | $313474.95         | $282879.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $128891.07         | $120811.54         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2743 X     | 2047-07-15      | 4.5000%  | 0.0000% | $13340.24          | $13205.13          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2666 X     | 2047-06-15      | 5.0000%  | 0.0000% | $560.96            | $567.89            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA0224 X     | 2047-06-15      | 4.5000%  | 0.0000% | $8957.20           | $9020.94           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AO9345 X     | 2045-12-15      | 4.5000%  | 0.0000% | $5108.59           | $5034.62           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO7682 C     | 2045-08-20      | 4.0000%  | 0.0000% | $283390.79         | $274050.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO6437 C     | 2045-08-20      | 3.5000%  | 0.0000% | $68452.97          | $63473.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9728 M     | 2054-06-20      | 7.0000%  | 0.0000% | $79510.59          | $82449.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $234596.12         | $243474.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $24593.97          | $25579.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $3132.51           | $3260.73           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1226 M     | 2043-08-20      | 4.5000%  | 0.0000% | $2420.99           | $2445.69           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1225 M     | 2043-08-20      | 4.0000%  | 0.0000% | $95220.18          | $93354.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1156 M     | 2043-07-20      | 3.0000%  | 0.0000% | $517.89            | $482.08            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1092 M     | 2043-06-20      | 4.5000%  | 0.0000% | $3362.07           | $3416.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $48750.24          | $46590.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0935 M     | 2043-04-20      | 4.0000%  | 0.0000% | $4014.55           | $3915.47           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $204508.99         | $195448.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0933 M     | 2043-04-20      | 3.0000%  | 0.0000% | $4481.01           | $4178.54           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1761 M     | 2044-03-20      | 4.0000%  | 0.0000% | $2852.71           | $2790.37           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD6340 X     | 2047-08-15      | 2.5000%  | 0.0000% | $8871.30           | $7787.99           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD0999 X     | 2043-05-15      | 2.5000%  | 0.0000% | $22122.40          | $19588.39          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1713 X     | 2043-02-15      | 2.5000%  | 0.0000% | $25325.09          | $22440.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9961 M     | 2054-10-20      | 3.5000%  | 0.0000% | $3292.98           | $3036.25           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL8514 X     | 2052-03-15      | 4.0000%  | 0.0000% | $57882.22          | $55724.43          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $206258.82         | $198225.45         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL1779 X     | 2052-03-15      | 4.0000%  | 0.0000% | $48338.03          | $46522.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2769 C     | 2055-10-20      | 6.5000%  | 0.0000% | $171399.91         | $179384.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3552 C     | 2055-10-20      | 5.5000%  | 0.0000% | $469285.88         | $480430.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2259 C     | 2055-10-20      | 6.5000%  | 0.0000% | $210426.93         | $220229.67         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 650714 X     | 2036-01-15      | 6.0000%  | 0.0000% | $412.76            | $428.62            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 649511 X     | 2035-10-15      | 6.0000%  | 0.0000% | $92.89             | $94.32             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648165 X     | 2038-11-15      | 6.0000%  | 0.0000% | $893.10            | $932.67            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648132 X     | 2036-07-15      | 6.0000%  | 0.0000% | $94.89             | $98.08             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648972 X     | 2035-11-15      | 5.5000%  | 0.0000% | $424.44            | $442.43            | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ9437 C     | 2049-08-20      | 5.5000%  | 0.0000% | $547101.28         | $557759.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ7473 C     | 2052-01-20      | 4.0000%  | 0.0000% | $173847.98         | $166962.21         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CJ2163 X     | 2052-04-15      | 3.0000%  | 0.0000% | $216870.31         | $197032.53         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CI8951       | 2064-10-15      | 4.3400%  | 0.0000% | $66179.49          | $65804.85          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4574 C     | 2045-04-20      | 4.0000%  | 0.0000% | $241486.89         | $231064.56         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CI1786       | 2063-08-15      | 3.8300%  | 0.0000% | $20807.65          | $19688.43          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782559 X     | 2039-01-15      | 6.5000%  | 0.0000% | $1080.92           | $1157.81           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782510 X     | 2038-12-15      | 6.5000%  | 0.0000% | $588.68            | $630.57            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782495 X     | 2038-12-15      | 5.5000%  | 0.0000% | $398.88            | $422.41            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782436 X     | 2038-10-15      | 6.0000%  | 0.0000% | $2115.13           | $2242.36           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 782433 M     | 2038-10-20      | 6.0000%  | 0.0000% | $1360.29           | $1437.70           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782379 X     | 2038-08-15      | 6.0000%  | 0.0000% | $1125.80           | $1189.60           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782353 X     | 2038-06-15      | 6.0000%  | 0.0000% | $1606.78           | $1702.38           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782333 X     | 2038-06-15      | 5.5000%  | 0.0000% | $2230.32           | $2353.59           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782269 X     | 2038-02-15      | 5.5000%  | 0.0000% | $8220.20           | $8674.33           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782131 X     | 2036-12-15      | 5.5000%  | 0.0000% | $76.33             | $79.80             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782090 X     | 2036-05-15      | 6.5000%  | 0.0000% | $430.40            | $451.35            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 708520 X     | 2039-04-15      | 5.0000%  | 0.0000% | $1018.91           | $1053.45           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 706801 X     | 2040-04-15      | 4.5000%  | 0.0000% | $4185.14           | $4289.51           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 706016 X     | 2039-01-15      | 6.0000%  | 0.0000% | $380.87            | $396.04            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705143 X     | 2040-06-15      | 5.0000%  | 0.0000% | $11958.95          | $12359.43          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704415 X     | 2039-03-15      | 6.5000%  | 0.0000% | $267.79            | $283.04            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704178 X     | 2039-01-15      | 5.5000%  | 0.0000% | $4478.83           | $4719.09           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704142 X     | 2038-12-15      | 6.5000%  | 0.0000% | $102.27            | $107.26            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704005 X     | 2038-11-15      | 6.5000%  | 0.0000% | $185.47            | $194.64            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 702547 X     | 2038-11-15      | 5.5000%  | 0.0000% | $4145.60           | $4358.41           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 701694 X     | 2039-02-15      | 5.5000%  | 0.0000% | $110.15            | $114.40            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700926 X     | 2038-11-15      | 5.5000%  | 0.0000% | $6558.58           | $6772.55           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700918 X     | 2038-11-15      | 5.5000%  | 0.0000% | $1788.49           | $1867.47           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700916 X     | 2038-11-15      | 6.0000%  | 0.0000% | $46.09             | $48.07             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782088 X     | 2036-05-15      | 6.0000%  | 0.0000% | $48.02             | $50.88             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 389737 X     | 2032-10-15      | 6.0000%  | 0.0000% | $25.29             | $26.47             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 612376 X     | 2033-11-15      | 5.5000%  | 0.0000% | $557.79            | $571.40            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 609430 X     | 2033-06-15      | 6.0000%  | 0.0000% | $42.74             | $45.06             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $49088.68          | $46954.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005233 M     | 2041-11-20      | 4.0000%  | 0.0000% | $5607.10           | $5503.08           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005175 M     | 2041-09-20      | 4.5000%  | 0.0000% | $51858.87          | $52678.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005204 M     | 2041-10-20      | 4.5000%  | 0.0000% | $86136.08          | $87493.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005143 M     | 2041-08-20      | 5.5000%  | 0.0000% | $542.16            | $564.18            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005115 M     | 2041-07-20      | 4.5000%  | 0.0000% | $68429.85          | $69514.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005082 M     | 2041-06-20      | 4.5000%  | 0.0000% | $4804.21           | $4854.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005068 M     | 2039-01-20      | 7.0000%  | 0.0000% | $111.29            | $115.29            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003546 M     | 2034-04-20      | 6.5000%  | 0.0000% | $444.63            | $466.56            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003544 M     | 2034-04-20      | 5.5000%  | 0.0000% | $140.76            | $146.26            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003473 M     | 2033-11-20      | 5.5000%  | 0.0000% | $41.55             | $42.77             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002380 M     | 2027-02-20      | 8.5000%  | 0.0000% | $93.60             | $95.17             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002279 M     | 2026-09-20      | 6.0000%  | 0.0000% | $12.57             | $12.85             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CF8153 X     | 2051-07-15      | 3.0000%  | 0.0000% | $9814.25           | $8892.45           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9917 C     | 2051-07-20      | 3.5000%  | 0.0000% | $116365.50         | $107884.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5264 M     | 2048-06-20      | 4.0000%  | 0.0000% | $8042.74           | $7798.88           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $94809.26          | $98436.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $2145.12           | $2076.55           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $14900.34          | $14467.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $275560.32         | $252821.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4965 M     | 2048-01-20      | 5.0000%  | 0.0000% | $60581.79          | $62067.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  | 0.0000% | $18915.17          | $18339.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4961 M     | 2048-01-20      | 3.0000%  | 0.0000% | $240732.88         | $220797.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4901 M     | 2047-12-20      | 4.0000%  | 0.0000% | $143512.51         | $139399.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $16660.59          | $15705.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $340151.71         | $312048.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4839 M     | 2047-11-20      | 4.5000%  | 0.0000% | $20199.48          | $20318.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4835 M     | 2047-11-20      | 2.5000%  | 0.0000% | $10027.63          | $8908.66           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4833 M     | 2046-03-20      | 1.5000%  | 0.0000% | $1241.96           | $1058.01           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $327291.41         | $300252.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4721 M     | 2047-09-20      | 4.5000%  | 0.0000% | $88511.55          | $89237.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $96114.87          | $88155.40          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CK8182 X     | 2052-02-15      | 4.0000%  | 0.0000% | $5955.67           | $5701.62           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $106967.01         | $93634.22          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BU5340 X     | 2050-04-15      | 3.0000%  | 0.0000% | $7979.14           | $7229.94           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  | 0.0000% | $6114.71           | $5658.38           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT9028 X     | 2050-03-15      | 3.5000%  | 0.0000% | $45850.09          | $42428.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M     | 2053-10-20      | 4.0000%  | 0.0000% | $110089.07         | $106202.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $270945.10         | $276603.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $21460.51          | $21648.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $298562.47         | $305120.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $131218.58         | $131745.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4588 M     | 2047-07-20      | 4.5000%  | 0.0000% | $20912.96          | $21036.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4585 M     | 2047-07-20      | 3.0000%  | 0.0000% | $10256.72          | $9410.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $11278.61          | $10846.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $75787.25          | $75074.47          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0391 M     | 2042-09-20      | 3.0000%  | 0.0000% | $9004.51           | $8415.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $67326.48          | $64523.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0224 M     | 2042-07-20      | 5.5000%  | 0.0000% | $354.75            | $367.41            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $959.35            | $919.21            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $947845.12         | $907613.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $7271.55           | $6961.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0021 M     | 2042-04-20      | 3.0000%  | 0.0000% | $325.04            | $303.77            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0027 M     | 2042-04-20      | 6.0000%  | 0.0000% | $537.65            | $567.13            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0784 M     | 2043-02-20      | 4.0000%  | 0.0000% | $4006.73           | $3932.36           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697488 X     | 2038-09-15      | 6.0000%  | 0.0000% | $25.03             | $26.37             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696189 X     | 2038-08-15      | 5.5000%  | 0.0000% | $1230.82           | $1301.71           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691693 X     | 2040-04-15      | 4.5000%  | 0.0000% | $141723.51         | $145266.74         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690847 X     | 2038-06-15      | 5.5000%  | 0.0000% | $80.09             | $82.52             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691269 X     | 2038-07-15      | 6.0000%  | 0.0000% | $1.71              | $1.75              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691199 X     | 2038-05-15      | 5.5000%  | 0.0000% | $321.76            | $336.39            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689825 X     | 2038-08-15      | 6.0000%  | 0.0000% | $1605.05           | $1658.73           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689576 X     | 2038-07-15      | 5.5000%  | 0.0000% | $82.06             | $85.32             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688386 X     | 2038-04-15      | 5.5000%  | 0.0000% | $1050.72           | $1104.05           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688024 X     | 2038-10-15      | 6.0000%  | 0.0000% | $25.27             | $26.79             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688022 X     | 2038-10-15      | 6.0000%  | 0.0000% | $2759.44           | $2925.48           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687928 X     | 2038-09-15      | 6.5000%  | 0.0000% | $201.62            | $216.83            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687922 X     | 2038-09-15      | 6.0000%  | 0.0000% | $424.07            | $439.93            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687836 X     | 2038-08-15      | 6.0000%  | 0.0000% | $2616.03           | $2773.41           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002884 M     | 2030-02-20      | 8.0000%  | 0.0000% | $5.50              | $5.76              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002839 M     | 2029-11-20      | 7.5000%  | 0.0000% | $4.33              | $4.58              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6435 C     | 2055-04-20      | 6.5000%  | 0.0000% | $223197.49         | $236865.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3078 C     | 2055-07-20      | 6.5000%  | 0.0000% | $754582.97         | $789734.46         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7582       | 2060-04-15      | 5.7400%  | 0.0000% | $22010.55          | $22548.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9344 C     | 2055-03-20      | 6.0000%  | 0.0000% | $266386.94         | $278998.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6021 C     | 2055-07-20      | 6.5000%  | 0.0000% | $196730.89         | $205895.60         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI4466 X     | 2044-09-15      | 4.0000%  | 0.0000% | $90597.28          | $88360.25          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7371 X     | 2049-11-15      | 3.5000%  | 0.0000% | $56306.10          | $52398.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8266 M     | 2052-09-20      | 3.5000%  | 0.0000% | $9855.70           | $9211.19           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7097 X     | 2047-08-15      | 4.5000%  | 0.0000% | $10945.49          | $11113.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4450 M     | 2047-05-20      | 3.0000%  | 0.0000% | $2877.55           | $2644.86           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786682 C     | 2053-05-20      | 6.0000%  | 0.0000% | $797803.49         | $825077.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $4503.94           | $4366.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $165472.08         | $168922.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7883 C     | 2055-11-20      | 6.5000%  | 0.0000% | $364448.35         | $389895.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7902 C     | 2055-11-20      | 5.0000%  | 0.0000% | $701938.16         | $706459.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7900 C     | 2055-11-20      | 5.0000%  | 0.0000% | $445583.22         | $448727.70         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700899 X     | 2038-11-15      | 6.0000%  | 0.0000% | $336.59            | $348.59            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700825 X     | 2038-10-15      | 6.0000%  | 0.0000% | $300.89            | $319.51            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699494 X     | 2038-10-15      | 6.0000%  | 0.0000% | $37.26             | $39.01             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699113 X     | 2038-09-15      | 6.0000%  | 0.0000% | $1826.95           | $1936.88           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699137 X     | 2038-09-15      | 6.0000%  | 0.0000% | $45.32             | $47.06             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698611 X     | 2038-11-15      | 6.0000%  | 0.0000% | $255.05            | $264.75            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004426 M     | 2039-04-20      | 6.0000%  | 0.0000% | $511.94            | $541.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004425 M     | 2039-04-20      | 5.5000%  | 0.0000% | $3520.21           | $3680.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004372 M     | 2039-02-20      | 6.5000%  | 0.0000% | $82.25             | $88.81             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004370 M     | 2039-02-20      | 5.5000%  | 0.0000% | $5262.36           | $5476.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003459 M     | 2033-10-20      | 5.5000%  | 0.0000% | $391.46            | $402.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003461 M     | 2033-10-20      | 6.5000%  | 0.0000% | $28.65             | $30.29             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003415 M     | 2033-07-20      | 5.5000%  | 0.0000% | $253.50            | $261.32            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003432 M     | 2033-08-20      | 6.5000%  | 0.0000% | $112.71            | $116.77            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003331 M     | 2033-01-20      | 5.0000%  | 0.0000% | $386.87            | $397.49            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003320 M     | 2032-12-20      | 5.5000%  | 0.0000% | $66.81             | $69.22             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003335 M     | 2033-01-20      | 6.5000%  | 0.0000% | $35.65             | $37.12             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7899 C     | 2055-11-20      | 5.0000%  | 0.0000% | $220909.66         | $222596.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7871 C     | 2055-11-20      | 6.5000%  | 0.0000% | $332288.69         | $352282.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8005 C     | 2055-11-20      | 6.0000%  | 0.0000% | $174997.30         | $181354.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8002 C     | 2055-11-20      | 6.0000%  | 0.0000% | $152041.20         | $157751.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5857 C     | 2055-11-20      | 6.0000%  | 0.0000% | $560863.42         | $583750.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5875 C     | 2055-11-20      | 7.0000%  | 0.0000% | $151957.03         | $158766.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5797 C     | 2055-11-20      | 5.5000%  | 0.0000% | $859732.36         | $888008.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3529 C     | 2055-11-20      | 5.5000%  | 0.0000% | $302111.29         | $309796.70         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3764 C     | 2065-11-20      | 6.0000%  | 0.0000% | $279913.21         | $288149.93         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5836 C     | 2065-10-20      | 6.0000%  | 0.0000% | $883059.22         | $907456.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5135 C     | 2055-11-20      | 6.5000%  | 0.0000% | $246510.71         | $260403.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5290 C     | 2055-11-20      | 6.0000%  | 0.0000% | $148943.26         | $156171.17         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5838 C     | 2065-09-20      | 6.0000%  | 0.0000% | $818863.48         | $841487.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2237 C     | 2055-11-20      | 6.5000%  | 0.0000% | $235945.19         | $247297.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5285 C     | 2055-11-20      | 6.5000%  | 0.0000% | $176361.34         | $185499.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8361 C     | 2055-11-20      | 6.0000%  | 0.0000% | $154512.59         | $160510.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7157 C     | 2055-11-20      | 6.0000%  | 0.0000% | $466372.79         | $487882.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4432 C     | 2055-11-20      | 5.5000%  | 0.0000% | $254589.22         | $260635.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5299 C     | 2055-11-20      | 6.0000%  | 0.0000% | $178651.45         | $187594.56         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN7554 C     | 2065-11-20      | 6.0000%  | 0.0000% | $545699.99         | $559189.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8227 C     | 2055-11-20      | 6.5000%  | 0.0000% | $245931.01         | $257388.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3819 C     | 2055-10-20      | 6.5000%  | 0.0000% | $228584.25         | $239233.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4019 C     | 2055-11-20      | 5.5000%  | 0.0000% | $182079.10         | $188333.52         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3823 C     | 2065-10-20      | 5.5000%  | 0.0000% | $169605.83         | $172729.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7901 C     | 2055-11-20      | 5.0000%  | 0.0000% | $635503.17         | $639792.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9037 C     | 2055-11-20      | 5.5000%  | 0.0000% | $281530.22         | $289080.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7903 C     | 2055-11-20      | 5.0000%  | 0.0000% | $689609.89         | $693839.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9678 C     | 2055-11-20      | 5.5000%  | 0.0000% | $958550.98         | $982125.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005207 M     | 2041-10-20      | 6.0000%  | 0.0000% | $6898.66           | $7291.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $91627.86          | $93768.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AS7010 C     | 2046-06-20      | 3.5000%  | 0.0000% | $152635.63         | $141722.18         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3297 X     | 2046-10-15      | 2.5000%  | 0.0000% | $8354.12           | $7334.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3033 M     | 2045-08-20      | 3.0000%  | 0.0000% | $118228.82         | $108621.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $55957.87          | $57609.74          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AP5306 X     | 2046-01-15      | 4.5000%  | 0.0000% | $3281.59           | $3254.41           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9479 C     | 2048-03-20      | 4.0000%  | 0.0000% | $4864.16           | $4662.59           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6936 M     | 2050-10-20      | 5.0000%  | 0.0000% | $2970.90           | $3050.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $182693.95         | $168237.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9909 M     | 2054-09-20      | 7.0000%  | 0.0000% | $1737.48           | $1800.34           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AM4381 C     | 2045-05-20      | 3.5000%  | 0.0000% | $32402.51          | $29705.16          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ3489 X     | 2049-01-15      | 4.5000%  | 0.0000% | $3534.39           | $3513.75           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4295 C     | 2055-03-20      | 5.5000%  | 0.0000% | $349346.22         | $356729.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9376 C     | 2055-10-20      | 6.5000%  | 0.0000% | $255148.79         | $267035.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9160 C     | 2055-10-20      | 6.5000%  | 0.0000% | $162199.71         | $169161.97         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW5781 X     | 2047-02-15      | 4.5000%  | 0.0000% | $14186.42          | $14149.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4425 C     | 2055-10-20      | 6.0000%  | 0.0000% | $173619.72         | $182051.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3958 C     | 2055-03-20      | 6.0000%  | 0.0000% | $56461.80          | $58651.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0684 M     | 2055-10-20      | 4.5000%  | 0.0000% | $1499.69           | $1475.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2991 C     | 2054-12-20      | 5.5000%  | 0.0000% | $244029.89         | $250573.80         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7186 X     | 2049-10-15      | 3.5000%  | 0.0000% | $32864.75          | $30411.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3599 C     | 2055-07-20      | 7.0000%  | 0.0000% | $155465.23         | $162811.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7135 | 2054-12-01      | 5.0000%  | 0.0000% | $11180468.82       | $11339265.02       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6230 C     | 2055-09-20      | 5.5000%  | 0.0000% | $854891.73         | $873617.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $707440.51         | $689570.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7997 C     | 2055-07-20      | 6.0000%  | 0.0000% | $174716.59         | $178683.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3408 C     | 2055-09-20      | 5.5000%  | 0.0000% | $411039.75         | $419790.78         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8335 X     | 2047-10-15      | 3.5000%  | 0.0000% | $2241.15           | $2105.08           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2567 C     | 2055-04-20      | 6.0000%  | 0.0000% | $53081.92          | $55659.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $610078.50         | $590275.36         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 690613 X     | 2047-06-15      | 2.5000%  | 0.0000% | $10917.20          | $9584.45           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728629 X     | 2040-01-15      | 4.5000%  | 0.0000% | $12912.75          | $13052.49          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728627 X     | 2040-01-15      | 4.5000%  | 0.0000% | $427.59            | $432.09            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 727742 X     | 2040-03-15      | 6.0000%  | 0.0000% | $315.23            | $324.47            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726832 X     | 2039-10-15      | 5.0000%  | 0.0000% | $17724.09          | $18324.83          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726300 X     | 2039-09-15      | 4.0000%  | 0.0000% | $17120.21          | $16536.52          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD7115 X     | 2047-11-15      | 4.5000%  | 0.0000% | $55934.89          | $56496.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7138 M     | 2051-01-20      | 3.5000%  | 0.0000% | $117453.63         | $109178.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1119 C     | 2054-06-20      | 7.0000%  | 0.0000% | $541235.96         | $566447.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7539 M     | 2051-08-20      | 5.0000%  | 0.0000% | $3159.75           | $3223.10           | Agency Mortgage-Backed Securities |
| GNMA GNII AP 784648 M     | 2048-11-20      | 3.0000%  | 0.0000% | $189806.85         | $172118.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8876 M     | 2053-05-20      | 4.0000%  | 0.0000% | $74495.01          | $71658.24          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781482 X     | 2032-08-15      | 6.0000%  | 0.0000% | $33670.93          | $35008.95          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 457801 X     | 2028-08-15      | 7.0000%  | 0.0000% | $20.73             | $21.30             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 446726 X     | 2028-09-15      | 7.0000%  | 0.0000% | $25.16             | $25.54             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780914 X     | 2028-11-15      | 6.0000%  | 0.0000% | $35.21             | $36.02             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780941 X     | 2028-12-15      | 6.0000%  | 0.0000% | $165.78            | $169.71            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781057 X     | 2029-06-15      | 5.5000%  | 0.0000% | $365.33            | $368.24            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002973 M     | 2030-09-20      | 8.0000%  | 0.0000% | $24.12             | $25.13             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486056 X     | 2031-02-15      | 7.0000%  | 0.0000% | $12.63             | $12.91             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5097 C     | 2055-11-20      | 6.5000%  | 0.0000% | $208570.97         | $219768.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8377 C     | 2055-11-20      | 5.5000%  | 0.0000% | $154542.34         | $158900.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7911 C     | 2055-11-20      | 5.5000%  | 0.0000% | $886012.16         | $913824.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3518 C     | 2055-10-20      | 7.0000%  | 0.0000% | $361780.95         | $379484.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9779 C     | 2055-11-20      | 5.5000%  | 0.0000% | $454659.32         | $469517.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7202 C     | 2055-11-20      | 6.0000%  | 0.0000% | $174589.67         | $183322.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8389 C     | 2055-11-20      | 6.5000%  | 0.0000% | $159906.00         | $167709.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7036 C     | 2055-11-20      | 5.5000%  | 0.0000% | $252276.35         | $257647.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0053 C     | 2055-11-20      | 6.5000%  | 0.0000% | $170361.17         | $178297.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5497 C     | 2055-11-20      | 5.0000%  | 0.0000% | $366407.56         | $370231.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5781 C     | 2055-11-20      | 5.5000%  | 0.0000% | $158207.34         | $161964.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0542 C     | 2055-10-20      | 6.5000%  | 0.0000% | $333188.73         | $348711.33         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1562       | 2060-11-15      | 5.4100%  | 0.0000% | $792733.59         | $827229.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0053 C     | 2055-11-20      | 6.5000%  | 0.0000% | $310167.05         | $325752.94         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5164 C     | 2065-11-20      | 6.0000%  | 0.0000% | $547495.76         | $561951.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9093 C     | 2055-11-20      | 6.0000%  | 0.0000% | $386077.89         | $405670.57         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4370 C     | 2065-11-20      | 7.0000%  | 0.0000% | $547989.80         | $565827.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7930 C     | 2055-11-20      | 6.5000%  | 0.0000% | $168260.53         | $177768.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2562 C     | 2055-11-20      | 5.5000%  | 0.0000% | $247329.70         | $255767.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7885 C     | 2055-11-20      | 6.5000%  | 0.0000% | $222498.26         | $237422.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6340 C     | 2055-11-20      | 6.5000%  | 0.0000% | $151326.76         | $161384.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7888 C     | 2055-11-20      | 6.5000%  | 0.0000% | $341548.91         | $363416.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5741 C     | 2055-10-20      | 5.5000%  | 0.0000% | $324953.03         | $336876.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6344 C     | 2055-11-20      | 6.5000%  | 0.0000% | $172547.17         | $183463.03         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781315 X     | 2031-07-15      | 6.5000%  | 0.0000% | $205.09            | $214.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003120 M     | 2031-08-20      | 6.5000%  | 0.0000% | $73.04             | $76.58             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003199 M     | 2032-02-20      | 5.5000%  | 0.0000% | $159.97            | $166.07            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 576500 X     | 2032-02-15      | 6.0000%  | 0.0000% | $50.01             | $51.79             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 584363 X     | 2032-05-15      | 6.0000%  | 0.0000% | $20.89             | $21.74             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003248 M     | 2032-06-20      | 5.5000%  | 0.0000% | $117.27            | $120.94            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 577638 X     | 2032-08-15      | 6.0000%  | 0.0000% | $19.57             | $20.12             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5765 M     | 2049-02-20      | 5.0000%  | 0.0000% | $142.75            | $145.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $25643.85          | $23489.76          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AU6655 X     | 2047-01-15      | 4.5000%  | 0.0000% | $6635.54           | $6608.56           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AC3733 X     | 2042-12-15      | 2.5000%  | 0.0000% | $7130.41           | $6327.00           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AW9856 X     | 2046-10-15      | 4.5000%  | 0.0000% | $12744.19          | $12669.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3737 M     | 2046-06-20      | 4.0000%  | 0.0000% | $39674.74          | $38742.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AK1020 C     | 2044-10-20      | 3.5000%  | 0.0000% | $12368.12          | $11468.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6282 M     | 2049-11-20      | 2.5000%  | 0.0000% | $225793.87         | $198261.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $198342.84         | $189404.12         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AT2380 X     | 2046-07-15      | 4.5000%  | 0.0000% | $357.33            | $355.33            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704090 X     | 2038-12-15      | 6.0000%  | 0.0000% | $1921.46           | $2000.53           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 678279 X     | 2038-12-15      | 6.0000%  | 0.0000% | $429.56            | $453.90            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 702740 X     | 2038-12-15      | 6.0000%  | 0.0000% | $649.57            | $679.21            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782474 X     | 2038-12-15      | 5.5000%  | 0.0000% | $2661.75           | $2808.87           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705395 X     | 2039-01-15      | 6.0000%  | 0.0000% | $2133.31           | $2254.34           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 439084 X     | 2039-02-15      | 6.0000%  | 0.0000% | $1390.32           | $1436.66           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782579 X     | 2039-02-15      | 5.5000%  | 0.0000% | $4558.13           | $4782.67           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711752 X     | 2043-05-15      | 2.5000%  | 0.0000% | $30305.63          | $26833.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M     | 2051-07-20      | 3.5000%  | 0.0000% | $34300.13          | $31869.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BG7731 C     | 2048-04-20      | 4.5000%  | 0.0000% | $21939.06          | $21799.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6218 M     | 2049-10-20      | 3.0000%  | 0.0000% | $1568.95           | $1428.76           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004399 M     | 2039-03-20      | 5.5000%  | 0.0000% | $2671.29           | $2805.97           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  | 0.0000% | $8243.70           | $8488.25           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 703495 X     | 2039-04-15      | 5.0000%  | 0.0000% | $615.34            | $632.89            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  | 0.0000% | $9669.36           | $9952.88           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $639906.63         | $597506.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786578 C     | 2053-03-20      | 5.0000%  | 0.0000% | $63209.85          | $63594.80          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4580 C     | 2042-01-20      | 4.0000%  | 0.0000% | $174539.11         | $167010.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3805 M     | 2046-07-20      | 4.5000%  | 0.0000% | $11566.81          | $11620.63          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB4482 X     | 2047-07-15      | 4.5000%  | 0.0000% | $151324.06         | $150708.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6340 M     | 2049-12-20      | 4.0000%  | 0.0000% | $16389.28          | $15846.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4002 M     | 2046-10-20      | 2.5000%  | 0.0000% | $12981.79          | $11541.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4037 C     | 2055-10-20      | 5.0000%  | 0.0000% | $174160.26         | $175436.16         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4513 X     | 2047-05-15      | 5.0000%  | 0.0000% | $21558.14          | $22052.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9523 C     | 2048-04-20      | 4.0000%  | 0.0000% | $6583.67           | $6310.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4003 C     | 2055-11-20      | 5.5000%  | 0.0000% | $191112.68         | $195651.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0807 C     | 2055-04-20      | 6.0000%  | 0.0000% | $40201.71          | $42153.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0530 M     | 2040-09-20      | 6.0000%  | 0.0000% | $400220.27         | $415331.39         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781330 X     | 2031-09-15      | 6.0000%  | 0.0000% | $25.95             | $26.61             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781205 X     | 2030-07-15      | 8.5000%  | 0.0000% | $9.33              | $9.77              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781148 X     | 2029-07-15      | 6.0000%  | 0.0000% | $6.02              | $6.17              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781014 X     | 2029-04-15      | 6.0000%  | 0.0000% | $466.03            | $477.59            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781001 X     | 2029-03-15      | 7.5000%  | 0.0000% | $25.64             | $26.18             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780931 X     | 2028-12-15      | 7.0000%  | 0.0000% | $20.91             | $21.49             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781688 X     | 2033-12-15      | 6.0000%  | 0.0000% | $33.20             | $34.68             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780464 X     | 2026-11-15      | 7.0000%  | 0.0000% | $1.02              | $1.03              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780898 X     | 2028-11-15      | 7.0000%  | 0.0000% | $3.81              | $3.92              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780896 X     | 2028-11-15      | 7.0000%  | 0.0000% | $8.90              | $9.16              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 325576 X     | 2028-06-15      | 7.0000%  | 0.0000% | $4.19              | $4.24              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 247370 X     | 2026-04-15      | 6.5000%  | 0.0000% | $68.68             | $68.98             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 562287 X     | 2033-12-15      | 6.0000%  | 0.0000% | $21.60             | $22.22             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687833 X     | 2038-08-15      | 6.0000%  | 0.0000% | $1746.87           | $1827.90           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687708 X     | 2038-07-15      | 5.0000%  | 0.0000% | $5508.74           | $5696.47           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687179 X     | 2038-04-15      | 5.5000%  | 0.0000% | $1560.11           | $1639.07           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 686781 X     | 2038-06-15      | 5.5000%  | 0.0000% | $4303.09           | $4498.70           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 685650 X     | 2038-04-15      | 6.0000%  | 0.0000% | $2591.33           | $2683.12           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 683958 X     | 2038-02-15      | 6.0000%  | 0.0000% | $1863.75           | $1932.48           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682907 X     | 2040-11-15      | 6.0000%  | 0.0000% | $247.37            | $256.78            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 682306 X     | 2038-03-15      | 6.0000%  | 0.0000% | $5592.28           | $5806.89           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681706 X     | 2038-12-15      | 6.0000%  | 0.0000% | $816.00            | $858.88            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0782 M     | 2043-02-20      | 3.0000%  | 0.0000% | $673662.80         | $628749.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AC3886 C     | 2042-12-20      | 3.5000%  | 0.0000% | $182.55            | $169.18            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AC3732 X     | 2042-12-15      | 2.5000%  | 0.0000% | $2820.19           | $2497.08           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB8367 X     | 2043-02-15      | 2.5000%  | 0.0000% | $5805.77           | $5140.69           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB5980 X     | 2045-12-15      | 4.5000%  | 0.0000% | $6468.21           | $6470.42           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB5966 X     | 2045-09-15      | 4.5000%  | 0.0000% | $6605.16           | $6607.42           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB2890 X     | 2042-09-15      | 3.0000%  | 0.0000% | $14579.42          | $13467.82          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA5947 X     | 2042-12-15      | 2.5000%  | 0.0000% | $20219.36          | $17903.27          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA5387 X     | 2042-06-15      | 3.0000%  | 0.0000% | $13273.60          | $12296.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5764 M     | 2049-02-20      | 4.5000%  | 0.0000% | $74327.72          | $74623.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5709 M     | 2049-01-20      | 3.5000%  | 0.0000% | $21426.59          | $20147.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $27720.72          | $28346.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $882952.21         | $883792.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $187.32            | $175.75            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $439444.51         | $448874.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5468 M     | 2048-09-20      | 5.0000%  | 0.0000% | $2755.96           | $2815.67           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $5724.61           | $5730.35           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587307 X     | 2032-09-15      | 6.0000%  | 0.0000% | $307.66            | $318.74            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003295 M     | 2032-10-20      | 5.5000%  | 0.0000% | $4258.87           | $4449.25           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 588092 X     | 2032-10-15      | 5.5000%  | 0.0000% | $126.75            | $127.86            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 389764 X     | 2032-11-15      | 6.0000%  | 0.0000% | $8.70              | $9.06              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 588179 X     | 2033-01-15      | 6.0000%  | 0.0000% | $87.57             | $91.75             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602837 X     | 2033-02-15      | 6.0000%  | 0.0000% | $959.36            | $987.13            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 598679 X     | 2033-05-15      | 5.5000%  | 0.0000% | $2114.54           | $2165.90           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553347 X     | 2033-07-15      | 5.0000%  | 0.0000% | $4870.78           | $4925.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003443 M     | 2033-09-20      | 5.5000%  | 0.0000% | $158.09            | $162.71            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 594172 X     | 2033-11-15      | 6.0000%  | 0.0000% | $111.98            | $116.04            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003488 M     | 2033-12-20      | 5.5000%  | 0.0000% | $147.40            | $151.78            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605619 X     | 2034-07-15      | 6.0000%  | 0.0000% | $77.59             | $81.49             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781776 X     | 2034-07-15      | 6.0000%  | 0.0000% | $34.58             | $36.17             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 583038 X     | 2034-08-15      | 6.0000%  | 0.0000% | $67.86             | $69.03             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 623897 X     | 2034-08-15      | 6.0000%  | 0.0000% | $7.56              | $7.74              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 629123 X     | 2034-09-15      | 6.0000%  | 0.0000% | $365.87            | $378.11            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 574544 X     | 2034-09-15      | 6.0000%  | 0.0000% | $83.28             | $85.53             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605730 X     | 2034-10-15      | 6.0000%  | 0.0000% | $188.45            | $197.17            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003626 M     | 2034-10-20      | 6.5000%  | 0.0000% | $180.83            | $192.95            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 520827 X     | 2035-03-15      | 6.0000%  | 0.0000% | $41.08             | $42.46             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003724 M     | 2035-06-20      | 5.5000%  | 0.0000% | $52.87             | $55.01             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698028 X     | 2039-01-15      | 5.0000%  | 0.0000% | $14745.66          | $15248.34          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5837 C     | 2065-10-20      | 6.0000%  | 0.0000% | $715549.57         | $735318.77         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5820 C     | 2065-10-20      | 6.0000%  | 0.0000% | $166790.15         | $171066.49         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 680687 X     | 2038-01-15      | 6.0000%  | 0.0000% | $2719.66           | $2831.75           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681393 X     | 2038-06-15      | 6.5000%  | 0.0000% | $10945.35          | $11609.79          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 680184 X     | 2038-03-15      | 5.5000%  | 0.0000% | $1750.86           | $1822.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  | 0.0000% | $18542.14          | $19822.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1120 C     | 2054-06-20      | 7.0000%  | 0.0000% | $281330.40         | $294898.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1118 C     | 2054-06-20      | 7.0000%  | 0.0000% | $234765.34         | $246602.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ8578 C     | 2054-02-20      | 7.0000%  | 0.0000% | $282.75            | $295.97            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CV9792 X     | 2053-06-15      | 6.0000%  | 0.0000% | $226236.93         | $232056.88         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CR4180       | 2067-05-15      | 5.1800%  | 0.0000% | $524287.73         | $525294.88         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ2015       | 2058-04-15      | 4.4500%  | 0.0000% | $45396.94          | $45142.97          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 579204 X     | 2032-03-15      | 6.0000%  | 0.0000% | $230.27            | $235.13            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 579077 X     | 2031-12-15      | 6.0000%  | 0.0000% | $296.53            | $306.38            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 576520 X     | 2032-02-15      | 6.0000%  | 0.0000% | $18.10             | $19.03             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 572602 X     | 2031-11-15      | 6.0000%  | 0.0000% | $36.89             | $38.88             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570518 X     | 2032-01-15      | 6.0000%  | 0.0000% | $14.04             | $14.51             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570503 X     | 2031-12-15      | 6.5000%  | 0.0000% | $61.87             | $64.57             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002686 M     | 2028-12-20      | 5.5000%  | 0.0000% | $58.94             | $60.17             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002589 M     | 2028-05-20      | 6.0000%  | 0.0000% | $6.33              | $6.47              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 606662 X     | 2033-06-15      | 6.0000%  | 0.0000% | $22.55             | $22.83             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 591208 X     | 2035-04-15      | 6.0000%  | 0.0000% | $30.89             | $31.36             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587345 X     | 2032-10-15      | 6.0000%  | 0.0000% | $1396.99           | $1481.50           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 587128 X     | 2032-06-15      | 6.0000%  | 0.0000% | $27.87             | $29.27             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 586343 X     | 2035-01-15      | 6.0000%  | 0.0000% | $40.39             | $42.53             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 585115 X     | 2033-01-15      | 6.0000%  | 0.0000% | $684.07            | $693.80            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 585059 X     | 2032-12-15      | 6.0000%  | 0.0000% | $3.56              | $3.66              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 582021 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2835.35           | $2955.61           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 581589 X     | 2032-10-15      | 6.0000%  | 0.0000% | $33557.68          | $34652.94          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 646027 X     | 2037-09-15      | 6.0000%  | 0.0000% | $110.00            | $114.56            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 645916 X     | 2036-05-15      | 6.0000%  | 0.0000% | $793.23            | $824.07            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7470 M     | 2051-07-20      | 1.5000%  | 0.0000% | $182273.75         | $145963.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7424 M     | 2051-06-20      | 5.5000%  | 0.0000% | $341231.33         | $352536.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $330.44            | $299.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4938 C     | 2050-08-20      | 3.5000%  | 0.0000% | $150494.68         | $140010.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $160.17            | $145.25            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7139 M     | 2051-01-20      | 4.0000%  | 0.0000% | $15506.32          | $14984.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $60.50             | $55.03             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $87559.50          | $85332.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9534 C     | 2048-04-20      | 4.0000%  | 0.0000% | $1966.35           | $1886.08           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE7988 X     | 2048-01-15      | 5.0000%  | 0.0000% | $128767.87         | $129635.25         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE6271 X     | 2048-03-15      | 3.5000%  | 0.0000% | $15016.53          | $13996.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP6904 C     | 2052-10-20      | 5.0000%  | 0.0000% | $288808.78         | $290217.59         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CP3649       | 2065-01-15      | 4.3500%  | 0.0000% | $29000.00          | $28665.09          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $92205.13          | $96380.22          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN7596       | 2064-12-15      | 4.3900%  | 0.0000% | $28870.69          | $28181.27          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD7509 X     | 2047-11-15      | 4.5000%  | 0.0000% | $63421.40          | $63245.85          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4792 X     | 2047-11-15      | 3.5000%  | 0.0000% | $2135.19           | $2001.59           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4789 X     | 2047-11-15      | 4.5000%  | 0.0000% | $6843.71           | $6817.07           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4784 X     | 2047-11-15      | 3.5000%  | 0.0000% | $109669.29         | $103457.73         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4016 X     | 2049-10-15      | 3.0000%  | 0.0000% | $753624.90         | $682870.83         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8549 X     | 2047-09-15      | 4.5000%  | 0.0000% | $16229.22          | $16113.55          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8968 X     | 2047-10-15      | 4.5000%  | 0.0000% | $15324.44          | $15258.92          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC8961 X     | 2047-10-15      | 4.5000%  | 0.0000% | $2635.42           | $2662.87           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC7280 X     | 2047-08-15      | 4.5000%  | 0.0000% | $10190.20          | $10157.85          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC6861 X     | 2047-08-15      | 5.0000%  | 0.0000% | $4808.99           | $4934.79           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $111971.49         | $102942.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4380 M     | 2047-04-20      | 2.5000%  | 0.0000% | $59729.42          | $53361.07          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3456 M     | 2046-02-20      | 4.5000%  | 0.0000% | $9888.67           | $9934.68           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $11630.36          | $11336.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3378 M     | 2046-01-20      | 4.5000%  | 0.0000% | $7385.83           | $7420.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7141 M     | 2051-01-20      | 5.0000%  | 0.0000% | $1815.69           | $1863.98           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3309 M     | 2045-12-20      | 3.0000%  | 0.0000% | $16299.73          | $15005.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3172 M     | 2045-10-20      | 3.0000%  | 0.0000% | $64457.27          | $59350.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3174 M     | 2045-10-20      | 4.0000%  | 0.0000% | $575.27            | $563.29            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2962 M     | 2045-07-20      | 4.0000%  | 0.0000% | $618.61            | $603.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2894 M     | 2045-06-20      | 4.5000%  | 0.0000% | $7551.65           | $7597.67           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2893 M     | 2045-06-20      | 4.0000%  | 0.0000% | $9185.39           | $8958.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $116604.80         | $107384.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2827 M     | 2045-05-20      | 4.0000%  | 0.0000% | $313155.29         | $305407.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2756 M     | 2045-04-20      | 4.5000%  | 0.0000% | $5036.76           | $5072.63           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2753 M     | 2045-04-20      | 3.0000%  | 0.0000% | $60731.15          | $55985.49          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644563 X     | 2035-07-15      | 6.0000%  | 0.0000% | $83.79             | $87.27             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644019 X     | 2035-07-15      | 6.0000%  | 0.0000% | $801.74            | $843.39            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 643399 X     | 2035-06-15      | 6.0000%  | 0.0000% | $103.78            | $107.12            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 638595 X     | 2039-02-15      | 6.0000%  | 0.0000% | $4134.37           | $4333.25           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 637259 X     | 2034-11-15      | 6.0000%  | 0.0000% | $114.76            | $116.94            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 633389 X     | 2036-01-15      | 6.0000%  | 0.0000% | $447.22            | $472.54            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 633231 X     | 2034-08-15      | 6.5000%  | 0.0000% | $606.31            | $640.39            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3810 C     | 2065-11-20      | 6.0000%  | 0.0000% | $609895.43         | $627842.21         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 631491 X     | 2034-06-15      | 5.5000%  | 0.0000% | $5050.55           | $5162.11           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 630170 X     | 2034-07-15      | 6.0000%  | 0.0000% | $316.76            | $328.25            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 629113 X     | 2034-09-15      | 6.0000%  | 0.0000% | $78.54             | $81.75             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622626 X     | 2033-11-15      | 6.0000%  | 0.0000% | $134.91            | $137.72            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622603 X     | 2033-11-15      | 6.0000%  | 0.0000% | $319.34            | $330.49            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 622533 X     | 2033-10-15      | 6.0000%  | 0.0000% | $445.32            | $455.76            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8522 C     | 2055-11-20      | 6.0000%  | 0.0000% | $512550.61         | $530074.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7461 C     | 2055-11-20      | 6.5000%  | 0.0000% | $416342.74         | $441078.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6717 C     | 2055-09-20      | 6.5000%  | 0.0000% | $323363.25         | $338427.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6552 C     | 2055-09-20      | 6.5000%  | 0.0000% | $341517.80         | $357678.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6472 C     | 2055-11-20      | 6.5000%  | 0.0000% | $150802.83         | $157920.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6352 C     | 2055-11-20      | 5.5000%  | 0.0000% | $191022.55         | $197327.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6350 C     | 2055-11-20      | 6.0000%  | 0.0000% | $208105.93         | $217258.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6347 C     | 2055-11-20      | 6.5000%  | 0.0000% | $175114.64         | $184755.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6345 C     | 2055-11-20      | 6.5000%  | 0.0000% | $194231.29         | $206903.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6343 C     | 2055-11-20      | 6.5000%  | 0.0000% | $196474.55         | $209495.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6341 C     | 2055-11-20      | 6.5000%  | 0.0000% | $203291.34         | $213173.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6339 C     | 2055-11-20      | 6.5000%  | 0.0000% | $511668.42         | $542064.08         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI3214 X     | 2044-05-15      | 4.0000%  | 0.0000% | $10745.57          | $10434.26          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ3056 X     | 2047-08-15      | 4.5000%  | 0.0000% | $25200.78          | $25420.03          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY6960 X     | 2047-01-15      | 4.5000%  | 0.0000% | $52648.79          | $52531.43          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY5213 X     | 2047-02-15      | 4.5000%  | 0.0000% | $34078.62          | $34336.33          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY4224 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1152.55           | $1182.70           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY3765 X     | 2047-03-15      | 4.5000%  | 0.0000% | $6528.03           | $6513.48           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY0512 X     | 2047-06-15      | 4.5000%  | 0.0000% | $9862.28           | $9747.92           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX0416 X     | 2046-10-15      | 4.5000%  | 0.0000% | $5088.25           | $5151.27           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724406 X     | 2039-11-15      | 4.5000%  | 0.0000% | $1180.88           | $1183.94           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003284 M     | 2032-09-20      | 5.5000%  | 0.0000% | $1089.84           | $1124.32           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782044 X     | 2032-12-15      | 6.5000%  | 0.0000% | $330.80            | $341.80            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782009 X     | 2035-09-15      | 6.0000%  | 0.0000% | $88.84             | $92.82             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 781998 M     | 2035-11-20      | 5.5000%  | 0.0000% | $728.36            | $754.33            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781889 X     | 2035-03-15      | 6.0000%  | 0.0000% | $174.51            | $184.37            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781846 X     | 2034-09-15      | 6.5000%  | 0.0000% | $3229.58           | $3361.68           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781857 X     | 2034-11-15      | 6.0000%  | 0.0000% | $64.22             | $67.24             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 757038 X     | 2040-12-15      | 4.0000%  | 0.0000% | $21354.01          | $20891.59          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 753314 X     | 2040-12-15      | 4.0000%  | 0.0000% | $17904.52          | $17536.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786905 C     | 2053-07-20      | 6.0000%  | 0.0000% | $871316.80         | $901102.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7890 C     | 2055-11-20      | 6.5000%  | 0.0000% | $552911.32         | $587320.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7889 C     | 2055-11-20      | 6.5000%  | 0.0000% | $189670.41         | $201582.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7887 C     | 2055-11-20      | 6.5000%  | 0.0000% | $344029.23         | $366370.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7886 C     | 2055-11-20      | 6.5000%  | 0.0000% | $247857.65         | $264180.56         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736078 X     | 2040-06-15      | 5.0000%  | 0.0000% | $2119.50           | $2191.55           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 733218 X     | 2040-06-15      | 4.5000%  | 0.0000% | $818.95            | $820.27            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1679 M     | 2044-02-20      | 4.5000%  | 0.0000% | $5062.33           | $5096.31           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1839 M     | 2044-04-20      | 4.0000%  | 0.0000% | $690.13            | $673.67            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB8885 X     | 2047-07-15      | 5.0000%  | 0.0000% | $40951.42          | $41138.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5262 M     | 2048-06-20      | 3.0000%  | 0.0000% | $1623.98           | $1493.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004746 M     | 2040-07-20      | 4.5000%  | 0.0000% | $155.34            | $157.88            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 745236 X     | 2040-07-15      | 4.5000%  | 0.0000% | $12365.37          | $12449.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $68020.22          | $70145.85          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 748647 X     | 2040-08-15      | 4.5000%  | 0.0000% | $35369.13          | $35376.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  | 0.0000% | $72816.84          | $71466.75          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 731686 X     | 2040-11-15      | 4.5000%  | 0.0000% | $39644.02          | $39885.81          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783173 X     | 2039-12-15      | 6.0000%  | 0.0000% | $2255.93           | $2391.63           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2075 M     | 2044-07-20      | 4.5000%  | 0.0000% | $2049.45           | $2061.94           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737898 X     | 2041-01-15      | 4.0000%  | 0.0000% | $55070.45          | $53939.30          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737920 X     | 2041-01-15      | 4.5000%  | 0.0000% | $80293.31          | $80749.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $61376.50          | $59883.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5878 M     | 2049-04-20      | 5.0000%  | 0.0000% | $146.75            | $150.11            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652947 X     | 2036-02-15      | 6.0000%  | 0.0000% | $3729.24           | $3868.87           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652226 X     | 2036-03-15      | 6.0000%  | 0.0000% | $209.32            | $217.37            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 652219 X     | 2036-03-15      | 6.0000%  | 0.0000% | $411.75            | $435.07            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785334 X     | 2049-03-15      | 5.5000%  | 0.0000% | $116633.63         | $122766.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6042 M     | 2049-07-20      | 5.0000%  | 0.0000% | $30.46             | $31.17             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9901 C     | 2055-10-20      | 5.5000%  | 0.0000% | $570115.52         | $583654.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3629 C     | 2055-10-20      | 5.0000%  | 0.0000% | $622984.23         | $626469.83         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DC7245       | 2066-12-15      | 5.7400%  | 0.0000% | $187996.74         | $200743.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2755 M     | 2045-04-20      | 4.0000%  | 0.0000% | $9465.81           | $9231.68           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC4433       | 2059-10-15      | 4.2000%  | 0.0000% | $117403.38         | $113662.67         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DJ5809       | 2067-09-15      | 5.6000%  | 0.0000% | $727605.69         | $757835.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6438 C     | 2055-03-20      | 6.5000%  | 0.0000% | $200858.63         | $213158.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $64043.64          | $65653.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8712 C     | 2055-07-20      | 6.5000%  | 0.0000% | $457882.66         | $479214.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8804 C     | 2055-05-20      | 6.0000%  | 0.0000% | $28637.42          | $30028.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2238 C     | 2055-09-20      | 6.5000%  | 0.0000% | $343498.64         | $359710.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6440 C     | 2055-03-20      | 6.5000%  | 0.0000% | $168921.53         | $179265.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3453 M     | 2046-02-20      | 3.0000%  | 0.0000% | $77610.44          | $71448.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2772 C     | 2055-10-20      | 6.5000%  | 0.0000% | $252890.27         | $264671.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7057 M     | 2050-12-20      | 5.0000%  | 0.0000% | $1488.75           | $1528.86           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4323 M     | 2047-03-20      | 4.5000%  | 0.0000% | $38372.31          | $38590.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $675.66            | $612.51            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $60932.67          | $59293.28          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AP5305 X     | 2046-01-15      | 5.0000%  | 0.0000% | $22413.75          | $22878.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $38504.65          | $35366.48          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $11237.59          | $9865.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5191 M     | 2048-05-20      | 3.5000%  | 0.0000% | $127146.75         | $119360.67         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  | 0.0000% | $15537.26          | $14377.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6220 M     | 2049-10-20      | 4.0000%  | 0.0000% | $30570.41          | $29386.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF1065 C     | 2048-01-20      | 4.0000%  | 0.0000% | $164074.62         | $155552.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6819 M     | 2050-08-20      | 2.5000%  | 0.0000% | $199929.89         | $174645.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2676 M     | 2045-03-20      | 2.5000%  | 0.0000% | $41064.95          | $36687.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC7179 X     | 2047-10-15      | 4.5000%  | 0.0000% | $35725.44          | $36131.21          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DB6877       | 2064-05-15      | 6.0100%  | 0.0000% | $18589.74          | $19580.85          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688099 X     | 2038-11-15      | 6.0000%  | 0.0000% | $2042.14           | $2158.00           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700933 X     | 2038-11-15      | 6.0000%  | 0.0000% | $2721.81           | $2833.83           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681624 X     | 2038-11-15      | 6.0000%  | 0.0000% | $2119.15           | $2208.80           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782461 X     | 2032-03-15      | 7.5000%  | 0.0000% | $512.74            | $538.42            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 433649 X     | 2028-03-15      | 7.0000%  | 0.0000% | $7.46              | $7.58              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002614 M     | 2028-07-20      | 6.0000%  | 0.0000% | $2.36              | $2.41              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 465540 X     | 2028-07-15      | 6.0000%  | 0.0000% | $9.17              | $9.34              | Agency Mortgage-Backed Securities |
| GNMA GNII SF AW6056 C     | 2046-11-20      | 3.5000%  | 0.0000% | $80516.92          | $75007.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $8883.14           | $8336.87           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605762 X     | 2034-11-15      | 6.0000%  | 0.0000% | $104.14            | $107.57            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605720 X     | 2034-10-15      | 6.0000%  | 0.0000% | $293.96            | $303.72            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 603333 X     | 2032-12-15      | 5.5000%  | 0.0000% | $286.88            | $296.63            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 603130 X     | 2033-10-15      | 6.0000%  | 0.0000% | $30.54             | $31.15             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602684 X     | 2033-03-15      | 6.0000%  | 0.0000% | $180.61            | $183.56            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602491 X     | 2036-01-15      | 6.0000%  | 0.0000% | $50.46             | $52.82             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 602212 X     | 2033-03-15      | 6.0000%  | 0.0000% | $1424.42           | $1472.49           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 599609 X     | 2035-10-15      | 6.0000%  | 0.0000% | $218.22            | $228.70            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617256 X     | 2036-10-15      | 6.5000%  | 0.0000% | $980.14            | $1035.88           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617098 X     | 2036-06-15      | 6.0000%  | 0.0000% | $118.58            | $123.19            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617053 X     | 2036-04-15      | 6.0000%  | 0.0000% | $175.92            | $184.37            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 615895 X     | 2033-08-15      | 5.0000%  | 0.0000% | $10721.22          | $10967.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9922 C     | 2054-12-20      | 5.5000%  | 0.0000% | $170746.90         | $175456.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4954 C     | 2054-12-20      | 6.0000%  | 0.0000% | $260021.95         | $269786.56         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF3876       | 2066-07-15      | 5.3500%  | 0.0000% | $27861.12          | $28404.15          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE4024       | 2066-07-15      | 5.3500%  | 0.0000% | $39410.26          | $40178.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2232 C     | 2054-10-20      | 6.0000%  | 0.0000% | $838267.92         | $869747.40         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE0020       | 2064-12-15      | 5.9800%  | 0.0000% | $169389.74         | $178661.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2944 C     | 2054-08-20      | 7.0000%  | 0.0000% | $804770.01         | $844805.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2827 C     | 2054-07-20      | 7.0000%  | 0.0000% | $168724.74         | $176491.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  | 0.0000% | $605.44            | $614.95            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004771 M     | 2040-08-20      | 4.5000%  | 0.0000% | $6835.01           | $6946.87           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004747 M     | 2040-07-20      | 5.0000%  | 0.0000% | $61717.90          | $63834.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004715 M     | 2040-06-20      | 5.0000%  | 0.0000% | $113582.16         | $117755.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004713 M     | 2040-06-20      | 4.5000%  | 0.0000% | $6904.79           | $7017.78           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004697 M     | 2040-05-20      | 5.0000%  | 0.0000% | $13833.20          | $14299.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $133814.01         | $136003.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004695 M     | 2040-05-20      | 4.0000%  | 0.0000% | $3365.18           | $3318.02           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004636 M     | 2040-02-20      | 4.5000%  | 0.0000% | $61.74             | $62.75             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004660 M     | 2040-03-20      | 6.0000%  | 0.0000% | $213.10            | $225.23            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $24947.49          | $25355.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004577 M     | 2039-11-20      | 4.5000%  | 0.0000% | $13366.25          | $13584.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004562 M     | 2039-10-20      | 6.5000%  | 0.0000% | $232.54            | $242.88            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004522 M     | 2039-08-20      | 6.0000%  | 0.0000% | $4528.93           | $4786.67           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005338 M     | 2042-03-20      | 6.0000%  | 0.0000% | $9414.32           | $9949.88           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005288 M     | 2042-01-20      | 5.5000%  | 0.0000% | $148.33            | $154.35            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004346 M     | 2039-01-20      | 7.0000%  | 0.0000% | $97.97             | $103.97            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004344 M     | 2039-01-20      | 6.0000%  | 0.0000% | $5316.22           | $5618.91           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 533950 X     | 2032-04-15      | 6.0000%  | 0.0000% | $11.93             | $12.36             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 512603 X     | 2029-06-15      | 6.0000%  | 0.0000% | $28.31             | $28.98             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 508316 X     | 2030-02-15      | 8.0000%  | 0.0000% | $29.54             | $30.04             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6600 M     | 2050-04-20      | 3.5000%  | 0.0000% | $31801.43          | $29567.85          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA5850 X     | 2047-06-15      | 5.0000%  | 0.0000% | $1810.87           | $1819.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785587 M     | 2044-12-20      | 3.5000%  | 0.0000% | $70483.96          | $66278.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $73962.19          | $68025.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $38667.18          | $35945.51          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784298 X     | 2046-07-15      | 5.0000%  | 0.0000% | $6402.08           | $6614.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783976 M     | 2043-04-20      | 3.5000%  | 0.0000% | $11488.29          | $10957.88          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783798 X     | 2040-09-15      | 6.0000%  | 0.0000% | $224.74            | $238.26            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783720 X     | 2040-09-15      | 6.0000%  | 0.0000% | $754.93            | $797.38            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783655 X     | 2040-05-15      | 6.5000%  | 0.0000% | $16696.50          | $17884.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783619 M     | 2042-05-20      | 4.0000%  | 0.0000% | $157550.25         | $154643.61         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $9511.23           | $8832.75           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784407 M     | 2047-11-20      | 3.5000%  | 0.0000% | $5441.94           | $5094.10           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781659 X     | 2033-10-15      | 6.0000%  | 0.0000% | $98.71             | $103.49            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781607 X     | 2033-03-15      | 6.0000%  | 0.0000% | $823.39            | $865.65            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781587 X     | 2033-02-15      | 6.0000%  | 0.0000% | $185.66            | $192.93            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781564 X     | 2033-02-15      | 6.0000%  | 0.0000% | $143.83            | $151.52            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781489 X     | 2032-08-15      | 6.0000%  | 0.0000% | $13.49             | $14.00             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5749 C     | 2055-11-20      | 6.0000%  | 0.0000% | $757506.77         | $787344.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1678 M     | 2044-02-20      | 4.0000%  | 0.0000% | $8828.40           | $8635.45           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7000 M     | 2050-11-20      | 5.0000%  | 0.0000% | $2882.41           | $2960.07           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 656187 X     | 2036-07-15      | 6.0000%  | 0.0000% | $11.88             | $12.55             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658570 X     | 2036-08-15      | 6.0000%  | 0.0000% | $2364.72           | $2506.76           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618700 X     | 2036-09-15      | 6.5000%  | 0.0000% | $1606.36           | $1687.33           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658121 X     | 2036-10-15      | 6.0000%  | 0.0000% | $393.86            | $416.52            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 656323 X     | 2036-11-15      | 6.0000%  | 0.0000% | $2592.02           | $2706.82           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618748 X     | 2036-12-15      | 6.0000%  | 0.0000% | $19.89             | $20.54             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 661591 X     | 2037-01-15      | 6.5000%  | 0.0000% | $780.99            | $822.81            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617370 X     | 2037-01-15      | 6.0000%  | 0.0000% | $1448.78           | $1512.93           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003978 M     | 2037-04-20      | 7.0000%  | 0.0000% | $52.53             | $55.31             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658701 X     | 2037-05-15      | 6.0000%  | 0.0000% | $86.21             | $90.26             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 669626 X     | 2037-06-15      | 6.0000%  | 0.0000% | $5887.89           | $6095.22           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 671325 X     | 2037-07-15      | 6.0000%  | 0.0000% | $32.16             | $33.49             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662521 X     | 2037-08-15      | 6.0000%  | 0.0000% | $40.64             | $42.38             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662560 X     | 2037-08-15      | 6.5000%  | 0.0000% | $73.21             | $78.52             | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF3880       | 2066-07-15      | 5.3500%  | 0.0000% | $14459.70          | $14950.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004661 M     | 2040-03-20      | 6.5000%  | 0.0000% | $2446.77           | $2634.57           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 546745 X     | 2040-04-15      | 4.5000%  | 0.0000% | $92.74             | $92.96             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782938 X     | 2040-03-15      | 5.5000%  | 0.0000% | $3059.05           | $3227.95           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 733663 X     | 2040-05-15      | 4.5000%  | 0.0000% | $17448.73          | $17531.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004472 M     | 2039-06-20      | 6.5000%  | 0.0000% | $540.59            | $574.84            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782745 X     | 2038-11-15      | 6.0000%  | 0.0000% | $1746.46           | $1851.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1157 M     | 2043-07-20      | 3.5000%  | 0.0000% | $141346.56         | $134996.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5291 C     | 2055-11-20      | 6.5000%  | 0.0000% | $148744.72         | $157292.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5288 C     | 2055-11-20      | 6.5000%  | 0.0000% | $161891.83         | $168970.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3106 M     | 2045-09-20      | 4.0000%  | 0.0000% | $226505.00         | $220831.05         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 779942 X     | 2026-11-15      | 3.0000%  | 0.0000% | $645.85            | $643.23            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005259 M     | 2041-12-20      | 4.0000%  | 0.0000% | $343.89            | $337.51            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783510 X     | 2040-07-15      | 6.5000%  | 0.0000% | $1688.72           | $1781.24           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553461 X     | 2042-01-15      | 3.5000%  | 0.0000% | $3386.48           | $3205.15           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8587 X     | 2049-10-15      | 3.5000%  | 0.0000% | $651.59            | $607.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $425363.01         | $390347.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5079 M     | 2048-03-20      | 4.5000%  | 0.0000% | $11045.72          | $11110.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $43705.24          | $40114.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783590 M     | 2041-06-20      | 4.5000%  | 0.0000% | $954.26            | $969.44            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $14494.42          | $13338.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0225 M     | 2042-07-20      | 6.0000%  | 0.0000% | $3518.92           | $3708.24           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783610 X     | 2041-11-15      | 4.5000%  | 0.0000% | $1191.80           | $1202.78           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0319 M     | 2042-08-20      | 4.0000%  | 0.0000% | $10691.56          | $10493.19          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY1184 X     | 2046-11-15      | 2.5000%  | 0.0000% | $23166.01          | $20337.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5595 M     | 2048-11-20      | 4.0000%  | 0.0000% | $21212.22          | $20555.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  | 0.0000% | $10779.39          | $10809.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783656 M     | 2042-05-20      | 4.0000%  | 0.0000% | $765907.77         | $751792.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $434.34            | $442.98            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY3841 X     | 2047-03-15      | 5.0000%  | 0.0000% | $6767.49           | $6913.20           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AB9541 C     | 2042-12-20      | 3.5000%  | 0.0000% | $577.38            | $535.06            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 775131 X     | 2041-09-15      | 4.0000%  | 0.0000% | $121291.93         | $118799.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4651 M     | 2047-08-20      | 3.0000%  | 0.0000% | $223324.66         | $204554.22         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB2257 X     | 2047-08-15      | 4.5000%  | 0.0000% | $44498.55          | $44327.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5789 C     | 2055-11-20      | 6.5000%  | 0.0000% | $509667.27         | $529599.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5788 C     | 2055-11-20      | 6.5000%  | 0.0000% | $382143.86         | $398370.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5773 C     | 2055-11-20      | 6.5000%  | 0.0000% | $316683.27         | $333176.45         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737902 X     | 2041-01-15      | 4.0000%  | 0.0000% | $24673.12          | $24166.16          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737794 X     | 2040-12-15      | 4.0000%  | 0.0000% | $8731.55           | $8552.18           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737532 X     | 2040-10-15      | 4.0000%  | 0.0000% | $26246.74          | $25532.56          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737285 X     | 2040-05-15      | 4.0000%  | 0.0000% | $3254.97           | $3188.11           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738002 X     | 2041-02-15      | 4.0000%  | 0.0000% | $12318.49          | $11983.30          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736663 X     | 2040-03-15      | 5.0000%  | 0.0000% | $5144.29           | $5319.49           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 734608 X     | 2040-07-15      | 4.5000%  | 0.0000% | $93124.85          | $94161.33          | Agency Mortgage-Backed Securities |

### Security 138: Natixis Financial Products LLC

- **C.1 - Title:** Bank of New York Mellon Natixi Repo - 11dec25 3.990000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5X76, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: ARP1C5X76_3.99_1205
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.5989%  | 0.0000% | $174198.44         | $176575.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O EF     | 2071-01-20      | 5.4204%  | 0.0000% | $147382.68         | $149051.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O EF     | 2070-12-20      | 5.4204%  | 0.0000% | $147493.08         | $149176.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.5989%  | 0.0000% | $58488.70          | $59195.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 5.3338%  | 0.0000% | $360701.50         | $364939.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.9704%  | 0.0000% | $102394.47         | $102695.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  | 0.0000% | $474161.88         | $473957.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O CF      | 2068-03-20      | 4.9335%  | 0.0000% | $130955.66         | $131085.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H06 MB     | 2063-01-20      | 4.1403%  | 0.0000% | $10942.24          | $10886.21          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 5.0994%  | 0.0000% | $252709.34         | $254005.29         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  | 0.0000% | $84.25             | $87.47             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O FL     | 2071-04-20      | 5.9489%  | 0.0000% | $361254.41         | $366637.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FD      | 2068-11-20      | 4.5704%  | 0.0000% | $116539.94         | $116422.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 5.4404%  | 0.0000% | $125410.72         | $126878.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FQ      | 2067-06-20      | 4.6774%  | 0.0000% | $114975.24         | $115646.85         | Agency Collateralized Mortgage Obligation |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $84888.89          | $73555.56          | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  | 0.0000% | $4444444.44        | $3277444.44        | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $2180222.22        | $1822186.13        | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $740000.00         | $722388.00         | Agency Debentures and Agency Strips       |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  | 0.0000% | $71.95             | $69.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  | 0.0000% | $3219587.19        | $3113356.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $16166352.08       | $16070517.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  | 0.0000% | $1982103.67        | $2089341.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $1213945.38        | $1234407.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $5399553.19        | $5404061.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4696 | 2054-02-01      | 6.0000%  | 0.0000% | $6430869.37        | $6745377.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  | 0.0000% | $3660453.82        | $3777793.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  | 0.0000% | $1163587.81        | $1176156.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  | 0.0000% | $256123.87         | $269532.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  | 0.0000% | $221.48            | $227.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | 0.0000% | $1901.78           | $2036.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $295522.27         | $310135.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  | 0.0000% | $90538.60          | $93167.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  | 0.0000% | $6438954.76        | $6496557.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  | 0.0000% | $4109230.32        | $4224514.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  | 0.0000% | $14748576.81       | $15500901.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  | 0.0000% | $1279962.52        | $1317082.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  | 0.0000% | $300806.87         | $317073.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $218.77            | $219.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  | 0.0000% | $207.00            | $215.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  | 0.0000% | $4287011.69        | $4391297.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  | 0.0000% | $16446625.22       | $16836081.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  | 0.0000% | $171.97            | $160.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  | 0.0000% | $171.16            | $169.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5850 | 2048-03-01      | 3.5000%  | 0.0000% | $306919.27         | $291703.75         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  | 0.0000% | $222.22            | $228.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW7379 | 2052-12-01      | 5.0000%  | 0.0000% | $209.94            | $213.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $27601942.79       | $28255529.19       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  | 0.0000% | $235.56            | $233.46            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  | 0.0000% | $426.67            | $419.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  | 0.0000% | $192.90            | $194.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $6653577.66        | $6851581.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  | 0.0000% | $658283.54         | $662068.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  | 0.0000% | $11390349.46       | $11908587.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  | 0.0000% | $8712284.80        | $7976994.10        | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  | 0.0000% | $22.22             | $22.76             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | 0.0000% | $22.22             | $22.83             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $44.44             | $45.78             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $22.22             | $22.85             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $22.22             | $23.16             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $11111088.89       | $11271196.66       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $22.22             | $22.88             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $5442244.44        | $5740229.63        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $2179777.78        | $2218544.17        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $355.56            | $312.96            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $44.44             | $47.36             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $22.22             | $20.45             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $7555533.33        | $7696271.98        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $22.22             | $18.62             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $11111088.89       | $11066411.38       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $7238844.44        | $7560970.06        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $22.22             | $22.75             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $5555533.33        | $5698676.48        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  | 0.0000% | $12222200.00       | $12569719.66       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $6199955.56        | $6492134.80        | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $222.22            | $247.12            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $7508888.89        | $7433966.68        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $1108800.00        | $1052934.06        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $177.78            | $183.32            | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $65077600.00       | $68590071.06       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $22.22             | $22.02             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $5555044.44        | $5150335.58        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $22.22             | $15.89             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $711.11            | $354.73            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $266.67            | $197.68            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  | 0.0000% | $18728266.67       | $18879323.00       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | 0.0000% | $44.44             | $44.63             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $22.22             | $22.47             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $22.22             | $23.26             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $22.22             | $22.55             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  | 0.0000% | $1577755.56        | $1624979.49        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | 0.0000% | $22.22             | $22.88             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $22.22             | $21.64             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $222.22            | $210.95            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $1276822.22        | $1262470.39        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | 0.0000% | $6698244.44        | $6563322.22        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $66577.78          | $62778.49          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $17718911.11       | $17502033.60       | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $27777333.33       | $27361929.76       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $2396977.78        | $2374598.55        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  | 0.0000% | $22.22             | $20.83             | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $22.22             | $22.11             | U.S. Treasuries (including strips)        |
| USTR BILL 01/02/26        | 2026-01-02      | 0.0000%  | 0.0000% | $22.22             | $22.14             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $196333.33         | $193257.62         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $22.22             | $19.98             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $22.22             | $19.88             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $18264000.00       | $18840438.84       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | 0.0000% | $8304955.56        | $8452525.14        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  | 0.0000% | $22.22             | $22.83             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $22.22             | $22.97             | U.S. Treasuries (including strips)        |

### Security 139: BMO Bank, N.A.

- **C.1 - Title:** Bank of Montreal/US 3.990000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5XD3, C.3 - LEI: 3Y4U8VZURTYWI1W2K376, C.5 - Other ID: ARP1C5XD3_3.99_1205
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  | 0.0000% | $601328.55         | $559934.30         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  | 0.0000% | $8522912.50        | $7650123.65        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  | 0.0000% | $19622640.40       | $17575057.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $1185501.38        | $1075143.06        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  | 0.0000% | $1197145.18        | $1132156.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  | 0.0000% | $127193.16         | $102000.01         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  | 0.0000% | $5800035.00        | $5501956.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  | 0.0000% | $147833.36         | $134583.50         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  | 0.0000% | $19407538.60       | $18323258.83       | Agency Mortgage-Backed Securities         |

### Security 140: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFDG6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1CFDG6_3.94_1205
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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 GNII SF DN5732 C | 2055-11-20      | 6.0000%  | 0.0000% | $981326.34         | $1012760.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5324 C | 2054-12-20      | 6.0000%  | 0.0000% | $1232555.99        | $1278843.40        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO7888 C | 2065-11-20      | 6.0000%  | 0.0000% | $1188001.52        | $1219414.65        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO0096 C | 2065-10-20      | 6.0000%  | 0.0000% | $1393302.83        | $1427745.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5128 C | 2055-11-20      | 5.5000%  | 0.0000% | $1102660.10        | $1142653.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5774 C | 2055-11-20      | 6.0000%  | 0.0000% | $1542088.66        | $1617749.69        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1567   | 2060-11-15      | 5.3700%  | 0.0000% | $2630233.85        | $2736725.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1887 C | 2055-11-20      | 5.0000%  | 0.0000% | $1090888.90        | $1099551.65        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM7630 C | 2065-11-20      | 6.0000%  | 0.0000% | $1634181.37        | $1682268.80        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM6438   | 2060-11-15      | 5.0300%  | 0.0000% | $3201196.92        | $3248736.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6342 C | 2055-11-20      | 6.5000%  | 0.0000% | $1427957.93        | $1515840.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3597 C | 2055-10-20      | 5.0000%  | 0.0000% | $1747805.02        | $1756842.92        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5278 C | 2065-11-20      | 5.5000%  | 0.0000% | $665204.33         | $676151.60         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5277 C | 2065-11-20      | 6.0000%  | 0.0000% | $2514180.88        | $2581958.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7917 C | 2055-05-20      | 5.5000%  | 0.0000% | $1601614.19        | $1636695.95        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DD2255   | 2067-01-15      | 5.2400%  | 0.0000% | $1102219.28        | $1126047.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7489 C | 2054-06-20      | 7.0000%  | 0.0000% | $1543106.44        | $1630136.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9171 M | 2053-09-20      | 5.5000%  | 0.0000% | $2572947.18        | $2626683.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8043 M | 2052-05-20      | 3.0000%  | 0.0000% | $1531797.33        | $1387839.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M | 2050-12-20      | 2.0000%  | 0.0000% | $6312110.62        | $5283665.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6820 M | 2050-08-20      | 3.0000%  | 0.0000% | $1318169.63        | $1196722.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6710 M | 2050-06-20      | 3.0000%  | 0.0000% | $1932670.95        | $1757107.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6598 M | 2050-04-20      | 2.5000%  | 0.0000% | $3442081.84        | $3007897.64        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6860   | 2060-12-15      | 5.6300%  | 0.0000% | $2630564.10        | $2788938.53        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1558   | 2060-11-15      | 5.4000%  | 0.0000% | $1860923.08        | $1940492.43        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1560   | 2060-11-15      | 5.4000%  | 0.0000% | $1292307.69        | $1347564.18        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1566   | 2060-11-15      | 5.3700%  | 0.0000% | $2902092.31        | $3019590.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM9362 C | 2055-10-20      | 5.5000%  | 0.0000% | $1463621.07        | $1495680.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6474 M | 2050-02-20      | 3.0000%  | 0.0000% | $1262607.48        | $1147116.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5931 M | 2049-05-20      | 4.0000%  | 0.0000% | $1869654.27        | $1803524.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5711 M | 2049-01-20      | 4.5000%  | 0.0000% | $1095593.89        | $1096636.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787046 C | 2051-09-20      | 4.0000%  | 0.0000% | $1431388.39        | $1374691.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786934 C | 2053-09-20      | 6.0000%  | 0.0000% | $1552588.05        | $1605189.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0715 M | 2040-11-20      | 4.0000%  | 0.0000% | $1513067.02        | $1496181.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  | 0.0000% | $5890267.38        | $5984105.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M | 2055-08-20      | 5.5000%  | 0.0000% | $5698216.76        | $5786168.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0458 M | 2040-07-20      | 5.0000%  | 0.0000% | $1752674.37        | $1778000.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0399 M | 2040-06-20      | 5.0000%  | 0.0000% | $3766377.55        | $3823381.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9999 C | 2055-11-20      | 6.0000%  | 0.0000% | $1091443.88        | $1117911.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8207 C | 2055-11-20      | 6.0000%  | 0.0000% | $1330887.96        | $1376393.68        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN7559 C | 2065-11-20      | 6.0000%  | 0.0000% | $1397542.03        | $1425108.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5789 C | 2055-11-20      | 6.5000%  | 0.0000% | $453001.66         | $470717.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5747 C | 2055-11-20      | 6.0000%  | 0.0000% | $1079027.24        | $1117901.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5141 C | 2055-11-20      | 6.5000%  | 0.0000% | $1066333.48        | $1112757.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9964 M | 2054-10-20      | 5.0000%  | 0.0000% | $4030721.00        | $4047839.48        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7571   | 2066-11-15      | 5.6850%  | 0.0000% | $3363493.11        | $3473925.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9488 M | 2054-02-20      | 5.5000%  | 0.0000% | $5491661.32        | $5598803.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5139 C | 2055-11-20      | 5.5000%  | 0.0000% | $4364573.95        | $4467551.71        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3828 C | 2065-10-20      | 6.0000%  | 0.0000% | $2127350.26        | $2189949.67        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1563   | 2060-11-15      | 5.4100%  | 0.0000% | $953206.15         | $994684.44         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1559   | 2060-11-15      | 5.4000%  | 0.0000% | $1590974.36        | $1659001.24        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1555   | 2060-12-15      | 5.6300%  | 0.0000% | $2527179.49        | $2679329.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4586 M | 2047-07-20      | 3.5000%  | 0.0000% | $4027304.00        | $3786894.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3663 M | 2046-05-20      | 3.5000%  | 0.0000% | $2908646.21        | $2738388.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3105 M | 2045-09-20      | 3.5000%  | 0.0000% | $2898738.36        | $2729052.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2825 M | 2045-05-20      | 3.0000%  | 0.0000% | $2523841.45        | $2325056.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  | 0.0000% | $4299159.20        | $4092735.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1760 M | 2044-03-20      | 3.5000%  | 0.0000% | $1675728.36        | $1592486.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5934 C | 2054-02-20      | 7.0000%  | 0.0000% | $2273627.26        | $2375508.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5984 M | 2049-06-20      | 3.0000%  | 0.0000% | $1965647.67        | $1803835.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7255 M | 2051-03-20      | 2.5000%  | 0.0000% | $1196097.21        | $1044313.67        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7573   | 2066-12-15      | 5.7800%  | 0.0000% | $2911433.54        | $3041664.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M | 2047-06-20      | 4.0000%  | 0.0000% | $2114885.37        | $2056890.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0309 M | 2055-04-20      | 6.0000%  | 0.0000% | $1582426.85        | $1620636.13        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF6555   | 2067-09-15      | 5.8300%  | 0.0000% | $1070847.22        | $1135586.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0594 M | 2040-09-20      | 5.0000%  | 0.0000% | $2057470.05        | $2087893.86        | Agency Mortgage-Backed Securities |

### Security 141: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.950000%
- **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: ARP1CGUH3, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1CGUH3_3.95_1205
- **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:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLQZ9362 | 2055-10-01      | 5.5000%  | 0.0000% | $1124207.67        | $1147463.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8707 | 2054-08-01      | 5.5000%  | 0.0000% | $1027377.10        | $1054227.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM9773 | 2036-10-01      | 2.0000%  | 0.0000% | $1140862.92        | $1059951.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTFA3334 | 2044-12-01      | 5.0000%  | 0.0000% | $1358006.60        | $1387228.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA3290 | 2038-02-01      | 2.5000%  | 0.0000% | $1168159.35        | $1107530.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1663 | 2055-06-01      | 6.0000%  | 0.0000% | $1156596.21        | $1194798.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6729 | 2054-12-01      | 5.0000%  | 0.0000% | $1027895.19        | $1034592.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $1192668.44        | $1226599.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8515 | 2055-05-01      | 6.5000%  | 0.0000% | $994425.46         | $1060554.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0104 | 2051-02-01      | 3.5000%  | 0.0000% | $1232606.30        | $1178211.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL1580 | 2051-12-01      | 3.0000%  | 0.0000% | $1557582.86        | $1410511.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  | 0.0000% | $1101295.06        | $1127585.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2250 | 2055-10-01      | 6.0000%  | 0.0000% | $1408821.12        | $1485053.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $1147974.18        | $1155813.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  | 0.0000% | $1228618.82        | $1246098.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  | 0.0000% | $1379390.55        | $1401307.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $1222222.17        | $1256994.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFA3291 | 2037-04-01      | 3.0000%  | 0.0000% | $1065756.08        | $1046747.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9306 | 2055-12-01      | 5.0000%  | 0.0000% | $1033127.89        | $1040077.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4933 | 2055-11-01      | 6.0000%  | 0.0000% | $1007039.67        | $1059141.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4662 | 2055-10-01      | 6.0000%  | 0.0000% | $1152302.89        | $1192689.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7330 | 2055-11-01      | 5.5000%  | 0.0000% | $1380407.25        | $1408962.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7108 | 2055-11-01      | 6.0000%  | 0.0000% | $1200994.60        | $1264660.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6188 | 2053-02-01      | 5.5000%  | 0.0000% | $1388455.32        | $1433587.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7868 | 2054-01-01      | 6.5000%  | 0.0000% | $1109508.02        | $1158999.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS0913 | 2051-09-01      | 2.0000%  | 0.0000% | $1279667.13        | $1054284.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH1709 | 2053-10-01      | 6.0000%  | 0.0000% | $1030304.62        | $1086047.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6335 | 2055-06-01      | 6.0000%  | 0.0000% | $1035331.11        | $1071390.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA2883 | 2053-08-01      | 3.5000%  | 0.0000% | $1166740.28        | $1087744.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1314 | 2052-11-01      | 5.5000%  | 0.0000% | $1297086.13        | $1358971.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $1293762.99        | $1063572.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0325 | 2035-04-01      | 2.5000%  | 0.0000% | $1485526.55        | $1415648.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 ZLZT2486 | 2045-04-01      | 3.0000%  | 0.0000% | $1406025.25        | $1312168.84        | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16087 G | 2032-02-01      | 2.5000%  | 0.0000% | $1089312.31        | $1056736.42        | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16067 G | 2031-11-01      | 2.5000%  | 0.0000% | $1558186.99        | $1513630.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL4051 | 2033-08-01      | 3.5000%  | 0.0000% | $1424046.89        | $1404345.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1422 | 2032-03-01      | 2.5000%  | 0.0000% | $1487773.22        | $1441316.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $1548160.87        | $1272227.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG4793 | 2053-06-01      | 5.0000%  | 0.0000% | $1283162.03        | $1297143.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $1113509.52        | $1159756.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4707 | 2055-08-01      | 6.5000%  | 0.0000% | $1094268.03        | $1149043.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0692 | 2054-01-01      | 5.5000%  | 0.0000% | $1390072.01        | $1417434.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  | 0.0000% | $1055555.56        | $1086551.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3114 | 2053-11-01      | 5.5000%  | 0.0000% | $1354224.52        | $1386755.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2662 | 2054-07-01      | 6.5000%  | 0.0000% | $1059112.76        | $1116260.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL2648 | 2052-02-01      | 2.0000%  | 0.0000% | $1337394.78        | $1105062.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFA2708 | 2042-03-01      | 1.5000%  | 0.0000% | $1242362.08        | $1063538.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2377 | 2052-06-01      | 3.0000%  | 0.0000% | $1230726.16        | $1117168.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1669 | 2048-07-01      | 3.5000%  | 0.0000% | $1495535.43        | $1428767.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0895 | 2052-04-01      | 2.5000%  | 0.0000% | $1411326.27        | $1229403.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0879 | 2051-11-01      | 2.5000%  | 0.0000% | $1206983.81        | $1039181.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8493 | 2054-05-01      | 6.0000%  | 0.0000% | $1425054.22        | $1476284.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5905 | 2053-03-01      | 5.5000%  | 0.0000% | $1468026.17        | $1503294.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2058 | 2051-11-01      | 2.0000%  | 0.0000% | $1526937.44        | $1261067.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4511 | 2034-11-01      | 2.5000%  | 0.0000% | $1262169.45        | $1208265.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7770 | 2053-03-01      | 5.5000%  | 0.0000% | $1175890.49        | $1212985.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP6546 | 2050-08-01      | 3.0000%  | 0.0000% | $1229045.18        | $1108142.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM3504 | 2031-03-01      | 2.5000%  | 0.0000% | $1119015.29        | $1096458.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2663 | 2055-11-01      | 5.5000%  | 0.0000% | $1103211.04        | $1126173.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1708 | 2055-10-01      | 6.5000%  | 0.0000% | $1117681.71        | $1169207.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9131 | 2055-10-01      | 6.0000%  | 0.0000% | $1032025.65        | $1081249.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2956 | 2055-07-01      | 6.0000%  | 0.0000% | $1156241.85        | $1193906.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8923 | 2055-09-01      | 5.5000%  | 0.0000% | $1333658.22        | $1362449.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7781 | 2054-12-01      | 6.5000%  | 0.0000% | $1193144.83        | $1242625.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3868 | 2054-05-01      | 6.0000%  | 0.0000% | $1298308.55        | $1336982.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8447 | 2054-06-01      | 6.0000%  | 0.0000% | $1264160.87        | $1303229.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6163 | 2055-09-01      | 6.5000%  | 0.0000% | $1025027.43        | $1054490.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0106 | 2053-08-01      | 5.5000%  | 0.0000% | $1256593.19        | $1281500.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8937 | 2053-03-01      | 5.5000%  | 0.0000% | $1039740.56        | $1075116.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC0096 | 2051-03-01      | 3.0000%  | 0.0000% | $1286639.38        | $1163559.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB3450 | 2050-08-01      | 2.0000%  | 0.0000% | $1783125.42        | $1471490.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1310 | 2055-06-01      | 5.5000%  | 0.0000% | $1370931.84        | $1402072.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9019 | 2055-11-01      | 5.5000%  | 0.0000% | $1119376.78        | $1145130.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9819 | 2055-12-01      | 5.0000%  | 0.0000% | $1241232.67        | $1247421.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7484 | 2055-11-01      | 5.5000%  | 0.0000% | $1038761.43        | $1060049.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7361 | 2055-11-01      | 5.5000%  | 0.0000% | $332772.98         | $340333.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ6754 | 2055-11-01      | 6.0000%  | 0.0000% | $1407972.43        | $1453837.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1319 | 2055-07-01      | 5.5000%  | 0.0000% | $1375434.03        | $1399977.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  | 0.0000% | $1442402.74        | $1497199.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX2029 | 2055-01-01      | 6.5000%  | 0.0000% | $1459410.02        | $1527595.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5817 | 2055-07-01      | 6.5000%  | 0.0000% | $1098832.00        | $1130416.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $1097212.44        | $1128428.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $1124644.23        | $1144780.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $1460356.62        | $1200525.59        | Agency Mortgage-Backed Securities |

### Security 142: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CHGQ7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1CHGQ7_3.94_1205
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-171 CF     | 2055-10-20      | 5.3989%  | 0.0000% | $10493018.33       | $10511787.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF     | 2055-05-20      | 5.7489%  | 0.0000% | $11196035.42       | $11288431.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FB     | 2055-05-20      | 5.5489%  | 0.0000% | $12846248.78       | $12963073.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD     | 2055-04-20      | 5.0000%  | 0.0000% | $5665909.44        | $5720149.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA     | 2050-12-20      | 5.0000%  | 0.0000% | $6891483.36        | $6930992.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082 | 2054-11-25      | 5.3218%  | 0.0000% | $9807313.14        | $9847292.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD     | 2053-08-20      | 5.4489%  | 0.0000% | $2015854.57        | $2026139.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC     | 2053-07-20      | 5.1489%  | 0.0000% | $15723795.97       | $15752227.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG     | 2055-07-20      | 5.4489%  | 0.0000% | $19627189.26       | $19772015.58       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.4718%  | 0.0000% | $6468443.60        | $6516368.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA     | 2052-02-20      | 5.0000%  | 0.0000% | $4741154.28        | $4767690.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA     | 2050-12-20      | 5.0000%  | 0.0000% | $5163046.21        | $5211191.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 KF     | 2055-06-20      | 5.4989%  | 0.0000% | $9012278.45        | $9088531.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF     | 2055-07-20      | 5.4489%  | 0.0000% | $13083941.65       | $13180447.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-175 KW     | 2055-08-20      | 0.0100%  | 0.0000% | $595412.32         | $441211.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG     | 2055-07-20      | 5.4189%  | 0.0000% | $18027519.34       | $18153192.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC     | 2055-05-20      | 5.7489%  | 0.0000% | $12846248.78       | $12961306.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK     | 2055-06-20      | 4.5000%  | 0.0000% | $712641.71         | $702520.77         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5574FB 09/25/55 | 2055-09-25      | 5.4218%  | 0.0000% | $9012554.86        | $9066628.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG     | 2050-01-20      | 5.0000%  | 0.0000% | $4165497.25        | $4202795.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 LF     | 2055-08-20      | 5.2489%  | 0.0000% | $5229109.82        | $5253092.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC     | 2054-01-20      | 5.2989%  | 0.0000% | $15447911.47       | $15486740.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 L      | 2055-03-20      | 5.0000%  | 0.0000% | $2917367.56        | $2936207.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 H      | 2055-03-20      | 5.0000%  | 0.0000% | $2658315.15        | $2674828.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FH 03/25/55 | 2055-03-25      | 5.2218%  | 0.0000% | $259970.06         | $259956.06         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54 | 2054-11-25      | 5.3718%  | 0.0000% | $4141635.92        | $4141742.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51 | 2051-08-25      | 1.5000%  | 0.0000% | $1564842.36        | $1256737.42        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030 | 2055-05-25      | 6.5000%  | 0.0000% | $4938206.03        | $5228434.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL077FB R24F077 | 2053-10-25      | 5.3718%  | 0.0000% | $20526974.31       | $20527665.04       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 5.0718%  | 0.0000% | $40048394.67       | $40201045.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FL     | 2055-07-20      | 5.7489%  | 0.0000% | $12811707.74       | $12925969.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL     | 2055-08-20      | 5.2989%  | 0.0000% | $7814711.89        | $7858087.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 WF     | 2055-05-20      | 5.3589%  | 0.0000% | $12884505.01       | $12956437.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA     | 2051-05-20      | 5.0000%  | 0.0000% | $3544636.76        | $3567014.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC     | 2052-03-20      | 5.0000%  | 0.0000% | $1994576.29        | $2013676.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB     | 2054-09-20      | 5.1989%  | 0.0000% | $23162117.14       | $23206989.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB     | 2054-08-20      | 5.1489%  | 0.0000% | $14259235.78       | $14280499.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-078 CF     | 2054-05-20      | 5.3489%  | 0.0000% | $5593070.25        | $5625049.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD     | 2054-04-20      | 5.2489%  | 0.0000% | $16458888.10       | $16484850.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA     | 2047-10-20      | 4.5000%  | 0.0000% | $269427.03         | $272599.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA     | 2053-05-20      | 5.1989%  | 0.0000% | $11263500.49       | $11287731.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F      | 2053-02-20      | 4.8989%  | 0.0000% | $14046488.88       | $13998796.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA     | 2047-09-20      | 4.0000%  | 0.0000% | $854074.65         | $842764.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-211 LE     | 2049-03-20      | 5.0000%  | 0.0000% | $2672749.83        | $2713175.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP     | 2051-06-20      | 1.0000%  | 0.0000% | $867594.91         | $681595.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA      | 2049-08-20      | 4.0000%  | 0.0000% | $1939184.57        | $1798364.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 F      | 2055-09-20      | 5.3989%  | 0.0000% | $4864118.11        | $4873222.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC     | 2055-07-20      | 5.0000%  | 0.0000% | $1810711.66        | $1799764.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK     | 2055-08-20      | 10.5989% | 0.0000% | $3051556.07        | $3278226.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 CD     | 2052-04-20      | 5.0000%  | 0.0000% | $11531408.24       | $11604713.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 5.4189%  | 0.0000% | $25945984.57       | $26085008.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FA     | 2055-07-20      | 5.4189%  | 0.0000% | $8973591.55        | $9041388.78        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593FN 11/25/55 | 2055-11-25      | 5.0718%  | 0.0000% | $6708226.01        | $6685576.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5597FB 11/25/55 | 2055-11-25      | 5.3718%  | 0.0000% | $12788544.94       | $13122159.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 KF     | 2055-10-20      | 5.3989%  | 0.0000% | $26230967.14       | $26282688.08       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CIAB2130 | 2026-01-01      | 3.5000%  | 0.0000% | $108.52            | $108.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $152.35            | $161.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726 | 2038-07-01      | 6.0000%  | 0.0000% | $397.77            | $416.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL966851 | 2037-12-01      | 6.0000%  | 0.0000% | $251.47            | $266.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791 | 2037-10-01      | 6.5000%  | 0.0000% | $2878.12           | $3044.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358 | 2037-08-01      | 6.5000%  | 0.0000% | $5524.54           | $5808.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938394 | 2037-07-01      | 6.0000%  | 0.0000% | $61.16             | $63.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  | 0.0000% | $191.44            | $200.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $32888.13          | $34880.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888814 | 2037-08-01      | 6.5000%  | 0.0000% | $2737.30           | $2917.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888813 | 2037-03-01      | 6.5000%  | 0.0000% | $10818.94          | $11468.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  | 0.0000% | $8316.57           | $7879.56           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V82504 G | 2046-07-01      | 3.0000%  | 0.0000% | $979.09            | $900.83            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q20569 G | 2043-08-01      | 3.0000%  | 0.0000% | $211.12            | $197.25            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q16644 G | 2043-03-01      | 3.5000%  | 0.0000% | $1246.73           | $1196.18           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q14935 G | 2043-01-01      | 3.0000%  | 0.0000% | $7309.83           | $6830.73           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q11553 G | 2042-10-01      | 3.0000%  | 0.0000% | $3546.98           | $3315.22           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q10378 G | 2042-08-01      | 3.0000%  | 0.0000% | $1148.24           | $1073.46           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q08511 G | 2042-05-01      | 3.0000%  | 0.0000% | $3851.88           | $3602.20           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q04439 G | 2041-11-01      | 3.5000%  | 0.0000% | $6512.57           | $6310.32           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02328 G | 2041-07-01      | 5.5000%  | 0.0000% | $21084.93          | $21963.18          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01609 G | 2041-06-01      | 5.5000%  | 0.0000% | $30211.65          | $31406.10          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q00876 G | 2041-05-01      | 4.5000%  | 0.0000% | $11948.68          | $12126.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0919 | 2038-05-01      | 3.0000%  | 0.0000% | $9910.25           | $9563.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0117 | 2034-11-01      | 2.5000%  | 0.0000% | $12670.71          | $12129.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0818 | 2038-02-01      | 3.0000%  | 0.0000% | $6818.47           | $6579.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285 | 2047-05-01      | 4.5000%  | 0.0000% | $6015.59           | $6050.37           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  | 0.0000% | $681.69            | $682.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | 0.0000% | $14890.61          | $14186.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620 | 2046-02-01      | 3.5000%  | 0.0000% | $18152.95          | $17294.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9407 | 2042-09-01      | 4.5000%  | 0.0000% | $40595.34          | $40858.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA6568 | 2039-04-01      | 3.0000%  | 0.0000% | $27459.82          | $26084.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989 | 2046-02-01      | 3.5000%  | 0.0000% | $42265.15          | $40228.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5947 | 2048-11-01      | 4.5000%  | 0.0000% | $22670.64          | $22682.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CIRC2813 | 2037-11-01      | 1.5000%  | 0.0000% | $5559.74           | $5019.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5197 | 2046-07-01      | 4.5000%  | 0.0000% | $19476.37          | $19588.85          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08650 G | 2045-06-01      | 3.5000%  | 0.0000% | $35492.98          | $33905.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007 | 2045-10-01      | 3.5000%  | 0.0000% | $21601.73          | $20593.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7170 | 2046-05-01      | 3.5000%  | 0.0000% | $13982.96          | $13283.04          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18712 G | 2033-11-01      | 3.0000%  | 0.0000% | $20878.50          | $20460.26          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60126 G | 2041-11-01      | 4.5000%  | 0.0000% | $4609.25           | $4688.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $36.96             | $35.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614 | 2045-05-01      | 3.5000%  | 0.0000% | $20791.08          | $19840.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  | 0.0000% | $26607.19          | $25396.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  | 0.0000% | $5754.56           | $5487.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $451.58            | $430.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5100 | 2044-12-01      | 3.0000%  | 0.0000% | $20742.40          | $19101.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH6441 | 2047-07-01      | 4.0000%  | 0.0000% | $39567.61          | $38618.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0971 | 2037-10-01      | 3.0000%  | 0.0000% | $48121.89          | $46438.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0281 | 2046-03-01      | 3.5000%  | 0.0000% | $12089.44          | $11525.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988 | 2048-07-01      | 4.5000%  | 0.0000% | $26088.94          | $26110.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0948 | 2046-04-01      | 3.5000%  | 0.0000% | $38449.20          | $36643.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9406 | 2045-04-01      | 3.5000%  | 0.0000% | $8472.35           | $8087.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  | 0.0000% | $9916.33           | $9395.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3883 | 2043-12-01      | 3.5000%  | 0.0000% | $19850.21          | $19084.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  | 0.0000% | $42865.33          | $40714.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840 | 2045-07-01      | 3.5000%  | 0.0000% | $51113.86          | $48681.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3204 | 2049-02-01      | 4.0000%  | 0.0000% | $4587.48           | $4433.94           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G62009 G | 2046-08-01      | 3.5000%  | 0.0000% | $26780.01          | $25680.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059 | 2038-10-01      | 2.5000%  | 0.0000% | $19336.06          | $18320.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIRC2057 | 2036-05-01      | 3.0000%  | 0.0000% | $10932.48          | $10550.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC1421 | 2035-06-01      | 2.5000%  | 0.0000% | $23762.94          | $22600.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2885 | 2050-04-01      | 3.0000%  | 0.0000% | $2961.91           | $2674.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA1217 | 2049-08-01      | 5.0000%  | 0.0000% | $19694.60          | $20007.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQN9907 | 2037-04-01      | 3.0000%  | 0.0000% | $22111.66          | $21369.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQB1361 | 2050-07-01      | 5.0000%  | 0.0000% | $7754.49           | $7894.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA6448 | 2050-01-01      | 3.0000%  | 0.0000% | $3410.44           | $3078.12           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61195 G | 2044-08-01      | 3.5000%  | 0.0000% | $15988.02          | $15346.26          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60963 G | 2044-12-01      | 3.5000%  | 0.0000% | $24924.03          | $23905.36          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61721 G | 2046-11-01      | 3.5000%  | 0.0000% | $16419.07          | $15645.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $46500.60          | $42157.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  | 0.0000% | $6681.52           | $6328.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $8480.99           | $8488.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $37074.03          | $37097.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $2668.69           | $2433.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2929 | 2047-03-01      | 3.5000%  | 0.0000% | $37647.00          | $35658.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $1880.31           | $1878.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725943 | 2034-10-01      | 5.5000%  | 0.0000% | $835.05            | $861.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898 | 2030-08-01      | 2.5000%  | 0.0000% | $3018.14           | $2938.74           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61720 G | 2044-01-01      | 3.5000%  | 0.0000% | $5585.23           | $5379.49           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60384 G | 2045-12-01      | 4.5000%  | 0.0000% | $9518.66           | $9592.64           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60344 G | 2045-12-01      | 4.0000%  | 0.0000% | $24534.02          | $24125.21          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60018 G | 2043-12-01      | 4.5000%  | 0.0000% | $10575.89          | $10617.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0800 | 2049-07-01      | 3.0000%  | 0.0000% | $52111.90          | $47277.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841 | 2045-07-01      | 4.0000%  | 0.0000% | $11302.98          | $11045.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY3376 | 2045-04-01      | 3.5000%  | 0.0000% | $30456.53          | $29060.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  | 0.0000% | $3815.42           | $3702.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU9831 | 2043-11-01      | 3.5000%  | 0.0000% | $5020.93           | $4801.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195 | 2043-08-01      | 3.0000%  | 0.0000% | $5851.38           | $5460.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  | 0.0000% | $17147.00          | $16432.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAT2060 | 2028-04-01      | 2.5000%  | 0.0000% | $4235.60           | $4175.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8282 | 2046-11-01      | 3.5000%  | 0.0000% | $21544.31          | $20445.81          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G61876 G | 2049-02-01      | 5.5000%  | 0.0000% | $25672.31          | $26545.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242 | 2046-05-01      | 3.5000%  | 0.0000% | $12678.12          | $12039.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6534 | 2046-01-01      | 3.5000%  | 0.0000% | $14464.24          | $13785.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBX1270 | 2037-10-01      | 3.0000%  | 0.0000% | $19534.16          | $18850.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5042 | 2037-12-01      | 2.5000%  | 0.0000% | $5611.68           | $5319.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038 | 2049-12-01      | 3.0000%  | 0.0000% | $31038.82          | $28091.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBO4944 | 2034-11-01      | 2.5000%  | 0.0000% | $7250.50           | $6933.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5383 | 2049-12-01      | 3.0000%  | 0.0000% | $22684.29          | $20551.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396 | 2049-02-01      | 4.0000%  | 0.0000% | $44155.28          | $42995.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $18960.44          | $17172.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLZT1237 | 2043-04-01      | 3.5000%  | 0.0000% | $94.33             | $90.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $17340.19          | $16905.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9507 | 2045-10-01      | 3.5000%  | 0.0000% | $2286.60           | $2182.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8621 | 2031-09-01      | 2.5000%  | 0.0000% | $32936.74          | $31993.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4788 | 2048-09-01      | 3.0000%  | 0.0000% | $39098.30          | $35688.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4725 | 2047-07-01      | 3.0000%  | 0.0000% | $4732.18           | $4345.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $22747.43          | $20742.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4707 | 2047-03-01      | 3.5000%  | 0.0000% | $36483.44          | $34628.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0055 | 2049-06-01      | 3.0000%  | 0.0000% | $25175.22          | $22839.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  | 0.0000% | $33496.89          | $31939.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345 | 2049-11-01      | 3.0000%  | 0.0000% | $5625.76           | $5135.30           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q44663 G | 2046-11-01      | 3.0000%  | 0.0000% | $30063.63          | $27642.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2049 | 2049-11-01      | 3.0000%  | 0.0000% | $797.56            | $721.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  | 0.0000% | $11175.39          | $10588.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | 0.0000% | $8628.03           | $8192.09           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18736 G | 2034-06-01      | 3.0000%  | 0.0000% | $3689.42           | $3611.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBD6887 | 2038-09-01      | 6.0000%  | 0.0000% | $6348.25           | $6712.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203 | 2045-11-01      | 3.5000%  | 0.0000% | $26960.66          | $25711.22          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  | 0.0000% | $4436.56           | $4241.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4555 | 2045-03-01      | 3.5000%  | 0.0000% | $34191.11          | $32645.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ9362 | 2028-01-01      | 2.5000%  | 0.0000% | $9724.50           | $9598.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8246 | 2042-09-01      | 3.5000%  | 0.0000% | $1216.80           | $1170.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8897 | 2042-10-01      | 3.5000%  | 0.0000% | $19632.73          | $18814.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP3667 | 2042-10-01      | 3.5000%  | 0.0000% | $35.55             | $34.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422 | 2042-08-01      | 3.5000%  | 0.0000% | $14050.75          | $13491.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703 | 2042-08-01      | 4.5000%  | 0.0000% | $7674.57           | $7763.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAO9573 | 2027-06-01      | 4.0000%  | 0.0000% | $1409.80           | $1409.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $15949.90          | $15223.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIAL3197 | 2026-06-01      | 5.0000%  | 0.0000% | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3000 | 2042-12-01      | 3.5000%  | 0.0000% | $26877.97          | $25763.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3527 | 2042-09-01      | 3.5000%  | 0.0000% | $14335.70          | $13756.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462 | 2027-10-01      | 2.5000%  | 0.0000% | $31049.16          | $30673.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308 | 2039-05-01      | 6.5000%  | 0.0000% | $256.32            | $273.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1176 | 2039-10-01      | 6.5000%  | 0.0000% | $11504.68          | $12182.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $11459.33          | $12217.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309 | 2040-01-01      | 6.0000%  | 0.0000% | $2012.78           | $2134.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0808 | 2040-05-01      | 6.5000%  | 0.0000% | $3027.95           | $3228.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348 | 2042-03-01      | 3.5000%  | 0.0000% | $6713.04           | $6466.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAK5035 | 2042-02-01      | 4.5000%  | 0.0000% | $36594.22          | $36986.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK1531 | 2042-03-01      | 5.0000%  | 0.0000% | $31533.26          | $32554.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM4091 | 2035-08-01      | 2.5000%  | 0.0000% | $5855.19           | $5604.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM3701 | 2035-07-01      | 2.5000%  | 0.0000% | $3921.63           | $3737.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1695 | 2031-03-01      | 2.5000%  | 0.0000% | $4110.22           | $4037.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4581 | 2044-09-01      | 3.5000%  | 0.0000% | $3148.11           | $3008.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3572 | 2042-09-01      | 3.5000%  | 0.0000% | $8531.79           | $8223.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276 | 2029-09-01      | 6.0000%  | 0.0000% | $12272.79          | $12611.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3612 | 2047-02-01      | 4.0000%  | 0.0000% | $5881.58           | $5745.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM1865 | 2029-01-01      | 6.0000%  | 0.0000% | $11482.86          | $11799.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  | 0.0000% | $9021.86           | $8772.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1888 | 2031-10-01      | 2.5000%  | 0.0000% | $19430.95          | $19153.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $9828.05           | $10428.65          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A68726 G | 2037-11-01      | 6.5000%  | 0.0000% | $4953.24           | $5241.54           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A69830 G | 2037-12-01      | 6.0000%  | 0.0000% | $3119.52           | $3310.98           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G08271 G | 2038-05-01      | 6.0000%  | 0.0000% | $11343.38          | $12044.16          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03969 G | 2038-02-01      | 6.0000%  | 0.0000% | $9616.88           | $10208.51          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC D97671 G | 2028-03-01      | 6.5000%  | 0.0000% | $298.98            | $300.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455 | 2038-05-01      | 6.0000%  | 0.0000% | $31642.77          | $33557.16          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A77057 G | 2038-05-01      | 5.5000%  | 0.0000% | $1681.85           | $1758.43           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A79390 G | 2038-07-01      | 5.5000%  | 0.0000% | $20586.19          | $21467.08          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A80793 G | 2038-08-01      | 6.5000%  | 0.0000% | $851.27            | $901.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL968381 | 2038-10-01      | 6.5000%  | 0.0000% | $2782.59           | $2936.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5791 | 2041-07-01      | 5.5000%  | 0.0000% | $29240.06          | $30269.92          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $11819.61          | $11831.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  | 0.0000% | $14483.90          | $14133.19          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G06670 G | 2039-09-01      | 6.5000%  | 0.0000% | $703.70            | $737.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB3857 | 2026-11-01      | 2.5000%  | 0.0000% | $25.30             | $25.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879 | 2046-03-01      | 3.5000%  | 0.0000% | $23660.20          | $22534.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632 | 2028-06-01      | 2.5000%  | 0.0000% | $11229.33          | $11058.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1100 | 2046-01-01      | 3.5000%  | 0.0000% | $19881.72          | $18948.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  | 0.0000% | $3582.56           | $3412.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3617 | 2049-03-01      | 5.0000%  | 0.0000% | $7563.84           | $7700.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN3397 | 2049-02-01      | 3.0000%  | 0.0000% | $8975.04           | $8142.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  | 0.0000% | $2481.24           | $2350.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320 | 2048-11-01      | 4.0000%  | 0.0000% | $3001.87           | $2926.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881 | 2028-01-01      | 2.5000%  | 0.0000% | $40807.60          | $40276.90          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09068 G | 2044-11-01      | 3.5000%  | 0.0000% | $393.12            | $375.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $28538.20          | $25890.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4610 | 2045-04-01      | 3.5000%  | 0.0000% | $656.26            | $625.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4795 | 2048-08-01      | 3.5000%  | 0.0000% | $19200.00          | $17987.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ5849 | 2048-01-01      | 4.0000%  | 0.0000% | $47695.98          | $46223.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN5108 | 2049-04-01      | 3.0000%  | 0.0000% | $39813.15          | $36119.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372 | 2042-06-01      | 3.5000%  | 0.0000% | $12665.23          | $12192.48          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J40197 G | 2034-02-01      | 3.0000%  | 0.0000% | $4662.07           | $4562.76           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09008 G | 2042-08-01      | 3.0000%  | 0.0000% | $880.53            | $822.82            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q09949 G | 2042-08-01      | 3.0000%  | 0.0000% | $5512.18           | $5169.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  | 0.0000% | $6688.38           | $6381.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736 | 2042-10-01      | 3.5000%  | 0.0000% | $4452.31           | $4268.66           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q12445 G | 2042-11-01      | 3.0000%  | 0.0000% | $112.23            | $104.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792 | 2048-09-01      | 5.0000%  | 0.0000% | $36344.29          | $37132.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578 | 2027-11-01      | 2.5000%  | 0.0000% | $8063.37           | $7964.87           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q37204 G | 2045-11-01      | 3.5000%  | 0.0000% | $25583.31          | $24426.07          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G | 2045-07-01      | 3.5000%  | 0.0000% | $24622.00          | $23492.96          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q33547 G | 2045-05-01      | 3.5000%  | 0.0000% | $9958.05           | $9514.87           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q31864 G | 2040-11-01      | 5.0000%  | 0.0000% | $33353.47          | $34552.96          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q31356 G | 2045-02-01      | 3.5000%  | 0.0000% | $2261.34           | $2163.98           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  | 0.0000% | $3541.65           | $3388.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228 | 2042-09-01      | 3.5000%  | 0.0000% | $5926.99           | $5683.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4300 | 2042-01-01      | 3.5000%  | 0.0000% | $1220.91           | $1179.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4775 | 2037-10-01      | 3.5000%  | 0.0000% | $641.88            | $626.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715 | 2048-09-01      | 3.0000%  | 0.0000% | $22314.80          | $20244.44          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C04482 G | 2043-02-01      | 3.0000%  | 0.0000% | $24565.29          | $22952.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAR6885 | 2028-02-01      | 2.5000%  | 0.0000% | $20786.38          | $20508.15          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G | 2043-02-01      | 3.0000%  | 0.0000% | $8714.57           | $8142.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  | 0.0000% | $9099.53           | $8969.52           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  | 0.0000% | $26465.93          | $25381.76          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05073 G | 2039-01-01      | 5.5000%  | 0.0000% | $2070.05           | $2166.12           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A84116 G | 2039-01-01      | 6.5000%  | 0.0000% | $1500.49           | $1580.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930249 | 2038-12-01      | 6.0000%  | 0.0000% | $39545.52          | $41438.56          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G | 2043-06-01      | 3.5000%  | 0.0000% | $45296.68          | $43656.26          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G | 2043-08-01      | 3.5000%  | 0.0000% | $15595.47          | $14956.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957 | 2050-03-01      | 5.0000%  | 0.0000% | $29960.11          | $30665.37          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A91351 G | 2040-03-01      | 5.0000%  | 0.0000% | $4321.56           | $4449.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958 | 2046-04-01      | 3.5000%  | 0.0000% | $32887.52          | $31404.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK0695 | 2042-03-01      | 5.0000%  | 0.0000% | $20635.41          | $21353.58          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G05580 G | 2039-04-01      | 6.5000%  | 0.0000% | $1720.44           | $1801.96           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A29948 G | 2035-02-01      | 5.5000%  | 0.0000% | $4241.88           | $4437.27           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A89607 G | 2039-11-01      | 5.5000%  | 0.0000% | $20291.22          | $21110.48          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A88904 G | 2039-09-01      | 6.0000%  | 0.0000% | $7349.95           | $7735.07           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83727 G | 2033-09-01      | 5.5000%  | 0.0000% | $42303.75          | $43066.82          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C03719 G | 2041-10-01      | 3.5000%  | 0.0000% | $6032.91           | $5840.55           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C01151 G | 2031-03-01      | 6.5000%  | 0.0000% | $68.54             | $71.31             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83066 G | 2038-11-01      | 5.5000%  | 0.0000% | $2416.02           | $2526.65           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A82380 G | 2038-10-01      | 6.0000%  | 0.0000% | $1159.03           | $1215.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  | 0.0000% | $17647.31          | $17649.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5949 | 2048-11-01      | 4.5000%  | 0.0000% | $20058.89          | $20065.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5790 | 2041-07-01      | 5.5000%  | 0.0000% | $25823.30          | $26873.22          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC D97493 G | 2027-12-01      | 6.0000%  | 0.0000% | $1088.34           | $1119.36           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08554 G | 2043-10-01      | 3.5000%  | 0.0000% | $43610.70          | $41815.03          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08572 G | 2044-02-01      | 3.5000%  | 0.0000% | $1830.12           | $1753.98           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08538 G | 2043-07-01      | 3.5000%  | 0.0000% | $41318.37          | $39634.44          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08499 G | 2042-07-01      | 3.0000%  | 0.0000% | $709.65            | $663.28            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08393 G | 2040-03-01      | 5.0000%  | 0.0000% | $7282.47           | $7544.62           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G08066 G | 2035-06-01      | 6.5000%  | 0.0000% | $2466.55           | $2620.87           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G08046 G | 2035-03-01      | 5.5000%  | 0.0000% | $32727.15          | $34305.91          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $47.88             | $47.91             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $37.04             | $37.08             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07289 G | 2042-11-01      | 3.0000%  | 0.0000% | $48.75             | $45.64             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07795 G | 2041-06-01      | 5.5000%  | 0.0000% | $514.30            | $538.01            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  | 0.0000% | $14350.27          | $15024.95          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G06534 G | 2038-12-01      | 6.0000%  | 0.0000% | $3028.49           | $3211.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4613 | 2031-07-01      | 4.5000%  | 0.0000% | $19148.49          | $19292.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4612 | 2031-07-01      | 4.5000%  | 0.0000% | $13544.93          | $13646.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5355 | 2041-06-01      | 5.5000%  | 0.0000% | $37819.32          | $39367.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAI2335 | 2041-05-01      | 6.0000%  | 0.0000% | $46761.61          | $48801.68          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  | 0.0000% | $6058.79           | $5777.27           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $24882.37          | $23756.82          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08641 G | 2045-05-01      | 3.5000%  | 0.0000% | $10318.20          | $9857.92           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G | 2045-10-01      | 3.5000%  | 0.0000% | $4066.77           | $3882.81           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  | 0.0000% | $32389.41          | $30934.32          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $47.31             | $45.23             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08599 G | 2044-08-01      | 3.5000%  | 0.0000% | $2320.64           | $2207.81           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05956 G | 2038-07-01      | 5.5000%  | 0.0000% | $22078.91          | $23143.89          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04955 G | 2038-11-01      | 6.5000%  | 0.0000% | $2130.14           | $2262.68           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04788 G | 2038-09-01      | 5.5000%  | 0.0000% | $13802.41          | $14430.34          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04359 G | 2038-06-01      | 5.5000%  | 0.0000% | $3759.31           | $3930.33           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03927 G | 2038-01-01      | 5.5000%  | 0.0000% | $2297.85           | $2410.79           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03812 G | 2038-02-01      | 5.5000%  | 0.0000% | $12305.22          | $12876.30          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03551 G | 2037-11-01      | 6.0000%  | 0.0000% | $30685.29          | $32572.44          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03400 G | 2037-03-01      | 5.5000%  | 0.0000% | $4863.23           | $5030.48           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04173 G | 2037-12-01      | 6.5000%  | 0.0000% | $1490.31           | $1586.96           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03150 G | 2037-08-01      | 5.5000%  | 0.0000% | $19154.45          | $20095.76          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02648 G | 2036-12-01      | 5.5000%  | 0.0000% | $15294.02          | $16045.43          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  | 0.0000% | $12400.55          | $13009.71          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03202 G | 2037-09-01      | 5.5000%  | 0.0000% | $5128.02           | $5380.07           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A79180 G | 2037-10-01      | 6.0000%  | 0.0000% | $11357.02          | $11843.89          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A67394 G | 2037-11-01      | 6.5000%  | 0.0000% | $1397.42           | $1466.78           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A66740 G | 2037-10-01      | 6.5000%  | 0.0000% | $4207.05           | $4490.33           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A65070 G | 2037-09-01      | 6.5000%  | 0.0000% | $4949.00           | $5224.31           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A62706 G | 2037-06-01      | 6.0000%  | 0.0000% | $4434.35           | $4670.30           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A82656 G | 2038-10-01      | 5.5000%  | 0.0000% | $3317.65           | $3459.68           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A80400 G | 2037-08-01      | 5.5000%  | 0.0000% | $6949.33           | $7261.25           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91213 G | 2028-10-01      | 6.0000%  | 0.0000% | $2065.96           | $2124.84           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC C91165 G | 2028-03-01      | 5.5000%  | 0.0000% | $16.18             | $16.47             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91112 G | 2027-10-01      | 6.0000%  | 0.0000% | $637.20            | $655.36            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91075 G | 2027-08-01      | 6.0000%  | 0.0000% | $2133.83           | $2194.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL256801 | 2037-07-01      | 6.5000%  | 0.0000% | $4873.02           | $5195.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  | 0.0000% | $41234.57          | $39790.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175 | 2048-05-01      | 5.5000%  | 0.0000% | $9809.62           | $10143.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978 | 2047-11-01      | 3.0000%  | 0.0000% | $1865.87           | $1701.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997 | 2046-11-01      | 3.5000%  | 0.0000% | $3765.44           | $3584.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  | 0.0000% | $14329.19          | $13603.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC3218 | 2046-04-01      | 3.5000%  | 0.0000% | $36633.36          | $34833.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  | 0.0000% | $5809.11           | $5532.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3214 | 2042-06-01      | 3.5000%  | 0.0000% | $909.89            | $872.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068 | 2042-05-01      | 3.5000%  | 0.0000% | $1903.49           | $1840.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3084 | 2042-05-01      | 3.5000%  | 0.0000% | $1181.49           | $1142.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK8095 | 2031-06-01      | 2.5000%  | 0.0000% | $27881.51          | $27062.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374 | 2027-08-01      | 2.5000%  | 0.0000% | $25694.94          | $25403.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE7585 | 2040-11-01      | 5.0000%  | 0.0000% | $21719.70          | $22118.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE8023 | 2040-11-01      | 5.0000%  | 0.0000% | $20234.52          | $20802.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $4595.82           | $4899.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  | 0.0000% | $37416.48          | $39683.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5025 | 2040-08-01      | 5.5000%  | 0.0000% | $31239.28          | $32455.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  | 0.0000% | $44079.19          | $41790.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $17438.93          | $16462.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $999.99            | $944.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175 | 2038-02-01      | 3.0000%  | 0.0000% | $40266.49          | $38857.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483 | 2037-06-01      | 2.5000%  | 0.0000% | $49133.59          | $46656.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL796197 | 2034-11-01      | 5.5000%  | 0.0000% | $456.15            | $476.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244 | 2034-07-01      | 5.5000%  | 0.0000% | $3523.47           | $3587.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  | 0.0000% | $25779.79          | $27339.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735178 | 2035-01-01      | 5.5000%  | 0.0000% | $876.44            | $891.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  | 0.0000% | $4017.61           | $3834.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469 | 2044-09-01      | 3.5000%  | 0.0000% | $22423.56          | $21458.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423 | 2042-08-01      | 3.5000%  | 0.0000% | $3765.65           | $3627.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3398 | 2042-08-01      | 3.5000%  | 0.0000% | $3949.30           | $3797.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3251 | 2042-05-01      | 3.5000%  | 0.0000% | $764.20            | $736.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH7402 | 2041-06-01      | 5.5000%  | 0.0000% | $14482.24          | $14908.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH3966 | 2041-02-01      | 5.0000%  | 0.0000% | $21700.55          | $22267.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH3431 | 2026-01-01      | 3.5000%  | 0.0000% | $27.38             | $27.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAH2680 | 2041-01-01      | 3.5000%  | 0.0000% | $2298.49           | $2229.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL630993 | 2031-09-01      | 7.5000%  | 0.0000% | $17612.34          | $18185.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650 | 2041-06-01      | 5.5000%  | 0.0000% | $43542.73          | $45328.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4615 | 2045-12-01      | 3.5000%  | 0.0000% | $18065.31          | $17228.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  | 0.0000% | $1976.87           | $1901.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4288 | 2049-03-01      | 3.0000%  | 0.0000% | $7220.21           | $6550.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN3526 | 2049-02-01      | 3.0000%  | 0.0000% | $25334.45          | $22952.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN1295 | 2048-11-01      | 4.0000%  | 0.0000% | $5787.21           | $5655.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020 | 2048-03-01      | 3.0000%  | 0.0000% | $5195.67           | $4713.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3967 | 2047-08-01      | 3.5000%  | 0.0000% | $25502.15          | $24205.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  | 0.0000% | $51577.20          | $49091.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1442 | 2046-07-01      | 3.5000%  | 0.0000% | $7560.76           | $7184.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  | 0.0000% | $42254.68          | $40218.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  | 0.0000% | $21152.60          | $20625.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ8655 | 2045-11-01      | 3.5000%  | 0.0000% | $38731.75          | $36956.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  | 0.0000% | $17643.98          | $16783.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355 | 2045-11-01      | 3.5000%  | 0.0000% | $11869.41          | $11319.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  | 0.0000% | $30278.74          | $31790.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7660 | 2048-10-01      | 4.5000%  | 0.0000% | $5145.26           | $5146.92           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC V80890 G | 2039-12-01      | 5.5000%  | 0.0000% | $29194.62          | $30522.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3831 | 2039-11-01      | 3.0000%  | 0.0000% | $26233.94          | $24811.80          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08589 G | 2044-05-01      | 5.0000%  | 0.0000% | $6831.62           | $6985.49           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G06209 G | 2040-05-01      | 5.5000%  | 0.0000% | $619.50            | $648.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE9954 | 2041-02-01      | 4.0000%  | 0.0000% | $42213.93          | $42088.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5991 | 2041-03-01      | 5.0000%  | 0.0000% | $42462.39          | $43802.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802 | 2037-07-01      | 2.5000%  | 0.0000% | $43071.17          | $40807.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4285 | 2037-07-01      | 2.5000%  | 0.0000% | $48221.44          | $45699.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB3224 | 2037-03-01      | 3.0000%  | 0.0000% | $12207.00          | $11798.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7939 | 2035-11-01      | 2.5000%  | 0.0000% | $33733.76          | $32041.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960 | 2049-01-01      | 4.5000%  | 0.0000% | $41848.61          | $41819.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $38002.94          | $38763.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6393 | 2045-12-01      | 3.5000%  | 0.0000% | $34505.01          | $32852.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  | 0.0000% | $17848.22          | $17098.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906 | 2045-10-01      | 3.5000%  | 0.0000% | $20698.16          | $19745.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722 | 2045-09-01      | 3.5000%  | 0.0000% | $21443.24          | $20456.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $9865.15           | $9411.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4992 | 2045-05-01      | 3.5000%  | 0.0000% | $44406.98          | $42385.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $34828.96          | $33254.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530 | 2048-10-01      | 3.0000%  | 0.0000% | $1706.28           | $1562.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA1528 | 2028-08-01      | 2.5000%  | 0.0000% | $13659.21          | $13445.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3818 | 2039-11-01      | 6.0000%  | 0.0000% | $35457.60          | $36709.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675 | 2043-03-01      | 3.5000%  | 0.0000% | $43449.47          | $42434.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447 | 2028-02-01      | 2.5000%  | 0.0000% | $11492.76          | $11338.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7965 | 2043-02-01      | 3.5000%  | 0.0000% | $8147.54           | $7808.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5469 | 2042-06-01      | 3.5000%  | 0.0000% | $15742.24          | $15105.94          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $538.61            | $534.80            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q61301 G | 2049-02-01      | 4.0000%  | 0.0000% | $18678.02          | $18274.46          | Agency Mortgage-Backed Securities         |

### Security 143: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.970000%
- **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: ARP1CWGW1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CWGW1_3.97_1201
- **C.18 - Value (incl. sponsor support):** $199500000.00
- **C.18.a - Value (excl. sponsor support):** $199500000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 FERA 5420EF 06/25/54 | 2054-06-25      | 5.4218%  | 0.0000% | $2473191.61        | $2486153.16        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FA R25F060 | 2055-08-25      | 5.4218%  | 0.0000% | $6080346.96        | $6117989.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.5718%  | 0.0000% | $14053063.55       | $14111331.99       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 5.3218%  | 0.0000% | $3485199.11        | $3495562.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FE R24F103 | 2055-01-25      | 5.3718%  | 0.0000% | $2238594.61        | $2246713.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.4218%  | 0.0000% | $6046330.18        | $6062388.13        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082BF R24F082 | 2054-11-25      | 5.4218%  | 0.0000% | $6479533.17        | $6511203.93        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 5.0718%  | 0.0000% | $911778.36         | $915237.33         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 5.0718%  | 0.0000% | $4730013.72        | $4748023.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL026FC R24F026 | 2054-05-25      | 5.3218%  | 0.0000% | $2350304.01        | $2359675.80        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 5.4218%  | 0.0000% | $2391795.97        | $2403730.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 5.1718%  | 0.0000% | $7160440.46        | $7170837.30        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 6.0000%  | 0.0000% | $8732121.08        | $8825039.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549DF 06/25/55 | 2055-06-25      | 5.4718%  | 0.0000% | $88417.20          | $88819.15          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 6.0000%  | 0.0000% | $6401969.19        | $6471731.45        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.5718%  | 0.0000% | $2824982.13        | $2848492.53        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.4218%  | 0.0000% | $1926845.91        | $1937420.09        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.5218%  | 0.0000% | $3716785.55        | $3740194.42        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.3718%  | 0.0000% | $7529528.06        | $7562760.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.5218%  | 0.0000% | $69614.83          | $70091.42          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.5218%  | 0.0000% | $2401617.89        | $2415689.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FQ 11/25/54 | 2054-11-25      | 5.4518%  | 0.0000% | $3033825.01        | $3049577.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FB 11/25/54 | 2054-11-25      | 5.3718%  | 0.0000% | $11109918.03       | $11110291.88       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 6.0000%  | 0.0000% | $3906629.78        | $3952204.52        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.3718%  | 0.0000% | $18897527.18       | $18984335.80       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 6.0000%  | 0.0000% | $8732121.08        | $8829667.61        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 5.0718%  | 0.0000% | $11504012.64       | $11540430.32       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  | 0.0000% | $17072308.67       | $14349219.95       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.5218%  | 0.0000% | $4165727.60        | $4195200.75        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508JF 02/25/55 | 2055-02-25      | 5.4218%  | 0.0000% | $6412493.81        | $6445010.39        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 5.1218%  | 0.0000% | $5906541.98        | $5907291.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.5718%  | 0.0000% | $2587729.80        | $2609037.98        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FA 11/25/54 | 2054-11-25      | 5.1718%  | 0.0000% | $2442034.20        | $2446363.89        | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  | 0.0000% | $1456776.02        | $1365219.83        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  | 0.0000% | $32590.77          | $30335.59          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL006A2 R16M006 | 2026-05-25      | 2.4880%  | 0.0000% | $750142.25         | $744729.22         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9716%  | 0.0000% | $810630.10         | $798791.66         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  | 0.0000% | $1290052.19        | $1205893.06        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  | 0.0000% | $15374.57          | $14523.15          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R23M006 | 2028-07-25      | 4.1900%  | 0.0000% | $1141951.16        | $1151252.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3397 | 2055-10-01      | 5.5000%  | 0.0000% | $113077.62         | $115095.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $1824432.29        | $1561029.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | 0.0000% | $1374971.48        | $1398663.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  | 0.0000% | $11070486.62       | $11111292.43       | Agency Mortgage-Backed Securities         |

### Security 144: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.000000%
- **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: ARP1CXJQ9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CXJQ9_4.00_1202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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 06.000 CLCB9152 | 2054-09-01      | 6.0000%  | 0.0000% | $21547703.22       | $22437127.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICB9095 | 2039-08-01      | 3.5000%  | 0.0000% | $386254.16         | $376824.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CICB9877 | 2040-01-01      | 5.0000%  | 0.0000% | $650575.22         | $664347.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8667 | 2054-06-01      | 5.0000%  | 0.0000% | $842816.74         | $847117.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8532 | 2054-05-01      | 5.5000%  | 0.0000% | $15531160.19       | $16022923.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8343 | 2054-04-01      | 6.0000%  | 0.0000% | $9130078.41        | $9557119.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0731 | 2055-10-01      | 5.5000%  | 0.0000% | $350151.78         | $358712.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9317 | 2055-09-01      | 6.0000%  | 0.0000% | $1325003.28        | $1379576.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9105 | 2055-10-01      | 6.0000%  | 0.0000% | $231193.75         | $241613.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8418 | 2055-08-01      | 6.0000%  | 0.0000% | $7440810.44        | $7658186.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE8261 | 2055-09-01      | 5.0000%  | 0.0000% | $193752.35         | $194622.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDE7534 | 2040-10-01      | 5.0000%  | 0.0000% | $193871.10         | $198238.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6163 | 2055-09-01      | 5.5000%  | 0.0000% | $911094.20         | $930710.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDE6051 | 2040-08-01      | 6.5000%  | 0.0000% | $177044.00         | $186029.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE5836 | 2055-07-01      | 5.0000%  | 0.0000% | $186753.00         | $188606.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $2804.79           | $2794.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  | 0.0000% | $53312.32          | $50494.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $1969011.22        | $1825509.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $197118.10         | $169696.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4407 | 2041-08-01      | 2.0000%  | 0.0000% | $121.12            | $107.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $115577.94         | $107384.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3391 | 2033-06-01      | 3.0000%  | 0.0000% | $42762.94          | $41894.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  | 0.0000% | $5216.43           | $5245.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3315 | 2028-03-01      | 3.0000%  | 0.0000% | $25171.18          | $24943.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL323377 | 2028-09-01      | 8.0000%  | 0.0000% | $330.07            | $334.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CT257203 | 2028-05-01      | 5.0000%  | 0.0000% | $12734.05          | $12853.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $27056.44          | $27698.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4130 | 2052-07-01      | 4.5000%  | 0.0000% | $160921.46         | $159095.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4030 | 2052-06-01      | 4.5000%  | 0.0000% | $9162.14           | $9108.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $166646.60         | $142809.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2850 | 2052-02-01      | 2.0000%  | 0.0000% | $603749.83         | $493897.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2789 | 2052-02-01      | 2.0000%  | 0.0000% | $83405.59          | $68357.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB1643 | 2051-09-01      | 4.0000%  | 0.0000% | $2404802.12        | $2317483.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB1202 | 2036-07-01      | 2.0000%  | 0.0000% | $5925.86           | $5505.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA9441 | 2036-03-01      | 2.5000%  | 0.0000% | $41506.41          | $39609.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $1169.60           | $1054.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1391 | 2048-03-01      | 4.5000%  | 0.0000% | $1553311.08        | $1545973.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY7618 | 2053-07-01      | 6.5000%  | 0.0000% | $302386.04         | $317028.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4199 | 2053-07-01      | 6.5000%  | 0.0000% | $150776.69         | $157904.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDD8221 | 2040-04-01      | 5.0000%  | 0.0000% | $400990.85         | $410317.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7925 | 2055-05-01      | 6.5000%  | 0.0000% | $239931.14         | $252117.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIDD7803 | 2040-05-01      | 5.5000%  | 0.0000% | $209050.90         | $215475.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1049 | 2055-09-01      | 6.5000%  | 0.0000% | $1047017.37        | $1115371.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0972 | 2055-03-01      | 6.0000%  | 0.0000% | $77457.51          | $79661.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7322 | 2055-04-01      | 6.5000%  | 0.0000% | $200562.02         | $210065.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6734 | 2055-04-01      | 6.5000%  | 0.0000% | $248708.78         | $262627.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDD6407 | 2040-03-01      | 6.5000%  | 0.0000% | $178389.15         | $188111.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4792 | 2055-03-01      | 6.0000%  | 0.0000% | $207643.32         | $216980.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2517 | 2055-03-01      | 6.5000%  | 0.0000% | $1493355.29        | $1559866.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC9966 | 2054-12-01      | 5.0000%  | 0.0000% | $200777.11         | $202481.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC9012 | 2055-02-01      | 5.0000%  | 0.0000% | $230982.42         | $233966.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC9872 | 2054-12-01      | 4.0000%  | 0.0000% | $45311.41          | $43380.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3814 | 2055-08-01      | 6.0000%  | 0.0000% | $6049098.21        | $6261107.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  | 0.0000% | $136799872.50      | $137304116.83      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA3450 | 2053-07-01      | 2.5000%  | 0.0000% | $7099818.04        | $6102215.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA3467 | 2048-04-01      | 4.0000%  | 0.0000% | $2985721.43        | $2947334.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA3287 | 2053-12-01      | 4.5000%  | 0.0000% | $7317626.83        | $7227839.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA3033 | 2047-01-01      | 3.5000%  | 0.0000% | $2796794.42        | $2678985.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2870 | 2055-08-01      | 6.5000%  | 0.0000% | $2430953.49        | $2571888.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA2838 | 2052-09-01      | 2.5000%  | 0.0000% | $2020711.86        | $1736468.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA2372 | 2048-11-01      | 4.5000%  | 0.0000% | $2889618.23        | $2892039.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIFA0763 | 2040-02-01      | 5.5000%  | 0.0000% | $6444783.51        | $6685592.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0677 | 2052-06-01      | 3.5000%  | 0.0000% | $15204784.22       | $14328213.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC8553 | 2054-12-01      | 5.0000%  | 0.0000% | $310112.99         | $311659.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIDC7059 | 2039-11-01      | 3.5000%  | 0.0000% | $18140.66          | $17700.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7008 | 2054-12-01      | 5.5000%  | 0.0000% | $97953.84          | $99828.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC6982 | 2054-11-01      | 4.5000%  | 0.0000% | $297150.85         | $295436.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $384756.77         | $386760.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC6077 | 2055-04-01      | 4.5000%  | 0.0000% | $13677.33          | $13451.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5090 | 2054-10-01      | 5.5000%  | 0.0000% | $433718.90         | $443856.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9991 | 2054-10-01      | 6.5000%  | 0.0000% | $7220532.64        | $7678675.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9605 | 2054-07-01      | 6.0000%  | 0.0000% | $2830.40           | $2960.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $96933.53          | $97472.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9797 | 2054-11-01      | 5.0000%  | 0.0000% | $83681.82          | $84751.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFS7679 | 2042-03-01      | 2.0000%  | 0.0000% | $10393387.92       | $9233652.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7624 | 2054-03-01      | 6.5000%  | 0.0000% | $101805.39         | $106436.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3364 | 2052-12-01      | 5.5000%  | 0.0000% | $11402801.05       | $11860851.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV6208 | 2055-09-01      | 6.0000%  | 0.0000% | $1072869.64        | $1117116.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDD8709 | 2040-09-01      | 5.0000%  | 0.0000% | $385852.13         | $394828.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $1196905.87        | $1087697.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  | 0.0000% | $25267.68          | $24891.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | 0.0000% | $909823.28         | $892673.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2888 | 2049-01-01      | 3.5000%  | 0.0000% | $67534.51          | $63882.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $2199544.80        | $1838315.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBM4971 | 2041-07-01      | 6.0000%  | 0.0000% | $21720.46          | $23022.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $5939.57           | $5793.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM1015 | 2047-04-01      | 3.5000%  | 0.0000% | $12743.49          | $12163.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBK0710 | 2035-02-01      | 3.0000%  | 0.0000% | $45577.42          | $44210.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBK0433 | 2049-12-01      | 3.5000%  | 0.0000% | $233908.74         | $217910.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTBJ3800 | 2038-01-01      | 3.5000%  | 0.0000% | $129455.29         | $126437.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH7027 | 2047-12-01      | 4.5000%  | 0.0000% | $449143.53         | $449518.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6781 | 2047-09-01      | 4.0000%  | 0.0000% | $40342.22          | $39002.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBE0927 | 2031-11-01      | 2.0000%  | 0.0000% | $1919.22           | $1841.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC2457 | 2046-02-01      | 4.0000%  | 0.0000% | $520228.92         | $511353.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF6521 | 2055-12-01      | 5.0000%  | 0.0000% | $600056.25         | $602073.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5943 | 2055-12-01      | 5.0000%  | 0.0000% | $258578.75         | $261202.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5869 | 2055-12-01      | 5.5000%  | 0.0000% | $194801.79         | $200320.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5879 | 2055-12-01      | 5.0000%  | 0.0000% | $243155.36         | $246026.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDF5699 | 2040-12-01      | 5.0000%  | 0.0000% | $178856.79         | $182110.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6240 | 2055-12-01      | 5.5000%  | 0.0000% | $858580.71         | $879209.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTAE0213 | 2029-12-01      | 5.5000%  | 0.0000% | $137.41            | $139.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTAD5222 | 2030-05-01      | 4.5000%  | 0.0000% | $416.76            | $420.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  | 0.0000% | $3894935.75        | $4056708.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8825 | 2055-09-01      | 6.5000%  | 0.0000% | $180046.78         | $192020.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  | 0.0000% | $2322122.33        | $2391414.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIBV1871 | 2040-06-01      | 5.0000%  | 0.0000% | $282410.94         | $288806.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5027 | 2055-09-01      | 5.5000%  | 0.0000% | $5370.01           | $5527.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS6335 | 2037-04-01      | 2.5000%  | 0.0000% | $34373.60          | $32567.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1698 | 2055-03-01      | 6.5000%  | 0.0000% | $250655.68         | $264723.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CICC0474 | 2040-05-01      | 5.5000%  | 0.0000% | $1856409.81        | $1910054.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4200 | 2030-12-01      | 1.5000%  | 0.0000% | $27020.26          | $25734.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9749 | 2055-09-01      | 5.5000%  | 0.0000% | $603573.77         | $618330.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $26913969.48       | $27090794.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | 0.0000% | $7632665.65        | $7785586.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6086 | 2053-10-01      | 6.5000%  | 0.0000% | $935697.54         | $990777.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  | 0.0000% | $373642.05         | $379354.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  | 0.0000% | $14363.89          | $14864.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  | 0.0000% | $459817.69         | $469345.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $2770.54           | $2588.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS5380 | 2051-05-01      | 2.0000%  | 0.0000% | $50778.62          | $41821.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5299 | 2053-05-01      | 4.5000%  | 0.0000% | $2841356.26        | $2806785.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  | 0.0000% | $34889.22          | $35201.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8604 | 2053-03-01      | 6.0000%  | 0.0000% | $36635.10          | $38130.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7065 | 2053-05-01      | 5.0000%  | 0.0000% | $6389.53           | $6416.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA4094 | 2040-08-01      | 2.5000%  | 0.0000% | $72656.43          | $66706.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9912 | 2052-10-01      | 5.0000%  | 0.0000% | $1808652.29        | $1846961.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA1169 | 2042-09-01      | 4.0000%  | 0.0000% | $15666.24          | $15426.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5625 | 2053-08-01      | 5.0000%  | 0.0000% | $1325.92           | $1348.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA5337 | 2039-03-01      | 3.5000%  | 0.0000% | $59472.98          | $58031.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1919 | 2051-10-01      | 3.0000%  | 0.0000% | $5929501.76        | $5297873.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CKAD2610 | 2037-03-01      | 5.5000%  | 0.0000% | $58437.35          | $59108.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWMA1553 | 2028-08-01      | 2.5000%  | 0.0000% | $2292.46           | $2257.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6752 | 2046-02-01      | 3.5000%  | 0.0000% | $1701.32           | $1623.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7868 | 2051-02-01      | 2.5000%  | 0.0000% | $121349.68         | $106273.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3896 | 2050-08-01      | 2.5000%  | 0.0000% | $16502.16          | $14385.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB6666 | 2054-06-01      | 7.0000%  | 0.0000% | $200657.32         | $212639.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CICB7714 | 2038-12-01      | 6.5000%  | 0.0000% | $416799.05         | $437298.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS2491 | 2050-04-01      | 5.5000%  | 0.0000% | $39160.37          | $40655.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5199 | 2052-11-01      | 6.0000%  | 0.0000% | $138120.28         | $143962.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4639 | 2053-05-01      | 6.0000%  | 0.0000% | $1334356.30        | $1390639.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2667 | 2051-02-01      | 2.0000%  | 0.0000% | $32091.85          | $26762.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  | 0.0000% | $383.92            | $390.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW1194 | 2052-09-01      | 4.0000%  | 0.0000% | $167252.41         | $160892.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  | 0.0000% | $10812.48          | $10807.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2902 | 2052-09-01      | 5.0000%  | 0.0000% | $1349899.56        | $1370778.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIBM3382 | 2027-03-01      | 5.0000%  | 0.0000% | $532.28            | $540.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $2239161.11        | $2250983.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC0297 | 2054-07-01      | 6.5000%  | 0.0000% | $266585.52         | $280192.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8311 | 2054-04-01      | 4.5000%  | 0.0000% | $131442.38         | $129395.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  | 0.0000% | $89607.45          | $84331.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8299 | 2054-04-01      | 6.5000%  | 0.0000% | $1657334.95        | $1769558.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB5823 | 2054-06-01      | 6.5000%  | 0.0000% | $35274.90          | $36803.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1092 | 2052-04-01      | 3.5000%  | 0.0000% | $6483.52           | $6058.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5340 | 2053-07-01      | 6.0000%  | 0.0000% | $4349997.61        | $4510186.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $4814.55           | $4910.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $222126.24         | $191248.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5204 | 2053-07-01      | 6.0000%  | 0.0000% | $3654507.48        | $3827515.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5328 | 2050-03-01      | 2.5000%  | 0.0000% | $122808.31         | $105260.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  | 0.0000% | $239.86            | $227.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $3412476.43        | $3484223.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDE0128 | 2040-05-01      | 6.5000%  | 0.0000% | $135802.62         | $142492.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5867 | 2035-10-01      | 4.5000%  | 0.0000% | $2169570.40        | $2190105.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4246 | 2055-03-01      | 6.0000%  | 0.0000% | $179620.25         | $185380.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIMA5691 | 2040-04-01      | 6.5000%  | 0.0000% | $879769.72         | $922918.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4838 | 2055-08-01      | 6.0000%  | 0.0000% | $609163.65         | $634869.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD3087 | 2055-02-01      | 5.0000%  | 0.0000% | $173557.63         | $174184.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA9438 | 2036-03-01      | 2.0000%  | 0.0000% | $7887.30           | $7325.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  | 0.0000% | $369753.85         | $387619.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM8321 | 2049-10-01      | 5.0000%  | 0.0000% | $1671.56           | $1706.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0376 | 2055-01-01      | 7.0000%  | 0.0000% | $582981.90         | $627177.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2134 | 2055-07-01      | 6.0000%  | 0.0000% | $280412.53         | $291954.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDD7415 | 2040-04-01      | 5.0000%  | 0.0000% | $890989.31         | $909520.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0000 | 2054-09-01      | 6.0000%  | 0.0000% | $7807.62           | $8136.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9516 | 2055-09-01      | 6.5000%  | 0.0000% | $198365.64         | $210385.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  | 0.0000% | $110319.54         | $113418.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4284 | 2031-03-01      | 1.5000%  | 0.0000% | $1459128.31        | $1380298.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ0886 | 2030-07-01      | 3.0000%  | 0.0000% | $158.41            | $155.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4316 | 2036-04-01      | 2.5000%  | 0.0000% | $427.22            | $404.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1681 | 2053-10-01      | 6.5000%  | 0.0000% | $21123.56          | $22132.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6548 | 2053-06-01      | 6.5000%  | 0.0000% | $6315075.99        | $6691902.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ9249 | 2048-06-01      | 4.5000%  | 0.0000% | $2628.75           | $2635.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU6553 | 2051-11-01      | 3.0000%  | 0.0000% | $25390.18          | $22724.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3941 | 2035-07-01      | 3.0000%  | 0.0000% | $100487.41         | $98059.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3841 | 2035-07-01      | 3.5000%  | 0.0000% | $89224.93          | $88644.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFS1898 | 2042-05-01      | 2.0000%  | 0.0000% | $337431.27         | $297470.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $985.75            | $881.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1239 | 2051-12-01      | 3.5000%  | 0.0000% | $63909.12          | $59948.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS1694 | 2035-07-01      | 4.0000%  | 0.0000% | $12807.73          | $12883.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8642 | 2051-09-01      | 2.5000%  | 0.0000% | $883362.81         | $769836.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $24085.33          | $22496.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  | 0.0000% | $28825.66          | $26837.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTFM6134 | 2040-03-01      | 3.0000%  | 0.0000% | $29619.82          | $28191.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5821 | 2045-09-01      | 3.5000%  | 0.0000% | $6163293.55        | $5814851.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS1091 | 2043-11-01      | 4.0000%  | 0.0000% | $56707.19          | $55908.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL8556 | 2044-08-01      | 4.5000%  | 0.0000% | $232.88            | $236.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7589 | 2045-10-01      | 3.5000%  | 0.0000% | $1123.63           | $1072.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL4142 | 2041-06-01      | 6.0000%  | 0.0000% | $3799.95           | $4030.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAL1013 | 2037-01-01      | 5.5000%  | 0.0000% | $153.00            | $158.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CJAJ7718 | 2026-12-01      | 3.5000%  | 0.0000% | $4086.29           | $4075.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAH7018 | 2041-03-01      | 5.0000%  | 0.0000% | $6121.66           | $6233.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5428 | 2035-10-01      | 2.0000%  | 0.0000% | $11084.52          | $10374.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $15712.38          | $14663.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $16423985.27       | $16891247.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $2510834.16        | $2582267.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5809 | 2035-08-01      | 4.5000%  | 0.0000% | $58674.30          | $59229.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA5681 | 2040-04-01      | 4.0000%  | 0.0000% | $28296.06          | $28015.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5508 | 2039-10-01      | 5.5000%  | 0.0000% | $241644.52         | $248447.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $9789.55           | $9627.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $1533908.26        | $1596678.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $1393719.45        | $1420133.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  | 0.0000% | $107.30            | $110.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $227897.19         | $222380.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4522 | 2032-01-01      | 1.5000%  | 0.0000% | $89266.77          | $83963.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | 0.0000% | $310.82            | $319.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $247138.18         | $242305.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3829 | 2034-11-01      | 3.5000%  | 0.0000% | $145889.75         | $143307.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CT256802 | 2027-07-01      | 5.5000%  | 0.0000% | $110.15            | $112.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  | 0.0000% | $30325.73          | $31381.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  | 0.0000% | $16949.05          | $16958.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBY1371 | 2053-10-01      | 3.0000%  | 0.0000% | $134983.28         | $120599.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4147 | 2052-12-01      | 6.0000%  | 0.0000% | $16975.21          | $17893.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CT256928 | 2027-10-01      | 6.0000%  | 0.0000% | $133.37            | $137.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL252339 | 2029-03-01      | 6.0000%  | 0.0000% | $90.03             | $92.51             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3849 | 2055-10-01      | 6.0000%  | 0.0000% | $437964.94         | $457449.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3165 | 2055-10-01      | 5.5000%  | 0.0000% | $456053.81         | $466165.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  | 0.0000% | $149096.60         | $133463.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1800 | 2049-08-01      | 4.0000%  | 0.0000% | $11624.31          | $11332.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM2694 | 2035-03-01      | 3.0000%  | 0.0000% | $5257.68           | $5119.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  | 0.0000% | $39023.29          | $38657.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3308 | 2038-03-01      | 3.0000%  | 0.0000% | $890.49            | $849.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3275 | 2048-02-01      | 3.0000%  | 0.0000% | $3337.67           | $3049.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  | 0.0000% | $5006.60           | $4756.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA2740 | 2026-09-01      | 2.5000%  | 0.0000% | $313739.46         | $311930.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5012 | 2055-08-01      | 6.5000%  | 0.0000% | $190999.85         | $203212.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDE4762 | 2055-06-01      | 4.5000%  | 0.0000% | $916177.96         | $901054.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDE3839 | 2055-11-01      | 4.5000%  | 0.0000% | $178553.57         | $175606.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4373 | 2055-09-01      | 6.5000%  | 0.0000% | $343960.47         | $358979.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2915 | 2055-07-01      | 6.0000%  | 0.0000% | $186751.31         | $195247.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1945 | 2055-07-01      | 5.0000%  | 0.0000% | $445367.21         | $447637.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2668 | 2055-06-01      | 6.5000%  | 0.0000% | $263101.03         | $277825.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1165 | 2055-06-01      | 6.5000%  | 0.0000% | $262946.86         | $274348.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA3539 | 2038-12-01      | 4.5000%  | 0.0000% | $87212.36          | $89099.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CQMA2517 | 2046-01-01      | 3.5000%  | 0.0000% | $18938.17          | $17879.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA1471 | 2033-06-01      | 2.5000%  | 0.0000% | $41935.80          | $40164.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAB6244 | 2042-09-01      | 4.0000%  | 0.0000% | $321022.18         | $316897.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  | 0.0000% | $455271.39         | $439123.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAA2043 | 2039-02-01      | 5.0000%  | 0.0000% | $647.07            | $669.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL929836 | 2038-08-01      | 6.0000%  | 0.0000% | $435.17            | $460.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1476 | 2055-11-01      | 6.5000%  | 0.0000% | $2799954.98        | $2985527.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8978 | 2054-08-01      | 5.0000%  | 0.0000% | $18991.16          | $19110.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCB8049 | 2054-02-01      | 7.5000%  | 0.0000% | $1318313.22        | $1419003.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8001 | 2054-02-01      | 6.0000%  | 0.0000% | $59517.27          | $61755.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7198 | 2053-07-01      | 6.0000%  | 0.0000% | $78371.07          | $80884.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7120 | 2053-09-01      | 6.0000%  | 0.0000% | $27875.41          | $28736.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6105 | 2053-04-01      | 6.5000%  | 0.0000% | $945828.36         | $1000237.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBT2752 | 2036-08-01      | 2.0000%  | 0.0000% | $12014.67          | $11245.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLBR8623 | 2051-05-01      | 1.5000%  | 0.0000% | $493084.62         | $384460.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR7926 | 2051-04-01      | 2.5000%  | 0.0000% | $40399.88          | $34885.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2329 | 2051-01-01      | 2.0000%  | 0.0000% | $398811.41         | $326258.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ6307 | 2050-11-01      | 2.0000%  | 0.0000% | $411572.59         | $339144.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  | 0.0000% | $23361.81          | $20148.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP9680 | 2050-07-01      | 3.0000%  | 0.0000% | $829744.51         | $753960.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKBM7886 | 2052-01-01      | 3.5000%  | 0.0000% | $416231.25         | $382596.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0746 | 2055-02-01      | 6.0000%  | 0.0000% | $189639.12         | $198220.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC0548 | 2054-07-01      | 7.0000%  | 0.0000% | $9423.61           | $9966.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC0259 | 2054-08-01      | 7.0000%  | 0.0000% | $10936.62          | $11586.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB8637 | 2054-07-01      | 7.0000%  | 0.0000% | $12978.60          | $13757.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8166 | 2054-07-01      | 6.5000%  | 0.0000% | $19352.04          | $20188.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB7691 | 2054-08-01      | 5.5000%  | 0.0000% | $4612640.66        | $4705331.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA0846 | 2053-11-01      | 5.5000%  | 0.0000% | $23291.69          | $23727.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL725231 | 2034-02-01      | 5.0000%  | 0.0000% | $259.22            | $264.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAU1319 | 2033-07-01      | 3.5000%  | 0.0000% | $357562.91         | $352430.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  | 0.0000% | $1206729.58        | $1185398.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS7712 | 2031-08-01      | 3.0000%  | 0.0000% | $1215.71           | $1193.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6135 | 2045-11-01      | 4.0000%  | 0.0000% | $56320.59          | $55033.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS5971 | 2030-10-01      | 3.0000%  | 0.0000% | $10392.82          | $10235.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $6206.59           | $6161.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS2857 | 2050-04-01      | 5.5000%  | 0.0000% | $89273.02          | $92315.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2508 | 2047-07-01      | 5.0000%  | 0.0000% | $732038.89         | $757488.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2116 | 2052-06-01      | 4.5000%  | 0.0000% | $44543.25          | $44314.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBT4434 | 2052-02-01      | 2.0000%  | 0.0000% | $154542.96         | $129856.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIDF2979 | 2040-10-01      | 4.5000%  | 0.0000% | $342594.65         | $344106.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 ZLFP0132 | 2055-02-01      | 6.5000%  | 0.0000% | $4934945.69        | $5140900.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  | 0.0000% | $3981350.52        | $4084192.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2918 | 2055-07-01      | 5.5000%  | 0.0000% | $510762.30         | $521945.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3838 | 2054-11-01      | 5.0000%  | 0.0000% | $2093967.76        | $2121871.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0890 | 2055-08-01      | 6.5000%  | 0.0000% | $13279054.41       | $14048934.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIDD8199 | 2040-04-01      | 6.0000%  | 0.0000% | $266820.56         | $278344.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7458 | 2054-11-01      | 5.0000%  | 0.0000% | $244448.88         | $249046.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF1441 | 2055-10-01      | 6.0000%  | 0.0000% | $299770.18         | $312866.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $52543.73          | $53449.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1200 | 2055-10-01      | 5.0000%  | 0.0000% | $6169178.61        | $6236299.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1052 | 2055-09-01      | 6.5000%  | 0.0000% | $8136763.06        | $8627710.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3895 | 2055-11-01      | 6.0000%  | 0.0000% | $184206.25         | $191958.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BM7880 | 2059-01-01      | 3.0000%  | 0.0000% | $391707.14         | $342004.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5990 | 2055-12-01      | 5.5000%  | 0.0000% | $3908685.00        | $4010611.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0846 | 2055-11-01      | 5.5000%  | 0.0000% | $417699.43         | $425477.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA3628 | 2052-06-01      | 4.0000%  | 0.0000% | $2678949.82        | $2607113.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3682 | 2055-02-01      | 5.5000%  | 0.0000% | $6248645.54        | $6456331.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6332 | 2055-12-01      | 5.5000%  | 0.0000% | $181424.11         | $186244.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9247 | 2052-06-01      | 4.0000%  | 0.0000% | $165193.56         | $161632.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8509 | 2052-05-01      | 3.0000%  | 0.0000% | $57535.56          | $51517.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV7921 | 2052-08-01      | 4.5000%  | 0.0000% | $3546935.05        | $3506695.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7491 | 2051-08-01      | 3.0000%  | 0.0000% | $93386.50          | $83581.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV1762 | 2055-07-01      | 6.0000%  | 0.0000% | $799114.66         | $837471.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV1714 | 2055-06-01      | 5.0000%  | 0.0000% | $471915.54         | $476137.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9448 | 2054-11-01      | 4.5000%  | 0.0000% | $582975.91         | $580541.99         | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $6071.43           | $6200.04           | U.S. Treasuries (including strips) |

### Security 145: Societe Generale

- **C.1 - Title:** SG Americas Securities LLC 4.040000%
- **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: ARP1CZH37, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ARP1CZH37_4.04_1203
- **C.18 - Value (incl. sponsor support):** $99500000.00
- **C.18.a - Value (excl. sponsor support):** $99500000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLAL7016 | 2045-06-01      | 3.5000%  | 0.0000% | $998089.18         | $955115.45         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX JUAL7034 | 2043-11-01      | 5.9020%  | 0.0000% | $11.17             | $11.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  | 0.0000% | $5.23              | $5.45              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CVAL5759 | 2029-07-01      | 3.5000%  | 0.0000% | $4.81              | $4.77              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL5218 | 2044-03-01      | 5.0000%  | 0.0000% | $3226.13           | $3308.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2158 | 2042-04-01      | 3.5000%  | 0.0000% | $1066817.44        | $1025685.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $2.25              | $2.39              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $139295.53         | $134268.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7709 | 2041-12-01      | 3.5000%  | 0.0000% | $297453.08         | $286902.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  | 0.0000% | $6.51              | $6.73              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  | 0.0000% | $5.96              | $6.16              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 K2602324 | 2031-09-01      | 7.5000%  | 0.0000% | $7447.03           | $7670.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CT257536 | 2029-01-01      | 5.0000%  | 0.0000% | $5219.69           | $5276.11           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G60961 G | 2047-04-01      | 4.5000%  | 0.0000% | $228524.09         | $229879.70         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $25531.38          | $26892.97          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60023 G | 2045-04-01      | 3.5000%  | 0.0000% | $80420.94          | $77047.68          | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.160 WNWN2709 | 2032-07-01      | 4.1600%  | 0.0000% | $99.50             | $99.36             | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.750 WNWN2662 | 2032-04-01      | 4.7500%  | 0.0000% | $590731.50         | $610355.90         | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.350 WNWN1643 | 2035-06-01      | 4.3500%  | 0.0000% | $3696126.50        | $3687634.65        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U49046 G | 2029-02-01      | 4.0000%  | 0.0000% | $2.24              | $2.23              | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q18473 G | 2043-05-01      | 4.0000%  | 0.0000% | $3114.86           | $3033.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6216 | 2055-10-01      | 5.5000%  | 0.0000% | $111041.50         | $113741.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4455 | 2055-06-01      | 6.5000%  | 0.0000% | $132039.65         | $137482.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  | 0.0000% | $99.24             | $102.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTSC0764 | 2045-08-01      | 5.5000%  | 0.0000% | $998915.72         | $1025953.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0797 | 2040-03-01      | 3.5000%  | 0.0000% | $176.12            | $171.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CISB8389 | 2040-04-01      | 6.5000%  | 0.0000% | $170.24            | $178.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8353 | 2040-01-01      | 5.5000%  | 0.0000% | $667.43            | $686.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB1241 | 2035-01-01      | 2.5000%  | 0.0000% | $69.98             | $68.22             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZT1403 | 2033-11-01      | 3.5000%  | 0.0000% | $8.58              | $8.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  | 0.0000% | $82.91             | $85.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  | 0.0000% | $152303.12         | $157125.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0847 | 2052-08-01      | 3.5000%  | 0.0000% | $184.41            | $173.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  | 0.0000% | $93.79             | $98.17             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $95.55             | $97.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | 0.0000% | $88.94             | $92.70             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  | 0.0000% | $96.08             | $98.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CICB9261 | 2039-09-01      | 6.0000%  | 0.0000% | $226453.29         | $236400.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  | 0.0000% | $192.23            | $193.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  | 0.0000% | $93.95             | $94.57             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9820 | 2055-01-01      | 6.0000%  | 0.0000% | $387065.24         | $403352.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  | 0.0000% | $95.96             | $98.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $88.61             | $91.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY8429 | 2045-08-01      | 3.5000%  | 0.0000% | $29053.14          | $27458.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  | 0.0000% | $11.65             | $10.78             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7466 | 2045-04-01      | 3.0000%  | 0.0000% | $888628.81         | $822149.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY4200 | 2045-05-01      | 3.0000%  | 0.0000% | $59029.27          | $54613.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  | 0.0000% | $124.46            | $133.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1340 | 2051-02-01      | 2.0000%  | 0.0000% | $7278.03           | $6080.47           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $3402.56           | $3346.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM3603 | 2047-07-01      | 4.0000%  | 0.0000% | $16.34             | $15.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLBU5385 | 2054-12-01      | 7.5000%  | 0.0000% | $86.29             | $92.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2354 | 2055-07-01      | 6.0000%  | 0.0000% | $89.68             | $93.89             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8124 | 2036-10-01      | 2.5000%  | 0.0000% | $28739.89          | $27243.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ7199 | 2048-09-01      | 3.5000%  | 0.0000% | $30.91             | $29.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBJ5515 | 2033-01-01      | 3.0000%  | 0.0000% | $4780.47           | $4639.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ4626 | 2048-02-01      | 4.5000%  | 0.0000% | $202459.14         | $202233.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ3997 | 2048-02-01      | 3.5000%  | 0.0000% | $11701.22          | $11122.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH6713 | 2047-08-01      | 3.5000%  | 0.0000% | $6487.40           | $6116.40           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U99045 G | 2043-03-01      | 3.5000%  | 0.0000% | $17428.48          | $16732.63          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD4288 | 2053-10-01      | 4.5000%  | 0.0000% | $1039.81           | $1037.86           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  | 0.0000% | $3501.23           | $3129.26           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1293 | 2029-07-01      | 4.7700%  | 0.0000% | $1480460.50        | $1526468.03        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0554 | 2029-02-01      | 4.7800%  | 0.0000% | $1396582.00        | $1437229.52        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0521 | 2029-02-01      | 4.8800%  | 0.0000% | $935101.00         | $964379.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8516 | 2053-08-01      | 6.0000%  | 0.0000% | $65.86             | $67.93             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  | 0.0000% | $60418.06          | $63054.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  | 0.0000% | $0.62              | $0.64              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIQO1516 | 2038-08-01      | 6.0000%  | 0.0000% | $115441.18         | $120371.68         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1585 | 2029-08-01      | 4.6500%  | 0.0000% | $99.50             | $102.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  | 0.0000% | $94.52             | $95.51             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO0744 | 2037-08-01      | 3.0000%  | 0.0000% | $9639.74           | $9302.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO0553 | 2037-07-01      | 4.0000%  | 0.0000% | $16333.38          | $16209.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQI9871 | 2054-07-01      | 4.5000%  | 0.0000% | $97.47             | $95.86             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  | 0.0000% | $112669.08         | $116837.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  | 0.0000% | $716706.15         | $741765.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI5628 | 2054-05-01      | 7.0000%  | 0.0000% | $4420.54           | $4728.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQI5499 | 2054-05-01      | 4.5000%  | 0.0000% | $95.80             | $94.22             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI5153 | 2054-05-01      | 5.5000%  | 0.0000% | $76935.92          | $79330.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4322 | 2048-07-01      | 4.0000%  | 0.0000% | $9279.88           | $9054.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $214405.54         | $210573.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | 0.0000% | $1534.77           | $1590.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  | 0.0000% | $77.82             | $64.30             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU8670 | 2052-05-01      | 4.5000%  | 0.0000% | $61620.60          | $60877.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  | 0.0000% | $41.03             | $37.61             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1997 | 2054-10-01      | 6.5000%  | 0.0000% | $98.48             | $103.61            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC C03532 G | 2040-10-01      | 4.5000%  | 0.0000% | $2.21              | $2.24              | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  | 0.0000% | $6151.74           | $6076.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $309418.40         | $277055.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  | 0.0000% | $56.46             | $50.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  | 0.0000% | $242321.97         | $218310.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  | 0.0000% | $4096.44           | $3562.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2668 | 2052-01-01      | 3.0000%  | 0.0000% | $236.74            | $211.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2621 | 2052-01-01      | 2.5000%  | 0.0000% | $54411.94          | $47637.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | 0.0000% | $160.97            | $143.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $64.08             | $55.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  | 0.0000% | $46268.75          | $38310.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBT6754 | 2036-09-01      | 2.0000%  | 0.0000% | $18884.22          | $17527.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | 0.0000% | $1.55              | $1.64              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL791406 | 2034-10-01      | 5.5000%  | 0.0000% | $33588.02          | $35080.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  | 0.0000% | $17903.06          | $17476.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  | 0.0000% | $23313.87          | $22173.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5424 | 2050-03-01      | 3.0000%  | 0.0000% | $30.55             | $27.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  | 0.0000% | $235606.82         | $210901.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  | 0.0000% | $31.67             | $30.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBP3785 | 2036-03-01      | 2.0000%  | 0.0000% | $604846.66         | $561979.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP2099 | 2050-02-01      | 3.0000%  | 0.0000% | $29.02             | $26.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBO7258 | 2035-01-01      | 3.0000%  | 0.0000% | $9913.71           | $9636.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  | 0.0000% | $786772.12         | $715239.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  | 0.0000% | $175022.43         | $149968.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  | 0.0000% | $29602.17          | $24381.68          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS8402 | 2033-06-01      | 4.3400%  | 0.0000% | $89393.79          | $90363.89          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS8920 | 2028-08-01      | 4.6500%  | 0.0000% | $675166.91         | $688798.87         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7220 | 2032-11-01      | 5.2300%  | 0.0000% | $99.50             | $105.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR9603 | 2051-05-01      | 2.5000%  | 0.0000% | $4660.95           | $3988.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | 0.0000% | $848462.10         | $698885.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR7265 | 2051-04-01      | 2.5000%  | 0.0000% | $864946.72         | $752944.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR6524 | 2051-04-01      | 2.5000%  | 0.0000% | $60.29             | $52.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  | 0.0000% | $6860.48           | $5737.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $79.50             | $65.14             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  | 0.0000% | $69.49             | $57.21             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ4495 | 2051-02-01      | 2.0000%  | 0.0000% | $28508.82          | $23483.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ1567 | 2050-09-01      | 3.0000%  | 0.0000% | $12000.78          | $10936.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP9679 | 2050-07-01      | 3.0000%  | 0.0000% | $126109.04         | $113859.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  | 0.0000% | $58.40             | $48.13             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  | 0.0000% | $91.25             | $84.89             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD7059 | 2052-02-01      | 3.0000%  | 0.0000% | $304.20            | $271.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT7713 | 2051-09-01      | 2.5000%  | 0.0000% | $122273.10         | $106768.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  | 0.0000% | $78.68             | $79.34             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG4973 | 2053-06-01      | 6.5000%  | 0.0000% | $87.77             | $93.71             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG4302 | 2053-06-01      | 6.5000%  | 0.0000% | $477855.47         | $511374.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  | 0.0000% | $465985.39         | $489214.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2759 | 2053-05-01      | 5.5000%  | 0.0000% | $84220.86          | $86729.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8701 | 2053-03-01      | 5.5000%  | 0.0000% | $595749.63         | $609021.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8171 | 2053-02-01      | 5.5000%  | 0.0000% | $109187.63         | $111619.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO1146 | 2049-06-01      | 3.5000%  | 0.0000% | $11.87             | $11.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  | 0.0000% | $37.49             | $37.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4325 | 2049-01-01      | 4.5000%  | 0.0000% | $13.63             | $13.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3898 | 2048-12-01      | 4.5000%  | 0.0000% | $9542.78           | $9540.92           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX XXBM7581 | 2031-09-01      | 4.7051%  | 0.0000% | $89450.50          | $92340.53          | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM7269 | 2053-08-01      | 5.3500%  | 0.0000% | $555994.09         | $569262.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $0.90              | $0.94              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  | 0.0000% | $8508.54           | $8897.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $29952.20          | $31444.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL708631 | 2033-06-01      | 6.0000%  | 0.0000% | $1.88              | $1.93              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ7024 | 2045-10-01      | 3.5000%  | 0.0000% | $67165.38          | $64115.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ6816 | 2045-07-01      | 3.5000%  | 0.0000% | $57913.94          | $55254.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  | 0.0000% | $66154.57          | $60100.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  | 0.0000% | $5612.89           | $5586.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4804 | 2049-12-01      | 3.5000%  | 0.0000% | $183257.53         | $173188.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  | 0.0000% | $26.36             | $23.83             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  | 0.0000% | $60600.46          | $54437.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5317 | 2050-03-01      | 3.0000%  | 0.0000% | $26.55             | $24.00             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4345 | 2049-10-01      | 3.0000%  | 0.0000% | $37.63             | $34.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  | 0.0000% | $36.80             | $33.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  | 0.0000% | $302106.93         | $301675.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3493 | 2049-05-01      | 4.0000%  | 0.0000% | $17.05             | $16.61             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | 0.0000% | $23.85             | $23.33             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  | 0.0000% | $20.17             | $20.18             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2041 | 2048-07-01      | 4.0000%  | 0.0000% | $387024.78         | $374460.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO2256 | 2049-10-01      | 3.0000%  | 0.0000% | $39372.50          | $35792.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  | 0.0000% | $347.49            | $357.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9123 | 2052-09-01      | 5.0000%  | 0.0000% | $511888.14         | $514961.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8707 | 2052-09-01      | 5.0000%  | 0.0000% | $690774.39         | $696779.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE7674 | 2052-08-01      | 4.0000%  | 0.0000% | $81.01             | $78.03             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE7031 | 2052-08-01      | 4.0000%  | 0.0000% | $788901.87         | $758872.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  | 0.0000% | $45225.10          | $46698.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1088 | 2052-04-01      | 3.5000%  | 0.0000% | $1172.16           | $1097.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | 0.0000% | $91.30             | $92.60             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 ZLSI2086 | 2050-12-01      | 3.5000%  | 0.0000% | $78.44             | $73.61             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VSF5002 | 2047-10-01      | 4.0000%  | 0.0000% | $479382.39         | $471452.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PRE6054 | 2050-04-01      | 4.5000%  | 0.0000% | $5.29              | $5.15              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PRE6046 | 2050-05-01      | 3.5000%  | 0.0000% | $21887.20          | $20120.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  | 0.0000% | $71.33             | $57.15             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  | 0.0000% | $752.32            | $778.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9434 | 2053-07-01      | 5.5000%  | 0.0000% | $399874.16         | $411641.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6884 | 2053-02-01      | 5.5000%  | 0.0000% | $645780.37         | $664982.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  | 0.0000% | $83.25             | $85.25             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7187 | 2053-02-01      | 6.0000%  | 0.0000% | $797390.14         | $823724.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7642 | 2052-08-01      | 4.5000%  | 0.0000% | $81.25             | $80.33             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  | 0.0000% | $76.03             | $71.16             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  | 0.0000% | $76.35             | $73.84             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6987 | 2052-03-01      | 3.5000%  | 0.0000% | $73.30             | $68.75             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | 0.0000% | $2080.31           | $1869.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  | 0.0000% | $68.49             | $57.12             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA4215 | 2050-12-01      | 2.0000%  | 0.0000% | $137.35            | $113.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA3174 | 2050-07-01      | 3.0000%  | 0.0000% | $34.78             | $31.35             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3513 | 2050-09-01      | 2.5000%  | 0.0000% | $53.85             | $46.68             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  | 0.0000% | $40.16             | $36.32             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1871 | 2049-12-01      | 3.0000%  | 0.0000% | $70955.20          | $63515.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1021 | 2049-06-01      | 3.0000%  | 0.0000% | $1016460.69        | $932226.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN7193 | 2036-08-01      | 1.5000%  | 0.0000% | $4108.43           | $3722.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN0951 | 2034-11-01      | 2.5000%  | 0.0000% | $33.68             | $32.27             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7031 | 2050-09-01      | 2.5000%  | 0.0000% | $58918.48          | $51563.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | 0.0000% | $96988.26          | $80102.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6740 | 2050-08-01      | 3.0000%  | 0.0000% | $36.97             | $33.14             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  | 0.0000% | $8648.18           | $7551.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $45.88             | $39.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $29.62             | $26.72             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA7144 | 2035-09-01      | 2.5000%  | 0.0000% | $15040.64          | $14332.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6080 | 2050-06-01      | 2.5000%  | 0.0000% | $47.09             | $40.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8810 | 2043-03-01      | 3.5000%  | 0.0000% | $23634.92          | $22611.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR6195 | 2043-04-01      | 3.5000%  | 0.0000% | $14075.52          | $13454.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR3391 | 2043-01-01      | 3.0000%  | 0.0000% | $19.13             | $17.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMB0302 | 2055-02-01      | 5.5000%  | 0.0000% | $81941.90          | $83404.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTCA1864 | 2038-06-01      | 4.5000%  | 0.0000% | $140143.19         | $142624.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  | 0.0000% | $10.82             | $10.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  | 0.0000% | $225.62            | $237.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  | 0.0000% | $31553.04          | $29075.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL9566 | 2046-06-01      | 3.5000%  | 0.0000% | $380.67            | $364.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5695 | 2049-02-01      | 4.0000%  | 0.0000% | $7002.46           | $6820.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  | 0.0000% | $6824.88           | $6218.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM4614 | 2033-03-01      | 3.0000%  | 0.0000% | $5786.29           | $5681.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4503 | 2048-09-01      | 4.0000%  | 0.0000% | $12077.42          | $11778.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $3011.22           | $3133.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQC8042 | 2051-10-01      | 3.5000%  | 0.0000% | $321.86            | $301.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3569 | 2054-10-01      | 5.5000%  | 0.0000% | $97553.08          | $100824.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA3537 | 2049-02-01      | 5.5000%  | 0.0000% | $5.98              | $6.21              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6302 | 2050-07-01      | 2.5000%  | 0.0000% | $986277.68         | $851010.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG9475 | 2053-08-01      | 6.0000%  | 0.0000% | $82.81             | $85.93             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  | 0.0000% | $18.18             | $17.85             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1775 | 2052-11-01      | 4.5000%  | 0.0000% | $82.82             | $82.22             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB8669 | 2051-02-01      | 2.0000%  | 0.0000% | $70.64             | $58.19             | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CTSC0471 | 2042-03-01      | 1.5000%  | 0.0000% | $85.75             | $73.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL8567 | 2031-06-01      | 3.0000%  | 0.0000% | $14.51             | $14.24             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0341 | 2054-07-01      | 7.0000%  | 0.0000% | $132310.68         | $142052.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $7167.27           | $7324.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4382 | 2053-11-01      | 6.0000%  | 0.0000% | $40633.80          | $42377.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6996 | 2050-09-01      | 2.5000%  | 0.0000% | $26768.37          | $22943.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBP0672 | 2035-03-01      | 3.0000%  | 0.0000% | $17104.14          | $16696.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  | 0.0000% | $47.50             | $48.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $35.59             | $34.21             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  | 0.0000% | $91.21             | $92.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3755 | 2052-05-01      | 3.5000%  | 0.0000% | $80.19             | $74.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBP2389 | 2050-04-01      | 4.5000%  | 0.0000% | $2971.03           | $2939.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE7181 | 2052-06-01      | 3.5000%  | 0.0000% | $77.13             | $71.74             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ1703 | 2054-08-01      | 6.5000%  | 0.0000% | $126992.84         | $135201.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  | 0.0000% | $30803.60          | $30646.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $87.27             | $87.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $48527.37          | $50122.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6327 | 2053-05-01      | 6.0000%  | 0.0000% | $75.82             | $78.67             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  | 0.0000% | $93359.91          | $99908.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $85.40             | $84.88             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5577 | 2052-11-01      | 5.0000%  | 0.0000% | $85.18             | $85.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | 0.0000% | $67.06             | $69.06             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6186 | 2053-05-01      | 5.5000%  | 0.0000% | $82.49             | $84.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  | 0.0000% | $65.39             | $69.20             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $78.81             | $78.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $2100.04           | $2077.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  | 0.0000% | $1507.82           | $1503.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $1296.55           | $1248.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY5413 | 2053-07-01      | 5.5000%  | 0.0000% | $551560.61         | $567298.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY5063 | 2053-07-01      | 6.5000%  | 0.0000% | $23492.77          | $25020.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  | 0.0000% | $78.64             | $83.96             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  | 0.0000% | $677.17            | $682.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2239 | 2053-05-01      | 6.5000%  | 0.0000% | $118070.62         | $124799.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1207 | 2053-04-01      | 5.0000%  | 0.0000% | $323214.63         | $325521.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  | 0.0000% | $68.04             | $70.29             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK8962 | 2032-09-01      | 3.0000%  | 0.0000% | $2787.98           | $2731.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8533 | 2055-09-01      | 6.0000%  | 0.0000% | $99.32             | $102.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7267 | 2054-12-01      | 5.5000%  | 0.0000% | $91230.87          | $94070.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0572 | 2055-01-01      | 5.0000%  | 0.0000% | $348965.25         | $352087.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1639 | 2055-01-01      | 6.5000%  | 0.0000% | $74944.39          | $78426.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  | 0.0000% | $7472.57           | $7672.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  | 0.0000% | $99.37             | $102.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3530 | 2055-09-01      | 6.0000%  | 0.0000% | $102.10            | $105.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4543 | 2055-08-01      | 5.5000%  | 0.0000% | $53334.29          | $54656.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7383 | 2055-01-01      | 6.0000%  | 0.0000% | $93.56             | $97.62             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I6BF0829 | 2064-06-01      | 2.5000%  | 0.0000% | $97.94             | $81.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD2413 | 2055-02-01      | 5.5000%  | 0.0000% | $334999.75         | $341165.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC2628 | 2055-04-01      | 5.0000%  | 0.0000% | $119982.79         | $120466.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  | 0.0000% | $91.70             | $94.66             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $975402.76         | $997110.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9160 | 2053-06-01      | 5.5000%  | 0.0000% | $80.29             | $82.72             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9861 | 2053-09-01      | 6.5000%  | 0.0000% | $77.07             | $81.31             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $79.71             | $80.82             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $708053.52         | $729107.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8307 | 2052-12-01      | 6.0000%  | 0.0000% | $3414.63           | $3554.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $16.71             | $15.82             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $16.48             | $15.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  | 0.0000% | $3635.39           | $3403.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  | 0.0000% | $128902.78         | $127053.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 R3BF0725 | 2052-07-01      | 4.5000%  | 0.0000% | $47837.31          | $48192.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  | 0.0000% | $288515.47         | $249007.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 R3BF0444 | 2049-09-01      | 3.0000%  | 0.0000% | $39.83             | $35.79             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4432 | 2053-09-01      | 5.0000%  | 0.0000% | $417658.25         | $420187.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1767 | 2052-11-01      | 5.5000%  | 0.0000% | $79275.64          | $80971.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1684 | 2052-11-01      | 5.5000%  | 0.0000% | $233535.83         | $240836.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW9765 | 2053-06-01      | 5.5000%  | 0.0000% | $74.90             | $76.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  | 0.0000% | $80.39             | $81.39             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW8761 | 2052-10-01      | 5.5000%  | 0.0000% | $93375.27          | $97529.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB1918 | 2054-09-01      | 5.0000%  | 0.0000% | $115892.79         | $116275.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1696 | 2054-06-01      | 6.5000%  | 0.0000% | $93494.53          | $98356.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8787 | 2051-10-01      | 2.5000%  | 0.0000% | $138529.50         | $120303.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0818 | 2054-04-01      | 5.5000%  | 0.0000% | $839853.05         | $855249.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA5879 | 2053-12-01      | 7.0000%  | 0.0000% | $89.48             | $94.91             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4936 | 2053-10-01      | 7.0000%  | 0.0000% | $91.10             | $97.48             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4116 | 2053-12-01      | 7.0000%  | 0.0000% | $75.60             | $80.65             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  | 0.0000% | $59308.43          | $58057.02          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  | 0.0000% | $14.02             | $12.99             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | 0.0000% | $6352.80           | $6273.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  | 0.0000% | $34.10             | $31.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | 0.0000% | $1395.31           | $1435.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM6687 | 2048-05-01      | 3.5000%  | 0.0000% | $96445.49          | $91070.29          | Agency Mortgage-Backed Securities |
| FMAC FKAR 03.800 WAWA4844 | 2042-10-01      | 3.8000%  | 0.0000% | $98.69             | $88.29             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0892 | 2055-04-01      | 5.5000%  | 0.0000% | $112564.16         | $114918.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4469 | 2055-09-01      | 6.5000%  | 0.0000% | $99.35             | $104.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5689 | 2040-03-01      | 6.5000%  | 0.0000% | $439977.85         | $461517.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $3594.03           | $3665.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8942 | 2052-09-01      | 5.0000%  | 0.0000% | $331583.94         | $338311.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW4865 | 2053-04-01      | 4.5000%  | 0.0000% | $619004.59         | $610514.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW4881 | 2053-04-01      | 5.5000%  | 0.0000% | $304950.88         | $316406.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5274 | 2053-04-01      | 5.0000%  | 0.0000% | $67966.12          | $68334.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  | 0.0000% | $18.26             | $17.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $27.77             | $27.27             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3674 | 2048-03-01      | 3.5000%  | 0.0000% | $30.10             | $28.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  | 0.0000% | $20.51             | $20.15             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4468 | 2048-09-01      | 4.5000%  | 0.0000% | $186181.03         | $187464.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3288 | 2046-12-01      | 3.5000%  | 0.0000% | $417.00            | $398.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $3293.82           | $3296.57           | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAX8472 | 2044-11-01      | 6.1770%  | 0.0000% | $4949.77           | $5136.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAX6435 | 2030-01-01      | 3.0000%  | 0.0000% | $15.00             | $14.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX5308 | 2042-01-01      | 3.5000%  | 0.0000% | $10.61             | $10.20             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAW0354 | 2044-03-01      | 4.5000%  | 0.0000% | $8641.08           | $8566.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV8711 | 2029-03-01      | 3.5000%  | 0.0000% | $2989.50           | $2968.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAV6142 | 2044-01-01      | 4.5000%  | 0.0000% | $440717.83         | $444354.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT4192 | 2043-05-01      | 3.5000%  | 0.0000% | $755364.89         | $724360.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT3060 | 2043-04-01      | 3.0000%  | 0.0000% | $191168.64         | $178534.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQAT2404 | 2033-05-01      | 3.0000%  | 0.0000% | $15143.65          | $14710.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2021 | 2043-04-01      | 3.5000%  | 0.0000% | $56789.12          | $54528.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  | 0.0000% | $16.22             | $15.47             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT0966 | 2043-04-01      | 3.0000%  | 0.0000% | $777494.38         | $725600.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS9519 | 2032-04-01      | 3.5000%  | 0.0000% | $8786.92           | $8733.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  | 0.0000% | $111260.59         | $114757.07         | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.370 WNWN1644 | 2035-06-01      | 4.3700%  | 0.0000% | $645725.15         | $644262.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1782 | 2045-11-01      | 5.0000%  | 0.0000% | $106155.16         | $107765.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6380 | 2055-12-01      | 5.5000%  | 0.0000% | $99.50             | $101.85            | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1244 G        | 2055-12-01      | 5.5680%  | 0.0000% | $99.50             | $101.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6336 | 2055-12-01      | 6.0000%  | 0.0000% | $99.50             | $104.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA3623 | 2052-06-01      | 2.0000%  | 0.0000% | $610924.73         | $499777.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4857 | 2055-11-01      | 6.0000%  | 0.0000% | $495804.92         | $513404.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6400 | 2055-12-01      | 5.5000%  | 0.0000% | $99.50             | $101.75            | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1226 G        | 2055-11-01      | 5.7050%  | 0.0000% | $100.30            | $102.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF2863 | 2055-11-01      | 4.5000%  | 0.0000% | $99.50             | $97.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5415 | 2055-11-01      | 6.0000%  | 0.0000% | $99.50             | $103.48            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3132 | 2032-03-01      | 4.8400%  | 0.0000% | $291391.90         | $303060.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  | 0.0000% | $88109.08          | $88182.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  | 0.0000% | $18.10             | $18.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1448 | 2052-06-01      | 5.0000%  | 0.0000% | $803498.66         | $810681.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1330 | 2052-11-01      | 5.0000%  | 0.0000% | $74.82             | $75.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  | 0.0000% | $79.32             | $76.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9944 | 2052-06-01      | 3.5000%  | 0.0000% | $5345.40           | $5001.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV9909 | 2052-06-01      | 4.5000%  | 0.0000% | $220190.59         | $219506.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9890 | 2052-05-01      | 3.5000%  | 0.0000% | $538939.90         | $505628.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV1659 | 2055-05-01      | 5.5000%  | 0.0000% | $142158.67         | $144957.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  | 0.0000% | $76.83             | $66.86             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6701 | 2051-12-01      | 2.5000%  | 0.0000% | $70.66             | $61.38             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBU4772 | 2054-06-01      | 7.0000%  | 0.0000% | $81.15             | $86.97             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3128 | 2053-06-01      | 5.0000%  | 0.0000% | $84.25             | $85.20             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  | 0.0000% | $1340.45           | $1170.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD3580 | 2052-04-01      | 2.0000%  | 0.0000% | $83.13             | $68.99             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $1358.14           | $1373.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $76.84             | $79.35             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2334 | 2053-02-01      | 5.0000%  | 0.0000% | $57773.00          | $58309.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  | 0.0000% | $13552.92          | $12304.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2081 | 2052-12-01      | 5.0000%  | 0.0000% | $76.98             | $78.13             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $75.39             | $75.15             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  | 0.0000% | $1073.03           | $1068.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1382 | 2052-08-01      | 4.0000%  | 0.0000% | $27362.90          | $26358.02          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  | 0.0000% | $47175.94          | $42822.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CT929229 | 2028-03-01      | 5.0000%  | 0.0000% | $2982.66           | $3007.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1509 | 2055-11-01      | 5.0000%  | 0.0000% | $101.82            | $103.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2585 | 2052-09-01      | 4.5000%  | 0.0000% | $72.71             | $72.48             | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4483 | 2032-07-01      | 4.7000%  | 0.0000% | $101.89            | $105.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | 0.0000% | $16.58             | $15.67             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $36.25             | $35.37             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  | 0.0000% | $728887.44         | $712327.12         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5426 | 2035-11-01      | 4.4800%  | 0.0000% | $101.89            | $102.77            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4674 | 2030-08-01      | 4.2300%  | 0.0000% | $1078480.50        | $1092028.91        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4543 | 2030-08-01      | 4.5700%  | 0.0000% | $2005920.00        | $2060173.12        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4064 | 2032-06-01      | 4.6300%  | 0.0000% | $4140926.82        | $4260092.34        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3843 | 2032-08-01      | 4.6500%  | 0.0000% | $615989.58         | $635368.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  | 0.0000% | $25.63             | $23.54             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4740 | 2047-10-01      | 4.0000%  | 0.0000% | $12.54             | $12.20             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1846 | 2052-10-01      | 4.5000%  | 0.0000% | $77.29             | $76.40             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $77.48             | $81.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8295 | 2046-11-01      | 3.0000%  | 0.0000% | $133506.13         | $123518.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6672 | 2053-07-01      | 5.0000%  | 0.0000% | $74094.52          | $74907.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $41.25             | $38.02             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  | 0.0000% | $40.30             | $37.49             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBE3772 | 2047-07-01      | 4.5000%  | 0.0000% | $514038.20         | $515295.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBE0506 | 2031-10-01      | 2.5000%  | 0.0000% | $15.31             | $14.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE0084 | 2046-12-01      | 3.0000%  | 0.0000% | $30.40             | $28.13             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD7043 | 2047-03-01      | 4.0000%  | 0.0000% | $15737.56          | $15359.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4786 | 2045-04-01      | 3.0000%  | 0.0000% | $6779.43           | $6296.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4009 | 2039-12-01      | 3.5000%  | 0.0000% | $7.39              | $7.18              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $14.42             | $13.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS0024 | 2043-07-01      | 3.5000%  | 0.0000% | $7580.84           | $7261.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH8528 | 2047-12-01      | 3.5000%  | 0.0000% | $23254.36          | $21953.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | 0.0000% | $50.81             | $46.28             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZT0936 | 2043-09-01      | 3.0000%  | 0.0000% | $11.74             | $11.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  | 0.0000% | $13.23             | $12.43             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH4128 | 2053-11-01      | 7.0000%  | 0.0000% | $858878.76         | $918399.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1456 | 2048-12-01      | 3.0000%  | 0.0000% | $71.52             | $65.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBU3967 | 2038-05-01      | 4.5000%  | 0.0000% | $65.26             | $65.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU3953 | 2053-03-01      | 6.0000%  | 0.0000% | $361437.46         | $374054.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU3117 | 2051-11-01      | 3.0000%  | 0.0000% | $442535.70         | $399011.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  | 0.0000% | $227145.50         | $228333.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7705 | 2054-11-01      | 5.0000%  | 0.0000% | $94.03             | $94.53             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  | 0.0000% | $238.83            | $247.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2855 | 2054-09-01      | 6.5000%  | 0.0000% | $123240.25         | $131105.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1785 | 2054-07-01      | 7.0000%  | 0.0000% | $82166.27          | $87993.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0742 | 2054-08-01      | 6.5000%  | 0.0000% | $79.75             | $83.20             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ0160 | 2054-07-01      | 4.5000%  | 0.0000% | $97.31             | $95.70             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  | 0.0000% | $383534.81         | $390701.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  | 0.0000% | $96.90             | $95.31             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | 0.0000% | $277.78            | $296.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5868 | 2053-11-01      | 6.5000%  | 0.0000% | $192473.17         | $205247.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH4725 | 2053-11-01      | 7.0000%  | 0.0000% | $141802.00         | $152035.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH4699 | 2053-11-01      | 6.0000%  | 0.0000% | $81.17             | $84.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $2585.87           | $2456.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA2908 | 2045-11-01      | 4.0000%  | 0.0000% | $2675.85           | $2615.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ8516 | 2045-09-01      | 4.0000%  | 0.0000% | $183170.82         | $179949.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $83.83             | $82.70             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $2796.61           | $2601.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $1398.70           | $1251.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $397245.89         | $355620.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $73.61             | $63.35             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBY6060 | 2053-08-01      | 5.0500%  | 0.0000% | $201076.36         | $204878.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U4BF0316 | 2052-07-01      | 4.0000%  | 0.0000% | $36.70             | $35.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC2016 | 2054-09-01      | 5.0000%  | 0.0000% | $92212.51          | $92511.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | 0.0000% | $71.83             | $73.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  | 0.0000% | $18.41             | $19.28             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX JUBM1537 | 2051-04-01      | 6.3290%  | 0.0000% | $14.31             | $15.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1419 | 2053-05-01      | 4.0000%  | 0.0000% | $94.44             | $92.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  | 0.0000% | $3465.28           | $3157.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  | 0.0000% | $12.46             | $11.94             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  | 0.0000% | $192838.99         | $196846.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $638061.17         | $656826.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2043 | 2048-12-01      | 4.5000%  | 0.0000% | $71110.07          | $71283.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH1248 | 2053-09-01      | 6.5000%  | 0.0000% | $283469.69         | $301128.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA1878 | 2049-12-01      | 3.5000%  | 0.0000% | $16.79             | $15.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7782 | 2053-03-01      | 5.5000%  | 0.0000% | $328345.12         | $335211.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR5259 | 2043-02-01      | 3.0000%  | 0.0000% | $111317.99         | $103891.19         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ2356 | 2034-11-01      | 4.6100%  | 0.0000% | $431531.50         | $440687.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD6918 | 2054-11-01      | 6.5000%  | 0.0000% | $79.88             | $84.48             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQAY1959 | 2035-03-01      | 3.0000%  | 0.0000% | $38075.39          | $36309.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7489 | 2048-07-01      | 4.5000%  | 0.0000% | $224811.09         | $226305.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $3280.32           | $3158.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $9384.98           | $9102.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CVAL8047 | 2030-11-01      | 3.5000%  | 0.0000% | $20.59             | $20.48             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $64090.36          | $53349.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  | 0.0000% | $19.20             | $18.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK5856 | 2042-04-01      | 4.0000%  | 0.0000% | $2663.44           | $2629.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  | 0.0000% | $72.01             | $74.46             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  | 0.0000% | $18427.94          | $18463.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA0582 | 2053-09-01      | 6.5000%  | 0.0000% | $86359.68          | $90454.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP0048 | 2042-07-01      | 3.5000%  | 0.0000% | $36001.35          | $34828.46          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0041 | 2047-04-01      | 3.5000%  | 0.0000% | $30.14             | $28.33             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  | 0.0000% | $63.63             | $52.69             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8948 | 2052-09-01      | 5.0000%  | 0.0000% | $337930.82         | $343501.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  | 0.0000% | $42.41             | $38.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB3205 | 2037-03-01      | 2.5000%  | 0.0000% | $311.11            | $295.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2130 | 2042-08-01      | 3.5000%  | 0.0000% | $857125.72         | $823012.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2250 | 2042-08-01      | 3.5000%  | 0.0000% | $441228.46         | $423666.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $8008.53           | $8168.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH4200 | 2053-11-01      | 7.0000%  | 0.0000% | $95479.27          | $102227.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $638.25            | $571.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  | 0.0000% | $71.67             | $59.03             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9129 | 2054-07-01      | 6.5000%  | 0.0000% | $63.01             | $67.11             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  | 0.0000% | $68.05             | $58.77             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  | 0.0000% | $83.18             | $89.01             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  | 0.0000% | $87.27             | $88.76             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7097 | 2053-07-01      | 6.0000%  | 0.0000% | $39203.03          | $41025.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $70.31             | $69.89             | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0447 | 2034-02-01      | 4.4050%  | 0.0000% | $1031017.41        | $1042486.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1056 | 2048-01-01      | 4.0000%  | 0.0000% | $14.08             | $13.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBQ0162 | 2035-03-01      | 2.0000%  | 0.0000% | $10629.99          | $9910.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  | 0.0000% | $63.21             | $52.51             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9298 | 2053-06-01      | 5.5000%  | 0.0000% | $87.87             | $89.67             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8099 | 2050-10-01      | 2.5000%  | 0.0000% | $17274.59          | $14887.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  | 0.0000% | $42186.44          | $40200.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV3211 | 2052-03-01      | 3.0000%  | 0.0000% | $1204.33           | $1094.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6399 | 2053-08-01      | 5.5000%  | 0.0000% | $549885.21         | $563834.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | 0.0000% | $80.98             | $84.70             | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0831 | 2034-04-01      | 4.7300%  | 0.0000% | $99.50             | $102.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8650 | 2055-09-01      | 5.5000%  | 0.0000% | $121122.62         | $123982.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE2117 | 2055-07-01      | 5.0000%  | 0.0000% | $98.95             | $99.93             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  | 0.0000% | $90.08             | $91.73             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  | 0.0000% | $96.45             | $99.06             | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.600 WNWN4084 | 2035-07-01      | 4.6000%  | 0.0000% | $101.89            | $103.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM3056 | 2047-04-01      | 3.5000%  | 0.0000% | $4492.86           | $4261.67           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL4012 | 2042-10-01      | 3.5000%  | 0.0000% | $591065.34         | $566686.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL3304 | 2042-07-01      | 3.5000%  | 0.0000% | $30.62             | $29.34             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZK6541 | 2029-03-01      | 3.5000%  | 0.0000% | $6.13              | $6.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4424 | 2052-07-01      | 5.5000%  | 0.0000% | $97221.55          | $101007.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  | 0.0000% | $33586.94          | $32004.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  | 0.0000% | $14.42             | $14.12             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8318 | 2046-11-01      | 3.0000%  | 0.0000% | $53338.81          | $48984.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  | 0.0000% | $31272.80          | $28720.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY0017 | 2053-04-01      | 6.0000%  | 0.0000% | $381227.97         | $393177.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX8149 | 2053-05-01      | 6.0000%  | 0.0000% | $84868.09          | $88969.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3681 | 2052-12-01      | 6.5000%  | 0.0000% | $90720.45          | $96291.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3907 | 2052-08-01      | 5.0000%  | 0.0000% | $740549.33         | $745048.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ4763 | 2045-10-01      | 4.0000%  | 0.0000% | $128444.26         | $125561.84         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBO8856 | 2049-11-01      | 2.9710%  | 0.0000% | $2900.44           | $2806.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  | 0.0000% | $2609.41           | $2715.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  | 0.0000% | $142099.34         | $132085.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6560 | 2053-01-01      | 5.5000%  | 0.0000% | $76.20             | $78.46             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU1691 | 2043-08-01      | 3.0000%  | 0.0000% | $292110.11         | $272614.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  | 0.0000% | $22191.74          | $21165.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6536 | 2046-01-01      | 3.5000%  | 0.0000% | $5937.62           | $5651.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAV5021 | 2044-02-01      | 3.5000%  | 0.0000% | $107785.22         | $102980.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ3596 | 2054-09-01      | 6.0000%  | 0.0000% | $75.06             | $78.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3616 | 2052-05-01      | 4.0000%  | 0.0000% | $77.33             | $74.78             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ8429 | 2050-12-01      | 2.0000%  | 0.0000% | $134742.91         | $112957.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3853 | 2053-08-01      | 5.5000%  | 0.0000% | $78.87             | $80.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW2074 | 2029-04-01      | 3.5000%  | 0.0000% | $7526.82           | $7467.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $19.03             | $17.48             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  | 0.0000% | $127797.98         | $117762.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS8154 | 2046-10-01      | 4.5000%  | 0.0000% | $6.15              | $6.19              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  | 0.0000% | $18.20             | $16.72             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7982 | 2046-09-01      | 3.0000%  | 0.0000% | $531205.10         | $487846.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS7067 | 2031-04-01      | 3.5000%  | 0.0000% | $10.23             | $10.18             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAS6537 | 2031-01-01      | 2.5000%  | 0.0000% | $10.18             | $9.89              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6520 | 2046-01-01      | 3.5000%  | 0.0000% | $30838.30          | $29371.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5820 | 2045-09-01      | 3.5000%  | 0.0000% | $628437.40         | $599508.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  | 0.0000% | $845983.35         | $809557.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  | 0.0000% | $2717.76           | $2506.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4794 | 2045-04-01      | 3.5000%  | 0.0000% | $700931.08         | $669250.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0903 | 2053-04-01      | 5.5000%  | 0.0000% | $3712.91           | $3797.13           | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBY0346 | 2053-06-01      | 4.4710%  | 0.0000% | $95.60             | $95.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  | 0.0000% | $99.12             | $105.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ6441 | 2055-10-01      | 4.5000%  | 0.0000% | $208744.42         | $206680.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF1741 | 2050-10-01      | 4.5000%  | 0.0000% | $117677.54         | $116115.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7709 | 2055-06-01      | 6.5000%  | 0.0000% | $142676.40         | $148846.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC5706 | 2054-11-01      | 4.5000%  | 0.0000% | $337950.45         | $333545.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8570 | 2055-01-01      | 5.5000%  | 0.0000% | $242080.87         | $249523.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CISB8375 | 2040-02-01      | 6.5000%  | 0.0000% | $69.40             | $72.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA4030 | 2049-08-01      | 4.0000%  | 0.0000% | $11.74             | $11.41             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $77.87             | $73.00             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5549 | 2050-04-01      | 3.0000%  | 0.0000% | $83659.08          | $75999.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  | 0.0000% | $24862.94          | $25137.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  | 0.0000% | $96.12             | $97.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8432 | 2055-06-01      | 5.5000%  | 0.0000% | $266613.51         | $275476.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $72.58             | $65.88             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS5623 | 2030-08-01      | 3.0000%  | 0.0000% | $9.76              | $9.61              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1185 | 2054-10-01      | 6.0000%  | 0.0000% | $96.80             | $100.40            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4989 | 2030-10-01      | 4.2950%  | 0.0000% | $100.30            | $101.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG5435 | 2053-06-01      | 5.0000%  | 0.0000% | $87.97             | $88.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  | 0.0000% | $342770.06         | $354092.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD1735 | 2055-02-01      | 5.0000%  | 0.0000% | $170317.25         | $173587.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $189.36            | $187.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKBM5598 | 2043-02-01      | 3.0000%  | 0.0000% | $15.90             | $14.76             | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBL3399 | 2029-08-01      | 2.5600%  | 0.0000% | $93.33             | $89.19             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | 0.0000% | $14016.36          | $13274.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4238 | 2055-07-01      | 7.0000%  | 0.0000% | $99.02             | $105.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  | 0.0000% | $66.12             | $54.48             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4253 | 2053-11-01      | 6.5000%  | 0.0000% | $191742.91         | $203953.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $54.71             | $47.20             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  | 0.0000% | $152722.04         | $157797.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7565 | 2053-09-01      | 5.5000%  | 0.0000% | $157.35            | $162.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | 0.0000% | $19.57             | $18.41             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7270 | 2054-12-01      | 6.0000%  | 0.0000% | $91.99             | $95.15             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $10.46             | $10.14             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $10.65             | $10.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7306 | 2046-06-01      | 3.0000%  | 0.0000% | $985500.01         | $905261.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5080 | 2052-07-01      | 5.0000%  | 0.0000% | $68.09             | $68.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 U6BM7360 | 2057-02-01      | 3.0000%  | 0.0000% | $89.48             | $79.28             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI0818 | 2054-02-01      | 7.0000%  | 0.0000% | $68991.67          | $73693.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9676 | 2047-05-01      | 4.0000%  | 0.0000% | $394833.68         | $385357.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA2734 | 2033-11-01      | 3.0000%  | 0.0000% | $20445.85          | $19867.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  | 0.0000% | $168947.72         | $152444.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1795 | 2054-11-01      | 5.5000%  | 0.0000% | $98.29             | $100.68            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBX4857 | 2053-05-01      | 4.4190%  | 0.0000% | $222992.08         | $223086.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2092 | 2048-07-01      | 4.5000%  | 0.0000% | $336.05            | $336.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $85.31             | $89.41             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  | 0.0000% | $85.27             | $72.96             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  | 0.0000% | $79.23             | $76.69             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6508 | 2051-12-01      | 2.0000%  | 0.0000% | $76.51             | $63.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  | 0.0000% | $142021.04         | $142472.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | 0.0000% | $163.76            | $152.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4698 | 2054-01-01      | 6.0000%  | 0.0000% | $84.85             | $87.93             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI2907 | 2054-04-01      | 6.0000%  | 0.0000% | $913871.34         | $952763.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI3505 | 2054-04-01      | 6.5000%  | 0.0000% | $81.14             | $85.94             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL787216 | 2034-07-01      | 5.5000%  | 0.0000% | $12.20             | $12.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL735036 | 2034-12-01      | 5.5000%  | 0.0000% | $11936.00          | $12375.36          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782294 X     | 2038-03-15      | 5.5000%  | 0.0000% | $0.92              | $0.97              | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  | 0.0000% | $32.78             | $31.44             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  | 0.0000% | $10.20             | $9.52              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6113 | 2053-01-01      | 6.0000%  | 0.0000% | $11066.48          | $11472.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD6331 | 2055-04-01      | 5.0000%  | 0.0000% | $286465.42         | $288342.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMB0295 | 2055-01-01      | 4.5000%  | 0.0000% | $40615.26          | $39944.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7867 | 2055-01-01      | 6.0000%  | 0.0000% | $124193.14         | $130153.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5315 | 2054-12-01      | 5.0000%  | 0.0000% | $89.90             | $90.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  | 0.0000% | $97488.04          | $99541.92          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  | 0.0000% | $98.88             | $100.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | 0.0000% | $43.33             | $40.63             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0119 | 2049-08-01      | 3.5000%  | 0.0000% | $1509.46           | $1418.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  | 0.0000% | $88839.17          | $92688.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1905 | 2048-06-01      | 4.5000%  | 0.0000% | $32.33             | $32.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  | 0.0000% | $19456.28          | $17406.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5897 | 2048-05-01      | 3.5000%  | 0.0000% | $25275.76          | $23890.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4343 | 2048-05-01      | 4.5000%  | 0.0000% | $374.81            | $375.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4763 | 2048-04-01      | 3.5000%  | 0.0000% | $12.81             | $12.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8074 | 2046-10-01      | 3.0000%  | 0.0000% | $3736.81           | $3431.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL9378 | 2031-09-01      | 3.0000%  | 0.0000% | $4873.99           | $4799.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  | 0.0000% | $6629.16           | $5461.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  | 0.0000% | $27.53             | $27.65             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7739 | 2054-06-01      | 6.0000%  | 0.0000% | $87.78             | $90.81             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH6849 | 2053-12-01      | 7.0000%  | 0.0000% | $64.95             | $69.58             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $76.59             | $74.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3033 | 2055-06-01      | 6.5000%  | 0.0000% | $129350.19         | $136061.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7312 | 2052-08-01      | 4.5000%  | 0.0000% | $388370.49         | $383885.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2632 | 2047-02-01      | 3.5000%  | 0.0000% | $34.93             | $32.82             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ1155 | 2054-08-01      | 4.5000%  | 0.0000% | $95.50             | $93.98             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I3BF0292 | 2048-05-01      | 3.0000%  | 0.0000% | $16630.74          | $15192.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6943 | 2050-09-01      | 2.0000%  | 0.0000% | $62.70             | $51.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX8367 | 2044-11-01      | 4.0000%  | 0.0000% | $11.86             | $11.66             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $82.66             | $84.27             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  | 0.0000% | $12047.58          | $11824.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ1092 | 2050-08-01      | 3.0000%  | 0.0000% | $45.43             | $41.24             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $86.11             | $80.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7311 | 2055-06-01      | 5.5000%  | 0.0000% | $103743.05         | $107227.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDD7992 | 2055-04-01      | 4.5000%  | 0.0000% | $191150.48         | $188956.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  | 0.0000% | $11951.58          | $12165.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  | 0.0000% | $74.86             | $78.14             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3771 | 2052-03-01      | 2.5000%  | 0.0000% | $86.28             | $74.55             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3747 | 2053-09-01      | 5.0000%  | 0.0000% | $719749.46         | $728372.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3737 | 2053-09-01      | 6.0000%  | 0.0000% | $79.22             | $82.17             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3676 | 2053-08-01      | 6.0000%  | 0.0000% | $100064.28         | $105324.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $1564.80           | $1591.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $4674.43           | $4807.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $1485.87           | $1512.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $83.77             | $85.27             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | 0.0000% | $86.60             | $87.08             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1029.41           | $1050.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  | 0.0000% | $97060.89          | $100194.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $913.57            | $931.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $81.80             | $82.38             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1682 | 2055-10-01      | 5.5000%  | 0.0000% | $99.34             | $101.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0231 | 2055-10-01      | 5.5000%  | 0.0000% | $99.54             | $102.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0890 | 2055-11-01      | 6.5000%  | 0.0000% | $140359.48         | $146574.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0809 | 2055-10-01      | 5.5000%  | 0.0000% | $15200.07          | $15529.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9930 | 2055-09-01      | 6.0000%  | 0.0000% | $727961.61         | $760154.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9794 | 2055-09-01      | 6.0000%  | 0.0000% | $544709.14         | $564199.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  | 0.0000% | $540011.00         | $542585.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  | 0.0000% | $3354.45           | $3453.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1125 | 2055-10-01      | 5.5000%  | 0.0000% | $122907.24         | $125954.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD5514 | 2053-07-01      | 4.5000%  | 0.0000% | $8299.04           | $8294.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD5125 | 2054-04-01      | 7.0000%  | 0.0000% | $331353.60         | $354781.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  | 0.0000% | $90.13             | $83.77             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5290 | 2054-05-01      | 5.5000%  | 0.0000% | $87.41             | $89.67             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $16250.12          | $16923.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3132 | 2052-01-01      | 2.5000%  | 0.0000% | $224275.76         | $197679.12         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782350 X     | 2038-06-15      | 5.5000%  | 0.0000% | $0.61              | $0.64              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782244 X     | 2037-12-15      | 6.0000%  | 0.0000% | $0.67              | $0.70              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782011 X     | 2035-12-15      | 5.0000%  | 0.0000% | $2.08              | $2.11              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA0488 | 2055-12-01      | 4.5000%  | 0.0000% | $99.50             | $98.14             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0387 | 2055-12-01      | 5.5000%  | 0.0000% | $99.50             | $101.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0158 | 2055-12-01      | 5.5000%  | 0.0000% | $99.50             | $101.76            | Agency Mortgage-Backed Securities |
| FMAC FMAR 8B0498 G        | 2055-10-01      | 5.2840%  | 0.0000% | $99.32             | $101.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  | 0.0000% | $84.61             | $86.20             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  | 0.0000% | $90.74             | $93.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1852 | 2055-06-01      | 6.0000%  | 0.0000% | $280589.38         | $293072.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1640 | 2055-06-01      | 6.5000%  | 0.0000% | $180530.63         | $191994.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1559 | 2055-07-01      | 5.5000%  | 0.0000% | $103.10            | $105.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1012 | 2055-06-01      | 5.5000%  | 0.0000% | $29700.83          | $30282.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD9459 | 2055-05-01      | 7.0000%  | 0.0000% | $114556.11         | $122266.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9320 | 2055-05-01      | 6.5000%  | 0.0000% | $103313.36         | $108244.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9296 | 2055-04-01      | 6.0000%  | 0.0000% | $78513.02          | $80781.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8849 | 2055-08-01      | 6.5000%  | 0.0000% | $99.23             | $106.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  | 0.0000% | $100.82            | $102.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8103 | 2055-04-01      | 5.5000%  | 0.0000% | $99958.68          | $103281.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7565 | 2055-04-01      | 6.5000%  | 0.0000% | $155887.08         | $164317.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  | 0.0000% | $94.18             | $88.44             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  | 0.0000% | $96.44             | $79.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1156 | 2054-07-01      | 6.5000%  | 0.0000% | $904450.99         | $957477.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1722 | 2051-11-01      | 3.0000%  | 0.0000% | $1101075.50        | $998809.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0565 | 2054-06-01      | 6.0000%  | 0.0000% | $82.30             | $85.02             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1151 | 2051-01-01      | 2.5000%  | 0.0000% | $79.23             | $67.99             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | 0.0000% | $49691.50          | $48058.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0952 | 2052-04-01      | 3.0000%  | 0.0000% | $77.16             | $69.73             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  | 0.0000% | $76.82             | $78.02             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  | 0.0000% | $935601.43         | $815858.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  | 0.0000% | $124305.32         | $123668.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0734 | 2051-10-01      | 3.0000%  | 0.0000% | $1228.64           | $1116.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0662 | 2051-07-01      | 3.0000%  | 0.0000% | $66.77             | $60.58             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBN7758 | 2049-09-01      | 3.0000%  | 0.0000% | $142192.25         | $129176.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $22168.66          | $21162.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0516 | 2054-06-01      | 7.5000%  | 0.0000% | $53531.67          | $57105.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8623 | 2054-05-01      | 5.5000%  | 0.0000% | $105418.82         | $108428.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4576 | 2045-03-01      | 3.5000%  | 0.0000% | $803195.35         | $766804.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $92770.17          | $95591.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $82.07             | $81.81             | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS2372 | 2031-06-01      | 1.9800%  | 0.0000% | $97410.50          | $87181.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7162 | 2046-05-01      | 3.5000%  | 0.0000% | $219416.68         | $209914.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  | 0.0000% | $68.78             | $59.28             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q39181 G | 2046-03-01      | 4.0000%  | 0.0000% | $11.97             | $11.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICA9432 | 2036-03-01      | 2.0000%  | 0.0000% | $25605.96          | $23870.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD7538 | 2051-04-01      | 2.0000%  | 0.0000% | $63.98             | $53.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL9418 | 2031-08-01      | 3.5000%  | 0.0000% | $8.64              | $8.60              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8278 | 2053-03-01      | 5.5000%  | 0.0000% | $83.80             | $85.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ2109 | 2045-10-01      | 4.0000%  | 0.0000% | $24.86             | $24.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9389 | 2052-09-01      | 5.0000%  | 0.0000% | $168390.94         | $171011.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  | 0.0000% | $70.30             | $71.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  | 0.0000% | $19217.06          | $17233.65          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G15963 G | 2031-10-01      | 2.5000%  | 0.0000% | $13.48             | $13.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  | 0.0000% | $138218.61         | $114451.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4344 | 2048-06-01      | 4.5000%  | 0.0000% | $119825.08         | $120535.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLRA4338 | 2051-01-01      | 1.5000%  | 0.0000% | $1108115.39        | $867310.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC9078 | 2046-12-01      | 4.0000%  | 0.0000% | $46479.28          | $45364.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $1296.89           | $1282.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $82.88             | $68.13             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3470 | 2055-03-01      | 6.0000%  | 0.0000% | $25975.85          | $27081.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2170 | 2055-03-01      | 6.5000%  | 0.0000% | $77644.56          | $81183.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1646 | 2055-01-01      | 6.5000%  | 0.0000% | $122192.30         | $127940.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9671 | 2055-01-01      | 5.5000%  | 0.0000% | $91.72             | $93.79             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9610 | 2055-01-01      | 6.5000%  | 0.0000% | $68930.15          | $72086.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9101 | 2055-06-01      | 6.0000%  | 0.0000% | $131456.87         | $137440.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDC9063 | 2040-05-01      | 6.5000%  | 0.0000% | $96261.37          | $101000.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $79.12             | $81.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7808 | 2054-12-01      | 5.5000%  | 0.0000% | $88.31             | $91.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7456 | 2054-11-01      | 5.5000%  | 0.0000% | $347852.52         | $358546.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $39271.70          | $39476.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  | 0.0000% | $83.27             | $83.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | 0.0000% | $98.40             | $103.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5692 | 2054-10-01      | 6.5000%  | 0.0000% | $294534.46         | $308144.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5480 | 2054-11-01      | 5.0000%  | 0.0000% | $94351.00          | $94690.00          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS9727 | 2046-02-01      | 4.0000%  | 0.0000% | $11.95             | $11.67             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS7106 | 2030-02-01      | 3.5000%  | 0.0000% | $5.13              | $5.10              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  | 0.0000% | $12.52             | $11.82             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  | 0.0000% | $28887.36          | $28194.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $19.48             | $17.89             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS3194 | 2041-06-01      | 4.5000%  | 0.0000% | $4.46              | $4.52              | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65450 G | 2047-12-01      | 3.5000%  | 0.0000% | $7.86              | $7.35              | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  | 0.0000% | $79.40             | $74.26             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T65432 G | 2047-08-01      | 3.5000%  | 0.0000% | $13.42             | $12.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  | 0.0000% | $59018.78          | $60240.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  | 0.0000% | $68635.34          | $72672.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  | 0.0000% | $41.46             | $39.97             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0056 | 2048-01-01      | 3.5000%  | 0.0000% | $575.91            | $549.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0865 | 2052-02-01      | 3.5000%  | 0.0000% | $67.74             | $63.36             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  | 0.0000% | $16.46             | $15.62             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $11411.82          | $11148.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1540 | 2048-04-01      | 4.0000%  | 0.0000% | $24723.22          | $24152.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  | 0.0000% | $16.09             | $15.37             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA1422 | 2033-03-01      | 2.5000%  | 0.0000% | $11171.77          | $10714.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1668 | 2053-10-01      | 6.5000%  | 0.0000% | $76950.42          | $82109.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA0846 | 2053-11-01      | 5.5000%  | 0.0000% | $3670.11           | $3738.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL870628 | 2036-06-01      | 5.0000%  | 0.0000% | $2.78              | $2.86              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1421 | 2050-05-01      | 5.0000%  | 0.0000% | $763842.44         | $776597.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1968 | 2054-09-01      | 6.5000%  | 0.0000% | $77.03             | $82.44             | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1575 | 2034-10-01      | 4.5450%  | 0.0000% | $99.50             | $101.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM3176 | 2032-08-01      | 3.0000%  | 0.0000% | $17.78             | $17.45             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM3487 | 2031-06-01      | 3.5000%  | 0.0000% | $8636.43           | $8595.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $14.42             | $13.69             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.1940%  | 0.0000% | $22.54             | $23.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM1565 | 2047-04-01      | 3.0000%  | 0.0000% | $72187.00          | $66517.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  | 0.0000% | $18.75             | $18.80             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $19543.45          | $17032.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $10.53             | $10.27             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  | 0.0000% | $22.03             | $21.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $27.25             | $27.22             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  | 0.0000% | $87863.26          | $76545.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC4690 | 2051-08-01      | 2.5000%  | 0.0000% | $71.63             | $62.61             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC3242 | 2051-06-01      | 3.0000%  | 0.0000% | $60.56             | $55.16             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $73.12             | $59.82             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7172 | 2051-01-01      | 2.0000%  | 0.0000% | $68.08             | $55.86             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB6059 | 2050-12-01      | 2.0000%  | 0.0000% | $67.67             | $55.75             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB4948 | 2050-11-01      | 2.0000%  | 0.0000% | $65.67             | $54.11             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB2781 | 2050-09-01      | 2.5000%  | 0.0000% | $58.01             | $49.93             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA8518 | 2050-04-01      | 3.0000%  | 0.0000% | $22947.31          | $20832.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4289 | 2049-11-01      | 3.5000%  | 0.0000% | $754.60            | $718.38            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G61431 G | 2044-02-01      | 3.5000%  | 0.0000% | $654009.91         | $627417.87         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G60988 G | 2047-05-01      | 3.0000%  | 0.0000% | $26.50             | $24.38             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8642 | 2055-09-01      | 5.5000%  | 0.0000% | $122576.43         | $125471.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7936 | 2055-08-01      | 6.5000%  | 0.0000% | $114132.32         | $120309.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9500 | 2043-08-01      | 3.0000%  | 0.0000% | $76178.87          | $71096.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  | 0.0000% | $601650.49         | $574184.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  | 0.0000% | $3.03              | $2.99              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | 0.0000% | $9078.90           | $8928.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP8743 | 2042-10-01      | 3.5000%  | 0.0000% | $12.06             | $11.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP6591 | 2042-09-01      | 3.5000%  | 0.0000% | $453348.12         | $435866.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5673 | 2055-11-01      | 5.0000%  | 0.0000% | $99.50             | $99.83             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5622 | 2055-11-01      | 6.0000%  | 0.0000% | $268595.87         | $277827.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5445 | 2055-11-01      | 5.0000%  | 0.0000% | $99.50             | $100.30            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODF4901 | 2055-11-01      | 5.6920%  | 0.0000% | $99.50             | $102.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4856 | 2055-11-01      | 6.0000%  | 0.0000% | $705046.75         | $732456.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF4689 | 2055-11-01      | 4.5000%  | 0.0000% | $646958.55         | $636880.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  | 0.0000% | $99.42             | $104.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3079 | 2055-11-01      | 5.0000%  | 0.0000% | $298996.70         | $301550.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  | 0.0000% | $12.90             | $12.41             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAO9750 | 2042-08-01      | 3.0000%  | 0.0000% | $10.61             | $9.90              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8131 | 2042-08-01      | 3.5000%  | 0.0000% | $230299.48         | $220847.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7689 | 2042-07-01      | 3.5000%  | 0.0000% | $428121.73         | $410551.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO4151 | 2042-06-01      | 3.5000%  | 0.0000% | $8035.96           | $7726.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  | 0.0000% | $11.93             | $11.49             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO2977 | 2042-05-01      | 3.5000%  | 0.0000% | $7507.49           | $7227.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  | 0.0000% | $26.93             | $26.34             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX HYAN5478 | 2027-05-01      | 3.1200%  | 0.0000% | $822613.02         | $814567.87         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX HYAN3336 | 2026-11-01      | 2.2800%  | 0.0000% | $88252.17          | $86909.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL8387 | 2046-03-01      | 4.0000%  | 0.0000% | $8.74              | $8.55              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF2867 | 2055-11-01      | 5.0000%  | 0.0000% | $100.30            | $100.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2486 | 2055-10-01      | 6.0000%  | 0.0000% | $99.39             | $103.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAQ9950 | 2028-01-01      | 2.5000%  | 0.0000% | $4696.08           | $4626.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL7227 | 2030-08-01      | 3.0000%  | 0.0000% | $7.84              | $7.72              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  | 0.0000% | $7892.42           | $7930.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  | 0.0000% | $90.79             | $92.37             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC4977 | 2054-11-01      | 4.5000%  | 0.0000% | $216828.64         | $213968.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC4702 | 2054-09-01      | 7.0000%  | 0.0000% | $48442.81          | $51385.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0469 | 2053-09-01      | 6.5000%  | 0.0000% | $457166.01         | $485794.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $81.89             | $83.50             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  | 0.0000% | $2272.07           | $2359.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  | 0.0000% | $93.77             | $95.10             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7096 | 2054-11-01      | 5.0000%  | 0.0000% | $363970.78         | $366372.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $96.54             | $97.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  | 0.0000% | $98.23             | $98.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  | 0.0000% | $140720.08         | $146867.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4444 | 2054-10-01      | 6.0000%  | 0.0000% | $98.46             | $101.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2541 | 2054-09-01      | 6.5000%  | 0.0000% | $139221.43         | $148300.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2284 | 2054-10-01      | 5.5000%  | 0.0000% | $97.28             | $100.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2008 | 2054-09-01      | 6.5000%  | 0.0000% | $76.25             | $81.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  | 0.0000% | $506433.34         | $535152.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1614 | 2054-09-01      | 6.0000%  | 0.0000% | $128045.65         | $132375.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7008 | 2054-07-01      | 6.0000%  | 0.0000% | $94602.31          | $98160.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4843 | 2054-10-01      | 6.5000%  | 0.0000% | $98.55             | $103.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4131 | 2054-08-01      | 5.5000%  | 0.0000% | $735.30            | $748.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  | 0.0000% | $85.95             | $87.51             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2541 | 2054-08-01      | 6.0000%  | 0.0000% | $83918.01          | $86392.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB2307 | 2054-10-01      | 4.5000%  | 0.0000% | $165005.90         | $163125.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  | 0.0000% | $81.23             | $82.99             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6636 | 2054-10-01      | 5.5000%  | 0.0000% | $92.34             | $94.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $457395.04         | $468383.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  | 0.0000% | $74073.82          | $77380.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC3597 | 2051-06-01      | 2.0000%  | 0.0000% | $73.78             | $60.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | 0.0000% | $22.82             | $20.89             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $29.94             | $29.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0326 | 2045-12-01      | 3.5000%  | 0.0000% | $566543.35         | $539935.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $80.57             | $73.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA3370 | 2053-11-01      | 6.5000%  | 0.0000% | $186398.03         | $197703.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  | 0.0000% | $26.09             | $25.47             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $35419.60          | $30584.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $14.79             | $13.99             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $94.52             | $94.84             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI0588 | 2054-03-01      | 6.5000%  | 0.0000% | $981270.14         | $1040545.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7802 | 2045-04-01      | 3.0000%  | 0.0000% | $177335.71         | $164068.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0390 | 2050-04-01      | 3.0000%  | 0.0000% | $28.34             | $25.75             | Agency Mortgage-Backed Securities |

### Security 146: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0JZ0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1D0JZ0_4.09_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 788082 M      | 2049-01-20      | 3.5000%  | 0.0000% | $20369033.16       | $19186345.99       | Agency Mortgage-Backed Securities  |
| FMAC FHLMC REMIC SERIES K- | 2029-06-25      | 2.9030%  | 0.0000% | $12801672.70       | $12445955.82       | Agency Mortgage-Backed Securities  |
| USTR TINT 08/15/30         | 2030-08-15      | 0.0000%  | 0.0000% | $148648648.65      | $125056027.03      | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30         | 2030-02-15      | 0.0000%  | 0.0000% | $1092702.70        | $937692.99         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30         | 2030-05-15      | 0.0000%  | 0.0000% | $144961351.35      | $123206421.51      | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29         | 2029-05-15      | 0.0000%  | 0.0000% | $19232958.59       | $16993511.35       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28         | 2028-05-15      | 0.0000%  | 0.0000% | $12432.43          | $11399.52          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/32         | 2032-02-15      | 0.0000%  | 0.0000% | $9022432.43        | $7121757.79        | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26           | 2026-11-15      | 0.0000%  | 0.0000% | $133243.24         | $128633.03         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/35         | 2035-08-15      | 0.0000%  | 0.0000% | $40540.54          | $27082.09          | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32       | 2032-11-15      | 0.0000%  | 0.0000% | $189189.19         | $145805.84         | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34           | 2034-02-15      | 4.0000%  | 0.0000% | $2083729.73        | $2127869.47        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26       | 2026-02-15      | 0.0000%  | 0.0000% | $334324.32         | $331638.70         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29         | 2029-02-15      | 0.0000%  | 0.0000% | $37128027.03       | $33119054.05       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29         | 2029-11-15      | 0.0000%  | 0.0000% | $41891891.89       | $36309043.24       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32         | 2032-05-15      | 0.0000%  | 0.0000% | $13513621.62       | $10550516.84       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TPRN W 26       | 2026-03-31      | 0.0000%  | 0.0000% | $66756.76          | $65913.89          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27         | 2027-02-15      | 0.0000%  | 0.0000% | $1365405.41        | $1307676.06        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26         | 2026-05-15      | 0.0000%  | 0.0000% | $4227567.57        | $4155331.12        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31         | 2031-11-15      | 0.0000%  | 0.0000% | $1049459.46        | $837933.56         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30         | 2030-11-15      | 0.0000%  | 0.0000% | $101351351.35      | $84413817.57       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34         | 2034-02-15      | 0.0000%  | 0.0000% | $33855183.84       | $24384839.41       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33         | 2033-08-15      | 0.0000%  | 0.0000% | $8709729.73        | $6423835.03        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32         | 2032-08-15      | 0.0000%  | 0.0000% | $1303783.78        | $1006570.62        | U.S. Treasuries (including strips) |

### Security 147: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank Repo - 01dec25 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0KN5, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1D0KN5_4.09_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 2025-192 FA     | 2055-11-20      | 5.1828%  | 0.0000% | $4166666.67        | $4214090.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLBP9142 | 2050-07-01      | 5.0000%  | 0.0000% | $83083.50          | $84849.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWBM6665 | 2032-12-01      | 2.5000%  | 0.0000% | $41.55             | $40.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $57.40             | $56.44             | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  | 0.0000% | $130.92            | $118.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBK7439 | 2048-08-01      | 3.5000%  | 0.0000% | $4.76              | $4.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I4BF0606 | 2062-03-01      | 5.0000%  | 0.0000% | $120.84            | $122.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $7973081.58        | $7348876.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  | 0.0000% | $36.71             | $36.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2451 | 2047-01-01      | 3.5000%  | 0.0000% | $30.77             | $29.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBC6420 | 2031-04-01      | 2.5000%  | 0.0000% | $16.34             | $15.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6136 | 2051-10-01      | 2.5000%  | 0.0000% | $138.86            | $118.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $144.87            | $139.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $12928.98          | $13211.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0006 | 2051-04-01      | 2.5000%  | 0.0000% | $125.35            | $107.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH7815 | 2054-01-01      | 6.5000%  | 0.0000% | $101.75            | $107.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF8745 | 2053-03-01      | 6.5000%  | 0.0000% | $118.65            | $126.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  | 0.0000% | $128.98            | $131.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH6849 | 2053-12-01      | 7.0000%  | 0.0000% | $108.79            | $116.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  | 0.0000% | $675.66            | $592.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5906 | 2053-03-01      | 5.5000%  | 0.0000% | $131.04            | $133.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4569 | 2053-09-01      | 6.5000%  | 0.0000% | $93912.34          | $100010.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9838 | 2053-04-01      | 5.5000%  | 0.0000% | $126.31            | $129.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2351 | 2053-05-01      | 5.0000%  | 0.0000% | $134.59            | $135.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD2129 | 2051-11-01      | 2.0000%  | 0.0000% | $134.21            | $110.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3721 | 2053-07-01      | 5.0000%  | 0.0000% | $138.26            | $140.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3900 | 2053-08-01      | 5.5000%  | 0.0000% | $128.27            | $130.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1617 | 2055-08-01      | 6.0000%  | 0.0000% | $182298.79         | $187575.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8923 | 2054-11-01      | 5.0000%  | 0.0000% | $174185.07         | $175224.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9974 | 2055-10-01      | 6.0000%  | 0.0000% | $843528.18         | $880977.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9835 | 2055-09-01      | 7.0000%  | 0.0000% | $135.24            | $143.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7123 | 2053-09-01      | 6.0000%  | 0.0000% | $125.59            | $130.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $260.85            | $244.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4936 | 2053-10-01      | 7.0000%  | 0.0000% | $305.19            | $326.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  | 0.0000% | $21.24             | $19.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5624 | 2054-06-01      | 5.5000%  | 0.0000% | $33796.04          | $34461.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1883 | 2052-06-01      | 4.0000%  | 0.0000% | $159320.12         | $153181.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2449 | 2047-01-01      | 3.5000%  | 0.0000% | $2915865.06        | $2769007.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4402 | 2055-09-01      | 6.5000%  | 0.0000% | $166.54            | $174.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  | 0.0000% | $301710.80         | $302766.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6993 | 2054-12-01      | 5.0000%  | 0.0000% | $160.15            | $161.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  | 0.0000% | $167.13            | $166.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4441 | 2055-03-01      | 6.5000%  | 0.0000% | $119187.13         | $125498.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7383 | 2055-01-01      | 6.0000%  | 0.0000% | $55636.46          | $58050.52          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4969       | 2060-04-15      | 5.7500%  | 0.0000% | $165.84            | $176.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9327 | 2053-04-01      | 6.0000%  | 0.0000% | $1106216.45        | $1143164.09        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q56797 G | 2048-06-01      | 4.0000%  | 0.0000% | $14.75             | $14.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6818 | 2054-12-01      | 5.5000%  | 0.0000% | $163.79            | $167.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6168 | 2055-10-01      | 6.0000%  | 0.0000% | $166.53            | $173.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD5742 | 2055-06-01      | 7.0000%  | 0.0000% | $166.01            | $175.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0806 | 2055-10-01      | 5.5000%  | 0.0000% | $166.34            | $170.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7073 | 2054-04-01      | 6.0000%  | 0.0000% | $152.36            | $158.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1509 C     | 2055-11-20      | 6.0000%  | 0.0000% | $166.67            | $174.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9671 | 2055-09-01      | 6.0000%  | 0.0000% | $166.52            | $171.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  | 0.0000% | $840836.27         | $858069.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3876 | 2055-11-01      | 5.5000%  | 0.0000% | $471976.60         | $487498.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6358 | 2055-12-01      | 4.5000%  | 0.0000% | $400471.83         | $397520.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5581 | 2055-12-01      | 5.5000%  | 0.0000% | $476773.83         | $489376.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3494 C     | 2055-11-20      | 5.5000%  | 0.0000% | $4076933.17        | $4163727.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3100 | 2055-11-01      | 5.5000%  | 0.0000% | $179914.67         | $183854.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6313 | 2055-09-01      | 5.5000%  | 0.0000% | $941562.67         | $960100.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1438 | 2055-11-01      | 5.5000%  | 0.0000% | $1232106.21        | $1261873.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4812 | 2054-02-01      | 5.5000%  | 0.0000% | $144.10            | $147.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3205 | 2053-06-01      | 6.0000%  | 0.0000% | $112.91            | $116.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $129.27            | $128.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $2962.50           | $2849.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | 0.0000% | $35469.98          | $33066.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6704 | 2052-02-01      | 3.0000%  | 0.0000% | $117.93            | $106.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $793.51            | $710.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7194 | 2052-04-01      | 3.5000%  | 0.0000% | $32713.96          | $30571.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  | 0.0000% | $1240878.27        | $1270318.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD2932 | 2053-04-01      | 4.0000%  | 0.0000% | $25031.91          | $24139.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $4826.89           | $4797.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  | 0.0000% | $98231.47          | $97582.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1610 | 2052-09-01      | 4.5000%  | 0.0000% | $133.63            | $131.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1212 | 2049-06-01      | 3.5000%  | 0.0000% | $118.91            | $112.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2333 | 2055-11-01      | 5.0000%  | 0.0000% | $166.67            | $168.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2273 | 2055-09-01      | 6.5000%  | 0.0000% | $166.53            | $178.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1911 | 2055-11-01      | 5.5000%  | 0.0000% | $166.50            | $170.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1557 | 2055-10-01      | 6.0000%  | 0.0000% | $166.53            | $172.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1280 | 2055-10-01      | 6.0000%  | 0.0000% | $166.53            | $171.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0976 | 2055-10-01      | 5.5000%  | 0.0000% | $166.41            | $170.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0595 | 2055-09-01      | 5.5000%  | 0.0000% | $163.17            | $166.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0104 | 2055-09-01      | 6.0000%  | 0.0000% | $166.52            | $173.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9723 | 2055-09-01      | 6.0000%  | 0.0000% | $166.26            | $172.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9672 | 2055-10-01      | 6.5000%  | 0.0000% | $166.52            | $173.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9645 | 2055-09-01      | 6.5000%  | 0.0000% | $166.49            | $175.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  | 0.0000% | $154.83            | $159.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  | 0.0000% | $167.63            | $172.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  | 0.0000% | $766150.97         | $771962.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6583 | 2055-09-01      | 6.0000%  | 0.0000% | $165.52            | $172.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6506 | 2055-09-01      | 5.5000%  | 0.0000% | $166.08            | $169.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5765 | 2055-07-01      | 6.0000%  | 0.0000% | $187783.41         | $193986.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5764 | 2055-07-01      | 6.0000%  | 0.0000% | $249283.04         | $257822.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4303 | 2055-07-01      | 6.5000%  | 0.0000% | $292217.35         | $304879.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  | 0.0000% | $90.36             | $82.48             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8327 | 2039-09-01      | 5.0000%  | 0.0000% | $1541.25           | $1566.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8099 | 2036-04-01      | 2.5000%  | 0.0000% | $63.98             | $60.73             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744371 X     | 2041-09-15      | 4.0000%  | 0.0000% | $14.74             | $14.32             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005281 M     | 2042-01-20      | 4.5000%  | 0.0000% | $8.47              | $8.60              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004495 M     | 2039-07-20      | 4.5000%  | 0.0000% | $5.50              | $5.59              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AV7468 C     | 2046-09-20      | 3.5000%  | 0.0000% | $21.61             | $19.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1895 C     | 2055-11-20      | 5.5000%  | 0.0000% | $166.67            | $170.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0298 | 2035-01-01      | 2.5000%  | 0.0000% | $59838.09          | $57306.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0229 | 2035-01-01      | 2.5000%  | 0.0000% | $46.11             | $44.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLZT2391 | 2047-03-01      | 3.5000%  | 0.0000% | $127.36            | $121.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 ZLZT1257 | 2046-01-01      | 3.0000%  | 0.0000% | $106105.10         | $99126.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 ZLZT1220 | 2036-11-01      | 6.0000%  | 0.0000% | $4320.88           | $4533.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4759 | 2048-03-01      | 3.5000%  | 0.0000% | $20.74             | $19.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  | 0.0000% | $19.10             | $18.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4710 | 2047-03-01      | 4.5000%  | 0.0000% | $5453.31           | $5471.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4704 | 2047-02-01      | 3.5000%  | 0.0000% | $13206.63          | $12501.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  | 0.0000% | $13903.49          | $13233.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2394 | 2035-10-01      | 3.5000%  | 0.0000% | $4260.28           | $4177.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6978 | 2054-02-01      | 6.5000%  | 0.0000% | $116.13            | $121.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3596 | 2055-09-01      | 6.5000%  | 0.0000% | $166.30            | $174.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8093 | 2036-03-01      | 2.0000%  | 0.0000% | $87.03             | $80.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1792 C     | 2055-11-20      | 5.0000%  | 0.0000% | $166.67            | $168.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0443 C     | 2055-11-20      | 5.5000%  | 0.0000% | $166.67            | $171.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0202 C     | 2055-04-20      | 5.5000%  | 0.0000% | $161.82            | $165.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0095 C     | 2055-04-20      | 6.0000%  | 0.0000% | $160.09            | $165.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0683 M     | 2055-10-20      | 4.0000%  | 0.0000% | $170.06            | $162.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3706 C     | 2055-11-20      | 6.5000%  | 0.0000% | $166.67            | $172.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0302 C     | 2055-05-20      | 5.5000%  | 0.0000% | $162.07            | $165.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0468 C     | 2055-02-20      | 6.5000%  | 0.0000% | $154.17            | $162.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $119.05            | $110.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3172 | 2053-06-01      | 5.0000%  | 0.0000% | $155.35            | $157.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA3592 | 2050-09-01      | 3.5000%  | 0.0000% | $74.59             | $70.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1339 | 2049-09-01      | 3.0000%  | 0.0000% | $1316832.26        | $1199140.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ9628 | 2054-11-01      | 6.5000%  | 0.0000% | $982377.43         | $1038656.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9489 | 2054-11-01      | 5.5000%  | 0.0000% | $144.77            | $147.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ7744 | 2054-11-01      | 5.0000%  | 0.0000% | $1396068.49        | $1401317.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4957 | 2054-09-01      | 6.0000%  | 0.0000% | $164.01            | $170.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ3729 | 2054-09-01      | 5.5000%  | 0.0000% | $143.29            | $148.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3596 | 2054-09-01      | 6.0000%  | 0.0000% | $125.73            | $131.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  | 0.0000% | $161.44            | $164.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLRA4731 | 2051-03-01      | 1.5000%  | 0.0000% | $35825.60          | $28079.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $126.52            | $110.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $125.88            | $125.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $128.05            | $129.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $68044.35          | $67314.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $125.60            | $129.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3783 | 2052-06-01      | 4.0000%  | 0.0000% | $410713.66         | $397106.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB2448 | 2051-12-01      | 3.5000%  | 0.0000% | $115.08            | $106.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7743 | 2050-11-01      | 2.5000%  | 0.0000% | $118.72            | $101.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7517 | 2050-11-01      | 2.0000%  | 0.0000% | $109.36            | $91.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCA7425 | 2040-10-01      | 2.0000%  | 0.0000% | $77081.96          | $67858.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7363 | 2050-10-01      | 2.5000%  | 0.0000% | $104.95            | $90.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  | 0.0000% | $106.58            | $88.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4753 | 2053-11-01      | 7.0000%  | 0.0000% | $82.68             | $88.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2611 | 2053-10-01      | 6.0000%  | 0.0000% | $147.36            | $152.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQH1618 | 2053-09-01      | 4.5000%  | 0.0000% | $557741.77         | $552790.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH0103 | 2053-08-01      | 5.5000%  | 0.0000% | $125.09            | $127.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG7355 | 2053-07-01      | 4.5000%  | 0.0000% | $192565.75         | $190933.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG8025 | 2053-07-01      | 6.0000%  | 0.0000% | $107.35            | $111.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6274 | 2053-07-01      | 6.0000%  | 0.0000% | $118.46            | $122.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG4215 | 2053-06-01      | 6.0000%  | 0.0000% | $144.17            | $150.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM4936 | 2047-11-01      | 3.5000%  | 0.0000% | $29.95             | $28.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3998 | 2047-08-01      | 3.5000%  | 0.0000% | $294525.87         | $279553.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3603 | 2047-07-01      | 4.0000%  | 0.0000% | $139.78            | $136.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3304 | 2042-07-01      | 3.5000%  | 0.0000% | $90.47             | $86.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0921 | 2040-12-01      | 4.5000%  | 0.0000% | $7.94              | $8.06              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J32243 G | 2030-07-01      | 3.0000%  | 0.0000% | $19.56             | $19.27             | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC C91904 G | 2036-11-01      | 2.5000%  | 0.0000% | $63.57             | $59.85             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91606 G | 2033-03-01      | 3.0000%  | 0.0000% | $55723.40          | $54350.93          | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC G18700 G | 2033-07-01      | 2.5000%  | 0.0000% | $6333.86           | $6076.07           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18575 G | 2030-11-01      | 3.0000%  | 0.0000% | $4539.22           | $4469.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  | 0.0000% | $6913264.85        | $6030185.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  | 0.0000% | $101.85            | $86.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA6009 | 2050-05-01      | 3.5000%  | 0.0000% | $47.40             | $44.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA5939 | 2035-06-01      | 2.0000%  | 0.0000% | $131.68            | $124.04            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08622 G | 2045-01-01      | 3.0000%  | 0.0000% | $20.95             | $19.39             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $175.49            | $171.80            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G15290 G | 2030-02-01      | 3.5000%  | 0.0000% | $250.28            | $249.11            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC D98606 G | 2031-04-01      | 3.5000%  | 0.0000% | $10.50             | $10.39             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G30616 G | 2032-11-01      | 4.0000%  | 0.0000% | $10523.86          | $10540.17          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  | 0.0000% | $151.93            | $151.42            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $5.59              | $5.74              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $22.68             | $23.01             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $252.76            | $258.11            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $11.48             | $11.56             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $53.84             | $56.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE2117 | 2055-07-01      | 5.0000%  | 0.0000% | $331.48            | $334.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9875 | 2055-09-01      | 6.0000%  | 0.0000% | $157.52            | $165.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8977 | 2055-08-01      | 6.0000%  | 0.0000% | $166.52            | $172.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6353 | 2055-04-01      | 6.0000%  | 0.0000% | $165.56            | $170.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4013 | 2055-02-01      | 6.0000%  | 0.0000% | $126.35            | $130.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD3814 | 2055-03-01      | 4.5000%  | 0.0000% | $165.14            | $163.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0107 | 2055-02-01      | 6.5000%  | 0.0000% | $136.91            | $144.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9986 | 2055-01-01      | 5.5000%  | 0.0000% | $129621.62         | $131854.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC8548 | 2054-12-01      | 5.5000%  | 0.0000% | $59060.39          | $60081.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7668 | 2054-12-01      | 5.5000%  | 0.0000% | $177012.23         | $183052.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6979 | 2054-11-01      | 4.5000%  | 0.0000% | $268088.98         | $267369.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6043 | 2054-12-01      | 5.0000%  | 0.0000% | $317.59            | $321.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5985 | 2054-11-01      | 5.0000%  | 0.0000% | $164.43            | $166.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0588 | 2054-09-01      | 6.5000%  | 0.0000% | $236822.10         | $250731.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC0450 | 2054-10-01      | 5.0000%  | 0.0000% | $146.62            | $147.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7692 | 2054-08-01      | 6.0000%  | 0.0000% | $9554.72           | $9857.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8158 | 2051-06-01      | 3.5000%  | 0.0000% | $95480.43          | $89253.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $143895.00         | $130617.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | 0.0000% | $85.79             | $78.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  | 0.0000% | $66432.28          | $62379.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0532 | 2042-06-01      | 4.0000%  | 0.0000% | $15.95             | $15.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD1055 | 2055-02-01      | 5.0000%  | 0.0000% | $545532.73         | $548104.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8761 | 2055-09-01      | 5.5000%  | 0.0000% | $166.17            | $170.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ3218 | 2054-09-01      | 7.0000%  | 0.0000% | $146.29            | $155.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7115 | 2054-09-01      | 6.0000%  | 0.0000% | $149.22            | $155.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  | 0.0000% | $31057.74          | $31615.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDF1511 | 2055-10-01      | 4.0000%  | 0.0000% | $166.63            | $159.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $42534.83          | $43753.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6753 | 2054-12-01      | 5.5000%  | 0.0000% | $155.36            | $158.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIQO2657 | 2039-11-01      | 5.0000%  | 0.0000% | $175915.18         | $179421.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9647 | 2055-09-01      | 6.5000%  | 0.0000% | $166.54            | $174.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 ZLZT2490 | 2043-08-01      | 3.0000%  | 0.0000% | $168.19            | $156.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB5455 | 2050-11-01      | 2.0000%  | 0.0000% | $310766.15         | $254422.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $202683.22         | $182597.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4594 | 2047-10-01      | 3.5000%  | 0.0000% | $23014.16          | $21837.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG7932 | 2053-08-01      | 5.5000%  | 0.0000% | $156.71            | $162.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1664 | 2055-05-01      | 5.5000%  | 0.0000% | $156.21            | $161.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  | 0.0000% | $165.74            | $166.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBU5195 | 2039-11-01      | 5.0000%  | 0.0000% | $154.37            | $157.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  | 0.0000% | $147.47            | $152.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU3295 | 2051-10-01      | 2.5000%  | 0.0000% | $120.66            | $104.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5132 | 2053-12-01      | 6.5000%  | 0.0000% | $131.86            | $139.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4602 | 2053-11-01      | 7.0000%  | 0.0000% | $100.55            | $107.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1349 | 2053-09-01      | 6.5000%  | 0.0000% | $275610.42         | $291540.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | 0.0000% | $1.19              | $1.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735500 | 2035-05-01      | 5.5000%  | 0.0000% | $3.00              | $3.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  | 0.0000% | $60.89             | $57.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  | 0.0000% | $26.52             | $25.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0294 | 2055-01-01      | 4.0000%  | 0.0000% | $159.77            | $152.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO0306 | 2042-04-01      | 4.0000%  | 0.0000% | $54094.50          | $53399.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAL9022 | 2028-03-01      | 2.0000%  | 0.0000% | $9.33              | $9.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL5359 | 2044-05-01      | 4.0000%  | 0.0000% | $27.74             | $27.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  | 0.0000% | $6.23              | $6.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9198 | 2042-01-01      | 3.5000%  | 0.0000% | $11.38             | $10.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545189 | 2031-08-01      | 7.5000%  | 0.0000% | $446.95            | $463.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CT256856 | 2027-08-01      | 6.5000%  | 0.0000% | $0.91              | $0.94              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 K2254169 | 2031-12-01      | 6.5000%  | 0.0000% | $0.28              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $24729895.41       | $25741867.46       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4051 | 2040-08-01      | 4.5000%  | 0.0000% | $162.81            | $163.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI9480 | 2054-07-01      | 5.0000%  | 0.0000% | $163.42            | $164.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $134.21            | $139.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQI7659 | 2054-06-01      | 7.0000%  | 0.0000% | $120.87            | $129.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA1175 | 2049-07-01      | 5.0000%  | 0.0000% | $100254.90         | $101026.47         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $37.90             | $35.92             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q39181 G | 2046-03-01      | 4.0000%  | 0.0000% | $20.05             | $19.72             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90598 G | 2042-12-01      | 3.5000%  | 0.0000% | $9.84              | $9.45              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q03452 G | 2041-09-01      | 4.5000%  | 0.0000% | $6999.74           | $7084.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4170 | 2053-11-01      | 5.5000%  | 0.0000% | $142.76            | $146.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3957 | 2053-10-01      | 6.0000%  | 0.0000% | $135.14            | $141.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $128.37            | $133.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $188.02            | $191.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $134.72            | $137.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $1398533.18        | $1425727.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8385 | 2053-12-01      | 6.5000%  | 0.0000% | $89.20             | $92.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $13450.76          | $13539.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $126.20            | $108.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBQ3082 | 2035-10-01      | 2.0000%  | 0.0000% | $71.39             | $66.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $118.16            | $123.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $114.50            | $106.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2879 | 2055-09-01      | 6.0000%  | 0.0000% | $169.23            | $175.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9160 | 2055-11-01      | 5.5000%  | 0.0000% | $166.67            | $170.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6150 | 2055-06-01      | 5.5000%  | 0.0000% | $164.52            | $168.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3645 | 2053-01-01      | 6.0000%  | 0.0000% | $4282.24           | $4479.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6759 | 2053-07-01      | 6.0000%  | 0.0000% | $2378488.56        | $2454771.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  | 0.0000% | $123.75            | $127.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $41356.79          | $41239.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  | 0.0000% | $3410705.73        | $3439625.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  | 0.0000% | $110.04            | $116.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6383 | 2055-12-01      | 5.5000%  | 0.0000% | $34275.67          | $34969.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  | 0.0000% | $236489.68         | $241882.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $1247.10           | $1200.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $135.25            | $133.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $128.51            | $105.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5571 | 2055-11-01      | 6.0000%  | 0.0000% | $176607.00         | $183664.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5568 | 2055-12-01      | 5.5000%  | 0.0000% | $838527.00         | $861216.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $137.47            | $137.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5447 | 2055-11-01      | 5.0000%  | 0.0000% | $242616.67         | $243826.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5444 | 2055-12-01      | 5.0000%  | 0.0000% | $166.67            | $168.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI6760 | 2054-05-01      | 5.5000%  | 0.0000% | $36056.48          | $36816.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  | 0.0000% | $159.67            | $165.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2690 | 2054-04-01      | 5.0000%  | 0.0000% | $162.90            | $163.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2106 | 2051-05-01      | 2.5000%  | 0.0000% | $149.12            | $128.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  | 0.0000% | $104102.18         | $98211.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 3PSE9060 | 2052-02-01      | 2.0000%  | 0.0000% | $13006.56          | $10236.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3PRE6028 | 2050-04-01      | 3.0000%  | 0.0000% | $23.39             | $20.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1370 | 2032-01-01      | 2.0000%  | 0.0000% | $38.59             | $37.11             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTRB5182 | 2042-09-01      | 4.0000%  | 0.0000% | $117.40            | $116.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  | 0.0000% | $13253.99          | $12016.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5095 | 2041-01-01      | 2.0000%  | 0.0000% | $5007.90           | $4466.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5375 | 2045-11-01      | 5.5000%  | 0.0000% | $165.95            | $169.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9580 | 2053-08-01      | 6.5000%  | 0.0000% | $139.53            | $149.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA9338 | 2053-05-01      | 2.5000%  | 0.0000% | $125.59            | $107.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5453 | 2055-11-01      | 6.0000%  | 0.0000% | $166.67            | $173.93            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $181.03            | $186.50            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G01749 G | 2035-01-01      | 5.5000%  | 0.0000% | $114.66            | $118.75            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A29586 G | 2035-01-01      | 5.0000%  | 0.0000% | $5.03              | $5.13              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $8.51              | $8.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5267 | 2051-05-01      | 3.0000%  | 0.0000% | $97583.56          | $87884.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1168 | 2049-09-01      | 4.5000%  | 0.0000% | $107.68            | $107.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8881 | 2053-04-01      | 5.5000%  | 0.0000% | $121.46            | $123.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7984 | 2050-12-01      | 2.0000%  | 0.0000% | $114.24            | $95.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5314 | 2045-07-01      | 4.0000%  | 0.0000% | $36.31             | $35.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3LSE5000 | 2045-08-01      | 3.0000%  | 0.0000% | $22.19             | $20.47             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785256 C     | 2051-01-20      | 3.0000%  | 0.0000% | $129.28            | $119.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  | 0.0000% | $32.16             | $31.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  | 0.0000% | $52.81             | $48.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  | 0.0000% | $128.95            | $133.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZK9994 | 2033-12-01      | 4.5000%  | 0.0000% | $23.19             | $23.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $40180.34          | $36377.67          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q42771 G | 2046-09-01      | 4.0000%  | 0.0000% | $25.55             | $24.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3394 | 2053-07-01      | 5.5000%  | 0.0000% | $270.30            | $276.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6653 | 2054-10-01      | 5.5000%  | 0.0000% | $46369.47          | $47198.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8509 | 2036-01-01      | 2.0000%  | 0.0000% | $362751.06         | $337053.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $151.86            | $148.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1295 | 2053-04-01      | 5.5000%  | 0.0000% | $104.18            | $106.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7512 | 2053-02-01      | 6.0000%  | 0.0000% | $160.46            | $166.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $146.39            | $148.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZA0870 | 2033-01-01      | 5.5000%  | 0.0000% | $0.58              | $0.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICA4721 | 2034-11-01      | 3.5000%  | 0.0000% | $36.57             | $36.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $19.65             | $19.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  | 0.0000% | $40.11             | $41.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0086 | 2047-08-01      | 3.5000%  | 0.0000% | $54.78             | $51.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  | 0.0000% | $150.68            | $153.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $127.48            | $129.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4924 | 2052-12-01      | 6.0000%  | 0.0000% | $90.49             | $94.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF0348 | 2052-09-01      | 4.0000%  | 0.0000% | $92.21             | $89.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8631 | 2052-08-01      | 5.0000%  | 0.0000% | $127.56            | $130.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  | 0.0000% | $134.15            | $132.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6784 | 2052-07-01      | 5.0000%  | 0.0000% | $158.27            | $159.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6388 | 2052-07-01      | 4.5000%  | 0.0000% | $102609.31         | $102193.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  | 0.0000% | $28707.74          | $24651.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQD9471 | 2052-04-01      | 3.5000%  | 0.0000% | $94507.35          | $88318.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC8520 | 2051-10-01      | 2.5000%  | 0.0000% | $140005.20         | $119964.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC8888 | 2051-10-01      | 3.0000%  | 0.0000% | $49600.19          | $44640.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7858 | 2051-01-01      | 2.0000%  | 0.0000% | $115.59            | $94.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8309 | 2050-03-01      | 3.0000%  | 0.0000% | $369226.25         | $336184.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8966 | 2050-04-01      | 2.5000%  | 0.0000% | $66.64             | $57.60             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61190 G | 2047-08-01      | 4.5000%  | 0.0000% | $38.16             | $38.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY4494 | 2053-08-01      | 6.0000%  | 0.0000% | $276.76            | $285.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX9444 | 2053-03-01      | 6.0000%  | 0.0000% | $215.60            | $221.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  | 0.0000% | $16722.83          | $17259.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  | 0.0000% | $133.06            | $136.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX3515 | 2055-10-01      | 6.0000%  | 0.0000% | $166.49            | $171.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  | 0.0000% | $140.06            | $138.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6373 | 2055-11-01      | 5.5000%  | 0.0000% | $530104.00         | $539563.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6340 | 2055-11-01      | 5.5000%  | 0.0000% | $1176676.00        | $1207070.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6306 | 2055-10-01      | 5.5000%  | 0.0000% | $3019445.33        | $3079819.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV2890 | 2052-01-01      | 3.0000%  | 0.0000% | $152.95            | $136.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $143.15            | $143.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $18070.98          | $17250.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM0722 | 2046-01-01      | 4.0000%  | 0.0000% | $16.20             | $15.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7025 | 2053-06-01      | 5.0000%  | 0.0000% | $155.93            | $156.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6592 | 2054-10-01      | 5.0000%  | 0.0000% | $74714.21          | $74924.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  | 0.0000% | $158.94            | $167.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0742 | 2051-11-01      | 2.5000%  | 0.0000% | $121.80            | $106.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0700 | 2051-01-01      | 2.0000%  | 0.0000% | $9773.39           | $8242.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8729 | 2053-03-01      | 6.0000%  | 0.0000% | $160.46            | $167.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3919 | 2052-06-01      | 4.5000%  | 0.0000% | $143.21            | $141.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF7775 | 2053-02-01      | 5.0000%  | 0.0000% | $132.47            | $133.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6265 | 2049-05-01      | 3.0000%  | 0.0000% | $54.74             | $49.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO9169 | 2049-12-01      | 3.0000%  | 0.0000% | $147171.78         | $133790.63         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G07358 G | 2036-04-01      | 5.0000%  | 0.0000% | $47652.98          | $48757.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $106.35            | $110.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2084 | 2038-04-01      | 5.5000%  | 0.0000% | $4191.41           | $4379.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  | 0.0000% | $167977.67         | $152492.99         | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $3.24              | $3.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY5612 | 2045-06-01      | 3.5000%  | 0.0000% | $34.81             | $33.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $147.88            | $132.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQF7539 | 2053-01-01      | 7.5000%  | 0.0000% | $33.36             | $35.82             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 721747 X     | 2040-08-15      | 4.5000%  | 0.0000% | $5.45              | $5.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  | 0.0000% | $200231.65         | $186292.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  | 0.0000% | $143.20            | $147.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1250 | 2042-09-01      | 3.5000%  | 0.0000% | $21.96             | $21.06             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $686.21            | $679.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3144 | 2054-09-01      | 6.0000%  | 0.0000% | $153.45            | $158.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  | 0.0000% | $85.10             | $81.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  | 0.0000% | $36.25             | $36.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6605 | 2052-01-01      | 3.0000%  | 0.0000% | $124.22            | $111.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 ZLSI2043 | 2052-01-01      | 3.0000%  | 0.0000% | $327217.26         | $295074.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI9787 | 2054-07-01      | 5.5000%  | 0.0000% | $140.02            | $143.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $44386.11          | $38779.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  | 0.0000% | $4835257.51        | $4812541.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  | 0.0000% | $126.51            | $129.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $122.77            | $127.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6244 | 2053-05-01      | 5.0000%  | 0.0000% | $130.59            | $133.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG4457 | 2053-06-01      | 5.0000%  | 0.0000% | $143.96            | $145.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  | 0.0000% | $126.07            | $128.70            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q29092 G | 2044-10-01      | 4.0000%  | 0.0000% | $23.77             | $23.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8486 | 2055-01-01      | 6.5000%  | 0.0000% | $5786.39           | $6023.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  | 0.0000% | $42.93             | $39.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  | 0.0000% | $18.30             | $18.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY6898 | 2053-08-01      | 6.0000%  | 0.0000% | $295.28            | $305.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4235 | 2054-07-01      | 6.0000%  | 0.0000% | $406695.07         | $425466.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC9560 | 2051-10-01      | 2.0000%  | 0.0000% | $2647942.09        | $2200670.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $124.59            | $126.44            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08693 G | 2046-03-01      | 3.5000%  | 0.0000% | $17.52             | $16.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | 0.0000% | $101.38            | $83.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $8091456.09        | $7386811.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M     | 2052-07-20      | 2.5000%  | 0.0000% | $121.81            | $106.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  | 0.0000% | $75.75             | $65.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $135.84            | $140.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $122.48            | $100.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  | 0.0000% | $517.60            | $536.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7425 | 2048-11-01      | 4.0000%  | 0.0000% | $42.41             | $41.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE1492 | 2052-05-01      | 3.5000%  | 0.0000% | $113.50            | $106.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  | 0.0000% | $110.00            | $113.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1999 | 2036-05-01      | 2.0000%  | 0.0000% | $86.18             | $80.68             | Agency Mortgage-Backed Securities         |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $373416.67         | $384954.32         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $1892683.33        | $1938171.82        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $5841233.33        | $6124876.42        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $97683.33          | $71471.20          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $73666.67          | $65989.47          | U.S. Treasuries (including strips)        |
| USTR BILL 12/02/25        | 2025-12-02      | 0.0000%  | 0.0000% | $1666.67           | $1666.49           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $1666.67           | $1548.05           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $2191816.67        | $2251923.90        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $19283.33          | $12401.94          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $420683.33         | $215450.96         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $2052283.33        | $1051067.13        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $568433.33         | $370311.49         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $1086733.33        | $801765.18         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $16.67             | $12.80             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $5123300.00        | $3955980.60        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $3833.33           | $2839.69           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $28833.33          | $21359.43          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $2129833.33        | $1642398.29        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $424050.00         | $335857.93         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | 0.0000% | $7183.33           | $5876.64           | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  | 0.0000% | $6151216.67        | $6522939.11        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $69283.33          | $70195.75          | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $890850.00         | $917936.72         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $1781488.50        | $1767175.17        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $951966.67         | $972088.30         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | 0.0000% | $16.67             | $16.80             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $9621750.00        | $9760588.08        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $16.67             | $16.96             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $16.67             | $16.96             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $2833233.33        | $2685348.38        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $1457683.33        | $1463119.91        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $25666.67          | $25364.69          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $1533333.33        | $1459129.90        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $1795183.33        | $1777468.82        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $740800.00         | $728832.97         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $2223316.67        | $2175731.62        | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $68166.67          | $64089.06          | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $216.67            | $213.88            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  | 0.0000% | $8333333.33        | $7917992.30        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $486850.00         | $481410.43         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $5878933.33        | $5887498.39        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  | 0.0000% | $4000.00           | $3999.49           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | 0.0000% | $5036866.67        | $5041911.35        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $16.67             | $15.76             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  | 0.0000% | $3333333.33        | $3318129.42        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $2134716.67        | $1873150.32        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $107600.00         | $94415.80          | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $33.33             | $29.14             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $486566.67         | $463656.53         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $211366.67         | $190456.92         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | 0.0000% | $519109.73         | $385867.55         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $3119950.00        | $3082560.86        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $3915033.33        | $3954909.10        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $2308433.33        | $2332954.19        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  | 0.0000% | $4422736.77        | $4501246.31        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  | 0.0000% | $116.67            | $118.77            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  | 0.0000% | $194800.00         | $199457.99         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $16.67             | $16.98             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $119616.67         | $123338.07         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $241600.00         | $250595.11         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $2866.67           | $2931.00           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $316.67            | $171.94            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $16.67             | $13.21             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $33.33             | $26.16             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $16.67             | $13.26             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  | 0.0000% | $16.67             | $15.46             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $16.67             | $9.71              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $3515483.33        | $3620145.16        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  | 0.0000% | $26.83             | $27.36             | U.S. Treasuries (including strips)        |
| USTR 2 TRIB 26            | 2026-01-15      | 2.0000%  | 0.0000% | $218.10            | $219.58            | U.S. Treasuries (including strips)        |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  | 0.0000% | $16.67             | $18.29             | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | 0.0000% | $27716.67          | $28841.92          | U.S. Treasuries (including strips)        |
| USTR BILL 03/17/26        | 2026-03-17      | 0.0000%  | 0.0000% | $100.00            | $98.91             | U.S. Treasuries (including strips)        |
| USTR BILL 03/17/26        | 2026-03-17      | 0.0000%  | 0.0000% | $158500.00         | $156768.86         | U.S. Treasuries (including strips)        |
| USTR BILL 03/10/26        | 2026-03-10      | 0.0000%  | 0.0000% | $11500.00          | $11382.91          | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  | 0.0000% | $5366.67           | $5273.69           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $32666.67          | $33548.95          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $86091400.00       | $85460342.43       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $320833.33         | $302538.57         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $2545600.00        | $2513520.39        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $1855266.67        | $1712646.20        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $4433.33           | $4065.51           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $500000.00         | $417081.40         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $16.67             | $15.48             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $1695333.33        | $1477436.81        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $1118000.00        | $835032.84         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $310000.00         | $263888.78         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $666000.00         | $480483.34         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $3173500.00        | $1896205.99        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $5616.67           | $3356.03           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $8333850.00        | $5424718.82        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $197666.67         | $115167.89         | U.S. Treasuries (including strips)        |
| USTR BILL 12/23/25        | 2025-12-23      | 0.0000%  | 0.0000% | $193666.67         | $193204.77         | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | 0.0000% | $63.14             | $37.63             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $1166.67           | $1219.56           | U.S. Treasuries (including strips)        |
| USTR BILL 01/08/26        | 2026-01-08      | 0.0000%  | 0.0000% | $165500.00         | $164836.18         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $41666.67          | $42084.00          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $19833.33          | $20297.05          | U.S. Treasuries (including strips)        |
| USTR BILL 02/24/26        | 2026-02-24      | 0.0000%  | 0.0000% | $260500.00         | $258226.62         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $33.33             | $34.13             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $4900600.00        | $4652702.42        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  | 0.0000% | $7709848.89        | $7632286.81        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $2753783.33        | $2790779.87        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $16583.33          | $17072.92          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $1824100.00        | $1828492.27        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $4857950.00        | $4725274.64        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $4204983.33        | $3991844.09        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $33333.33          | $31643.76          | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $777333.33         | $773651.11         | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $1351000.00        | $1344600.31        | U.S. Treasuries (including strips)        |
| USTR BILL 01/08/26        | 2026-01-08      | 0.0000%  | 0.0000% | $15450.00          | $15388.03          | U.S. Treasuries (including strips)        |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  | 0.0000% | $15933.33          | $15549.18          | U.S. Treasuries (including strips)        |
| USTR BILL 12/18/25        | 2025-12-18      | 0.0000%  | 0.0000% | $4075516.67        | $4068001.41        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  | 0.0000% | $133.33            | $131.79            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  | 0.0000% | $36233.38          | $36898.42          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $4166.67           | $4197.21           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $33.33             | $33.58             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $2368300.00        | $2394716.18        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $5149283.33        | $5162942.77        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $82500.00          | $82861.53          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $1894483.33        | $1918898.70        | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  | 0.0000% | $475983.33         | $475468.32         | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  | 0.0000% | $304116.67         | $299051.30         | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  | 0.0000% | $166666.67         | $164815.50         | U.S. Treasuries (including strips)        |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  | 0.0000% | $10650.00          | $10562.32          | U.S. Treasuries (including strips)        |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $194983.33         | $193918.73         | U.S. Treasuries (including strips)        |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  | 0.0000% | $6500.00           | $6482.48           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $8200.00           | $8259.00           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $33.33             | $34.55             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $587200.00         | $604212.64         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $6318533.33        | $6435232.25        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  | 0.0000% | $17933.33          | $18364.57          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $3183.33           | $3408.79           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $367466.67         | $381667.91         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $230900.00         | $238440.02         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $6256666.67        | $6505906.58        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  | 0.0000% | $12583.33          | $12809.58          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $500000.00         | $509937.52         | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $1500.00           | $1666.22           | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  | 0.0000% | $10466.67          | $11576.90          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  | 0.0000% | $16.67             | $17.12             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $66666.67          | $70401.73          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $883000.00         | $685157.78         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  | 0.0000% | $9199833.33        | $9365015.63        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $18833.33          | $18934.82          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $83.33             | $84.17             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $4308316.67        | $4409047.34        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $50.00             | $51.61             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $154133.33         | $145374.61         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $2833300.00        | $2672295.91        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $2049300.00        | $2058829.06        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $1031500.00        | $1036296.38        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $428083.33         | $435193.19         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $10160050.00       | $10444697.61       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $111566.67         | $118683.88         | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  | 0.0000% | $333.33            | $321.79            | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  | 0.0000% | $2810366.67        | $2713004.32        | U.S. Treasuries (including strips)        |
| USTR BILL 03/03/26        | 2026-03-03      | 0.0000%  | 0.0000% | $254983.33         | $252570.94         | U.S. Treasuries (including strips)        |
| USTR BILL 02/24/26        | 2026-02-24      | 0.0000%  | 0.0000% | $71833.33          | $71206.44          | U.S. Treasuries (including strips)        |
| USTR BILL 04/30/26        | 2026-04-30      | 0.0000%  | 0.0000% | $9583.33           | $9437.29           | U.S. Treasuries (including strips)        |
| USTR BILL 02/03/26        | 2026-02-03      | 0.0000%  | 0.0000% | $114033.33         | $113281.17         | U.S. Treasuries (including strips)        |
| USTR BILL 01/27/26        | 2026-01-27      | 0.0000%  | 0.0000% | $21666.67          | $21537.10          | U.S. Treasuries (including strips)        |
| USTR BILL 01/06/26        | 2026-01-06      | 0.0000%  | 0.0000% | $64166.67          | $63922.39          | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  | 0.0000% | $100166.67         | $98920.09          | U.S. Treasuries (including strips)        |
| USTR BILL 12/16/25        | 2025-12-16      | 0.0000%  | 0.0000% | $16.67             | $16.64             | U.S. Treasuries (including strips)        |
| USTR BILL 12/09/25        | 2025-12-09      | 0.0000%  | 0.0000% | $874216.67         | $873463.09         | U.S. Treasuries (including strips)        |
| USTR BILL 12/09/25        | 2025-12-09      | 0.0000%  | 0.0000% | $123333.33         | $123227.02         | U.S. Treasuries (including strips)        |
| USTR BILL 02/12/26        | 2026-02-12      | 0.0000%  | 0.0000% | $531583.33         | $527594.86         | U.S. Treasuries (including strips)        |
| USTR BILL 12/02/25        | 2025-12-02      | 0.0000%  | 0.0000% | $3500.00           | $3499.62           | U.S. Treasuries (including strips)        |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  | 0.0000% | $1007750.00        | $1000830.79        | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  | 0.0000% | $60533.33          | $60155.36          | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $39633.33          | $39445.59          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $33.33             | $31.40             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $16362650.00       | $10351876.94       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $4516.67           | $4414.35           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $7047583.33        | $5338040.44        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $2907516.67        | $2985028.89        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $16.67             | $8.27              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $16.67             | $17.73             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $6151383.33        | $6060870.88        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  | 0.0000% | $16.67             | $14.12             | U.S. Treasuries (including strips)        |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  | 0.0000% | $107500.00         | $106761.91         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $12283.33          | $12792.83          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $67066.67          | $68498.37          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $166.67            | $169.84            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 41        | 2041-02-15      | 2.1250%  | 0.0000% | $770723.13         | $773532.55         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $122183.33         | $122321.36         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $16.67             | $17.14             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $22950.00          | $23115.13          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $103666.67         | $100835.43         | U.S. Treasuries (including strips)        |
| USTR BILL 12/04/25        | 2025-12-04      | 0.0000%  | 0.0000% | $356250.00         | $356134.93         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $16.67             | $16.88             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $1223216.67        | $1235820.65        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $376733.33         | $314256.93         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $50.00             | $49.80             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $1116666.67        | $997837.10         | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $4063400.00        | $4061565.61        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $2599900.00        | $2606291.03        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | 0.0000% | $26883.33          | $26910.26          | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  | 0.0000% | $166.67            | $166.80            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $2446083.33        | $2508133.33        | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  | 0.0000% | $84833.33          | $87476.42          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $262683.33         | $274831.63         | U.S. Treasuries (including strips)        |
| USTR BILL 12/18/25        | 2025-12-18      | 0.0000%  | 0.0000% | $699733.33         | $698443.03         | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $83950.00          | $78567.50          | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  | 0.0000% | $241983.33         | $240472.39         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $3343866.67        | $2568878.03        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $2852633.33        | $2865134.06        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $1669866.67        | $1673971.50        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  | 0.0000% | $83.33             | $83.65             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  | 0.0000% | $105783.33         | $106187.94         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  | 0.0000% | $4613400.00        | $4633301.14        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | 0.0000% | $625000.00         | $628338.80         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $166.67            | $167.92            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $307100.00         | $236816.89         | U.S. Treasuries (including strips)        |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  | 0.0000% | $66.67             | $65.47             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $561433.33         | $365451.50         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $16.67             | $17.18             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $2187983.33        | $2084961.47        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  | 0.0000% | $84019.89          | $83313.96          | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  | 0.0000% | $50.00             | $49.52             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $33000.00          | $33891.29          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  | 0.0000% | $87183.33          | $87193.93          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE J 26      | 2026-03-31      | 2.2500%  | 0.0000% | $434266.67         | $433596.58         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $38277216.67       | $37758616.21       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $16.67             | $16.44             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $599966.67         | $596344.62         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $1185483.33        | $1245053.37        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $2288100.00        | $2311404.97        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $2753633.33        | $2870653.36        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $150.00            | $127.69            | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  | 0.0000% | $100.00            | $99.89             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  | 0.0000% | $33.33             | $30.82             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $2058250.00        | $2043162.85        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $1289700.00        | $786791.19         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $4933.33           | $5060.26           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  | 0.0000% | $150.00            | $151.41            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $8974666.67        | $9074770.69        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $1729233.33        | $1697261.12        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $5843633.33        | $6034456.57        | U.S. Treasuries (including strips)        |

### Security 148: J.P. Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0LO2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0LO2_4.08_1201
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $128735360.00      | $129227666.07      | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.9394%  | 0.0000% | $53973.33          | $54131.71          | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $73218453.33       | $75440595.19       | U.S. Treasuries (including strips) |
| USTR 2 TRIB 26        | 2026-01-15      | 2.0000%  | 0.0000% | $48260056.88       | $48587419.53       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $29229653.33       | $30649009.24       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $2019200.00        | $1529399.62        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | 0.0000% | $21917333.33       | $18573656.53       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $21978133.33       | $22204595.29       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $183282986.67      | $183733529.66      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $546740.00         | $548830.83         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | 0.0000% | $386540.00         | $408196.26         | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | 0.0000% | $134610061.32      | $134687864.46      | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $179587200.00      | $157582421.06      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $122646736.75      | $121518738.72      | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | 0.0000% | $1425674.36        | $1552984.33        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $1232913.33        | $1237755.08        | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | 0.0000% | $2554240.00        | $2386802.96        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | 0.0000% | $86755180.86       | $90059935.48       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $16426.67          | $16473.21          | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0LU8, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0LU8_4.09_1201
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 11.5300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $2519200.00        | $2538181.38        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $3592094300.00     | $3720461858.20     | U.S. Treasuries (including strips) |

### Security 150: Fixed Income Clearing Corp. - ING

- **C.1 - Title:** Ing Baring Furman Selz LLC Repo - 01dec25 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0LZ7, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0LZ7_4.09_1201
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLCB8325 | 2054-04-01      | 5.5000%  | 0.0000% | $59521072.26       | $61190876.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1023 | 2055-09-01      | 5.5000%  | 0.0000% | $187561340.07      | $193896036.76      | Agency Mortgage-Backed Securities |

### Security 151: Fixed Income Clearing Corp. - CITI

- **C.1 - Title:** Citibank NA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0MF0, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0MF0_4.08_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.3200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 CITI

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | 0.0000% | $6677700.00        | $6724708.92        | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $290700.00         | $295919.50         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $4697600.00        | $4885836.10        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $24827900.00       | $25643709.40       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | 0.0000% | $8148700.00        | $8221326.81        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | 0.0000% | $16415000.00       | $16708170.37       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $13496400.00       | $12864708.04       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $6736800.00        | $6405834.71        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $5725500.00        | $5600335.79        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $1359000.00        | $1280157.75        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | 0.0000% | $29304100.00       | $28723378.38       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $39887800.00       | $37703286.32       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | 0.0000% | $777100.00         | $775900.92         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $56411000.00       | $58076421.34       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $305496400.00      | $306866041.64      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $40780000.00       | $39666258.32       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $183401000.00      | $182056654.46      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $166665000.00      | $139025742.33      | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $69777700.00       | $35736316.47       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $4556500.00        | $3518323.27        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  | 0.0000% | $206696000.00      | $161290424.66      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | 0.0000% | $158317900.00      | $132039731.38      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $111950000.00      | $111053855.09      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | 0.0000% | $147542000.00      | $154613834.00      | U.S. Treasuries (including strips) |
| USTR 6 BOND 26        | 2026-02-15      | 6.0000%  | 0.0000% | $24999700.00       | $25546532.57       | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $25825000.00       | $19754182.51       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $90.34             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $10004000.00       | $8797962.25        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $17000.00          | $16749.86          | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $310849200.00      | $230273813.31      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AJ 26 | 2026-01-15      | 3.8750%  | 0.0000% | $50125900.00       | $50848547.67       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $18778100.00       | $18255167.78       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | 0.0000% | $847700.00         | $844259.20         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $8385000.00        | $8391892.56        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | 0.0000% | $27733500.00       | $27959742.08       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | 0.0000% | $1597200.00        | $1575431.00        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $161488200.00      | $167788392.68      | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $239000.00         | $170160.54         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $103.18            | U.S. Treasuries (including strips) |

### Security 152: Pershing LLC

- **C.1 - Title:** Pershing LLC 4.100000%
- **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: ARP1D0P75, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: ARP1D0P75_4.10_1201
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC025PA R19F025 | 2048-05-25      | 3.0000%  | 0.0000% | $668797.18         | $623829.26         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $3609.53           | $3606.82           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL082CA R17F082 | 2047-10-25      | 3.0000%  | 0.0000% | $15.05             | $11.18             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $83264.06          | $81523.26          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033 | 2045-06-25      | 2.5000%  | 0.0000% | $2533.04           | $2454.37           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1299.07           | $1265.14           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $1975.43           | $1785.19           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $18234.32          | $16761.30          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $672.87            | $662.82            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $1997.28           | $1941.12           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31 | 2026-08-25      | 7.5000%  | 0.0000% | $3.54              | $3.56              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $44.35             | $45.39             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $23.14             | $23.39             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-169 PC     | 2040-08-20      | 4.5000%  | 0.0000% | $2.72              | $2.72              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-096 ME     | 2046-08-20      | 3.0000%  | 0.0000% | $923391.45         | $911083.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-061 EP     | 2039-08-20      | 6.0000%  | 0.0000% | $287000.00         | $299658.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-53 PY      | 2038-06-20      | 5.7500%  | 0.0000% | $868.65            | $891.40            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $2087.20           | $1982.69           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-93 PD      | 2034-11-16      | 5.0000%  | 0.0000% | $2665.45           | $2670.77           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $4002.51           | $4010.16           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1256.40           | $1257.59           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC136CY R10F136 | 2040-12-25      | 4.0000%  | 0.0000% | $371328.13         | $368022.94         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $310.31            | $312.83            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3463GX 06/15/38 | 2038-06-15      | 6.0000%  | 0.0000% | $4178.00           | $4371.54           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3237CD 09/15/36 | 2036-09-15      | 5.5000%  | 0.0000% | $204.73            | $205.21            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1146.38           | $1190.21           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $4812.89           | $5028.92           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $4910.00           | $4806.08           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $326.09            | $287.62            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $6867.96           | $6836.21           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $3274.52           | $3264.99           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $2814.25           | $2786.34           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32 | 2032-08-15      | 6.0000%  | 0.0000% | $42.59             | $44.11             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LA 09/25/51 | 2051-09-25      | 5.5000%  | 0.0000% | $8762082.65        | $8926213.98        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530DJ 10/25/51 | 2051-10-25      | 5.5000%  | 0.0000% | $1766198.78        | $1798977.66        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49 | 2049-09-25      | 6.0000%  | 0.0000% | $1618779.47        | $1648129.56        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5500VG 12/25/35 | 2035-12-25      | 5.5000%  | 0.0000% | $4389551.04        | $4537176.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44 | 2044-06-25      | 6.0000%  | 0.0000% | $2037241.64        | $2050860.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05413L 09/25/50 | 2050-09-25      | 6.0000%  | 0.0000% | $335099.91         | $343254.56         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5165PD 11/25/51 | 2051-11-25      | 1.7500%  | 0.0000% | $1129018.82        | $993288.74         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2410.86           | $2057.62           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4852CA 11/15/47 | 2047-11-15      | 4.0000%  | 0.0000% | $5808.04           | $5718.73           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $15415.56          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9669.85           | $6942.87           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9316.41           | $7267.71           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3997GP 01/15/41 | 2041-01-15      | 4.0000%  | 0.0000% | $97226.04          | $96519.40          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029VA R25F029 | 2035-12-25      | 5.5000%  | 0.0000% | $5239304.97        | $5407261.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004HP R25F004 | 2051-02-25      | 5.5000%  | 0.0000% | $11750395.45       | $11892857.24       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CB R25F004 | 2054-07-25      | 6.0000%  | 0.0000% | $5695.65           | $5701.60           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL090EC R24F090 | 2054-06-25      | 5.0000%  | 0.0000% | $24544.15          | $23964.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010AF R24F010 | 2050-12-25      | 5.2146%  | 0.0000% | $1460736.75        | $1471603.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1702096.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $377630.85         | $395646.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-178 LB     | 2055-06-20      | 4.5000%  | 0.0000% | $7639588.41        | $7610351.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-178 KA     | 2055-09-20      | 4.5000%  | 0.0000% | $6966174.60        | $6935189.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5686%  | 0.0000% | $100000.00         | $95584.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.5806%  | 0.0000% | $100000.00         | $97057.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-066 DE     | 2051-04-20      | 1.2500%  | 0.0000% | $62213.90          | $52416.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-097 KA     | 2050-07-20      | 3.0000%  | 0.0000% | $46952.55          | $42546.62          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-007 P      | 2050-01-20      | 2.5000%  | 0.0000% | $3745567.20        | $3276318.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-134 MF     | 2055-06-20      | 5.0989%  | 0.0000% | $1558653.23        | $1560506.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 MA     | 2055-02-20      | 6.5000%  | 0.0000% | $1649817.11        | $1702763.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O TF     | 2071-01-20      | 5.5004%  | 0.0000% | $587195.26         | $595002.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.82            | $135.96            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-11 UA      | 2046-08-20      | 3.5000%  | 0.0000% | $338776.33         | $331916.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-79 LA      | 2045-09-20      | 3.0000%  | 0.0000% | $47145.51          | $46675.84          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $3981.75           | $3620.25           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-169 LU     | 2055-10-20      | 5.0000%  | 0.0000% | $99846.77          | $95930.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-175 LF     | 2055-10-20      | 4.9989%  | 0.0000% | $17611729.18       | $17651265.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-090 MA     | 2055-05-20      | 6.0000%  | 0.0000% | $86934.09          | $87248.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA     | 2054-07-20      | 5.0000%  | 0.0000% | $40485.02          | $40510.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN     | 2054-07-20      | 4.5563%  | 0.0000% | $7542510.03        | $7493123.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-112 LV     | 2035-05-20      | 6.0000%  | 0.0000% | $2124571.52        | $2202902.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2107110.25        | $2199983.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-048 AC     | 2054-02-20      | 5.0000%  | 0.0000% | $1259345.15        | $1267772.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-192 JC     | 2053-03-20      | 5.0000%  | 0.0000% | $1628239.90        | $1648786.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $788032.40         | $836275.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $318000.00         | $342113.94         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1285.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3043.41           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LV 05/25/36 | 2036-05-25      | 5.5000%  | 0.0000% | $4746233.81        | $4935508.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024DU R25F024 | 2055-03-25      | 5.0000%  | 0.0000% | $200794.27         | $200637.45         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088 | 2037-09-25      | 6.2873%  | 0.0000% | $58499.81          | $60317.48          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $30320.09          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3842PH 04/15/41 | 2041-04-15      | 4.0000%  | 0.0000% | $2423.31           | $2424.08           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3412.38           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049 | 2043-01-25      | 3.5000%  | 0.0000% | $4417.02           | $4398.96           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $4849.36           | $4833.14           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9504.40           | $8470.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5571%  | 0.0000% | $106617.16         | $78049.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-008 AT     | 2051-01-20      | 1.5000%  | 0.0000% | $2340617.54        | $1976377.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $9464.17           | $9471.69           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5598PB 10/25/55 | 2055-10-25      | 4.5000%  | 0.0000% | $19249663.87       | $19168622.78       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 4.7863%  | 0.0000% | $43404.90          | $43340.39          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $1214.97           | $1184.84           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.5563%  | 0.0000% | $140674.02         | $139752.92         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $90089.51          | $87488.44          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-177 PL     | 2051-06-20      | 6.0000%  | 0.0000% | $75588.80          | $76783.71          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $6597.59           | $6378.24           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3893PU 07/15/41 | 2041-07-15      | 4.0000%  | 0.0000% | $2658.80           | $2639.54           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O YF     | 2071-05-20      | 5.5989%  | 0.0000% | $54324.07          | $55143.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4610%  | 0.0000% | $123789.70         | $113551.14         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $12868.46          | $12655.10          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL108PL R12F108 | 2042-10-25      | 3.0000%  | 0.0000% | $8081.42           | $7382.27           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.12              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-051 PG     | 2038-06-20      | 5.0000%  | 0.0000% | $48971.57          | $49951.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.7204%  | 0.0000% | $3556.20           | $3559.62           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT     | 2055-03-20      | 4.0450%  | 0.0000% | $5808849.92        | $5537522.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-169 JQ     | 2050-11-20      | 4.5000%  | 0.0000% | $12034449.51       | $12051658.78       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $85.00             | $87.72             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $13440.81          | $13223.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1246.22           | $1151.15           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $36.76             | $37.87             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $7649.95           | $7472.13           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3997JP 01/15/41 | 2041-01-15      | 2.0000%  | 0.0000% | $155864.87         | $151670.39         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31 | 2031-04-15      | 6.5000%  | 0.0000% | $39.25             | $40.38             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6260%  | 0.0000% | $100000.00         | $96616.15          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.8477%  | 0.0000% | $250000.00         | $214233.19         | 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 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $187384.65         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426BF 04/15/49 | 2049-04-15      | 5.2146%  | 0.0000% | $428298.26         | $429900.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 DU     | 2055-09-20      | 5.0000%  | 0.0000% | $96014.45          | $95752.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-066 AH     | 2050-12-20      | 1.2500%  | 0.0000% | $1612175.33        | $1363117.61        | Agency Collateralized Mortgage Obligation |
| FCSB 1.57 FCOR 22-30 FD   | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1820.80           | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q       | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7918.77           | Agency Debentures and Agency Strips       |
| TVDB TVIN 12/15/32        | 2032-12-15      | 0.0000%  | 0.0000% | $6000.00           | $4487.33           | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $6000.00           | $6872.87           | Agency Debentures and Agency Strips       |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $2505000.00        | $2126369.25        | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/30        | 2030-04-15      | 0.0000%  | 0.0000% | $110000.00         | $93373.50          | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $881.36            | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/28        | 2028-07-15      | 0.0000%  | 0.0000% | $7000.00           | $6366.49           | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $49000.00          | $46110.47          | Agency Debentures and Agency Strips       |
| FCSB 5 1/8 FCOR 25-31 EV  | 2031-12-02      | 5.1250%  | 0.0000% | $25000.00          | $25626.39          | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $100000.00         | $85767.00          | Agency Debentures and Agency Strips       |
| REFC 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $336000.00         | $288177.12         | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 22-31 CB   | 2031-03-17      | 1.9900%  | 0.0000% | $4000.00           | $3669.86           | Agency Debentures and Agency Strips       |
| FNMA FNIN 11/15/29        | 2029-11-15      | 0.0000%  | 0.0000% | $15500000.00       | $13345221.00       | Agency Debentures and Agency Strips       |
| FCSB 5.00 FCOR 26-35 CR   | 2035-10-29      | 5.0000%  | 0.0000% | $90000.00          | $90205.36          | Agency Debentures and Agency Strips       |
| FCSB 5.11 FCOR 26-33 EL   | 2033-03-25      | 5.1100%  | 0.0000% | $1350000.00        | $1360897.88        | Agency Debentures and Agency Strips       |
| FCSB 5.36 FCOR 25-34 CY   | 2034-12-04      | 5.3600%  | 0.0000% | $8000.00           | $8207.25           | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  | 0.0000% | $1000.00           | $1012.73           | Agency Debentures and Agency Strips       |
| FCSB 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $2000.00           | $2033.76           | Agency Debentures and Agency Strips       |
| FCSB 4.73 FCOR 23-32 CU   | 2032-08-02      | 4.7300%  | 0.0000% | $4000.00           | $4050.42           | Agency Debentures and Agency Strips       |
| FMAC FEPC 04.500 CTRB5377 | 2045-12-01      | 4.5000%  | 0.0000% | $1612498.00        | $1606862.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785527 C     | 2051-06-20      | 2.5000%  | 0.0000% | $722524.15         | $640965.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003797 M     | 2035-12-20      | 6.0000%  | 0.0000% | $1761.06           | $1855.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $7.51              | $7.78              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603512 X     | 2033-03-15      | 5.5000%  | 0.0000% | $64746.20          | $67600.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $211557.08         | $219173.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0243 M     | 2055-01-20      | 4.0000%  | 0.0000% | $815760.60         | $760209.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $62867.53          | $64404.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM9944 C     | 2065-10-20      | 6.5000%  | 0.0000% | $76305.00          | $78889.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2944 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1118503.56        | $1168631.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $8319.33           | $8561.05           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C91377 G | 2031-06-01      | 4.5000%  | 0.0000% | $36.69             | $37.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $1138.17           | $1164.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $1547.94           | $1522.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $2433.78           | $2502.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDF0828 | 2055-10-01      | 7.0000%  | 0.0000% | $1043678.73        | $1111960.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804 | 2034-10-01      | 6.0000%  | 0.0000% | $2054.52           | $2111.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982 | 2034-11-01      | 5.5000%  | 0.0000% | $1356.47           | $1379.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  | 0.0000% | $585.75            | $585.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002699 M     | 2029-01-20      | 6.0000%  | 0.0000% | $39.74             | $40.97             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783523 M     | 2041-12-20      | 5.5000%  | 0.0000% | $352104.40         | $369914.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $4872.96           | $4693.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4762 | 2048-08-01      | 5.0000%  | 0.0000% | $2351544.66        | $2404496.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $830.65            | $743.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2407.00           | $2447.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0297 M     | 2055-04-20      | 6.5000%  | 0.0000% | $710549.36         | $729337.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0200 M     | 2055-02-20      | 3.0000%  | 0.0000% | $224053.12         | $203494.00         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RA DO4211 H     | 2075-10-20      | 6.1740%  | 0.0000% | $305667.00         | $327072.10         | Agency Mortgage-Backed Securities         |
| USTR TINT 11/15/35        | 2035-11-15      | 0.0000%  | 0.0000% | $20.41             | $13.46             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/26        | 2026-08-15      | 0.0000%  | 0.0000% | $16512.30          | $16090.51          | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/26        | 2026-02-15      | 0.0000%  | 0.0000% | $575457.42         | $570848.01         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  | 0.0000% | $42001.01          | $31686.57          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $151600.00         | $153295.24         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $23000.00          | $23180.01          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $1716600.00        | $1726007.92        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $185000.00         | $190242.23         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $6764937.50        | $6768800.20        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $14200.00          | $14091.60          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $159000.00         | $162759.58         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | 0.0000% | $6611500.00        | $6786475.01        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $5756300.00        | $5894810.13        | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $8272300.00        | $7868281.14        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $182000.00         | $171491.70         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $5029900.00        | $4735021.53        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $4200.00           | $4145.07           | U.S. Treasuries (including strips)        |
| USTR BILL 02/12/26        | 2026-02-12      | 0.0000%  | 0.0000% | $226900.00         | $225107.49         | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $200.00            | $198.98            | U.S. Treasuries (including strips)        |
| USTR BILL 01/02/26        | 2026-01-02      | 0.0000%  | 0.0000% | $1200.00           | $1195.51           | U.S. Treasuries (including strips)        |
| USTR BILL 12/18/25        | 2025-12-18      | 0.0000%  | 0.0000% | $121000.00         | $120735.01         | U.S. Treasuries (including strips)        |
| USTR BILL 12/04/25        | 2025-12-04      | 0.0000%  | 0.0000% | $900.00            | $899.41            | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $616700.00         | $607936.69         | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  | 0.0000% | $7961800.00        | $7870239.30        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $666100.00         | $692395.86         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $19267000.00       | $19593148.80       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $14200.00          | $14673.44          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $6510300.00        | $6599013.64        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $400000.00         | $401268.47         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $1419800.00        | $1447161.09        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $939900.00         | $986436.11         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $285000.00         | $292065.32         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $450500.00         | $472276.66         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $5824300.00        | $5782302.61        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $761300.00         | $715905.62         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN A 26      | 2026-01-15      | 0.6250%  | 0.0000% | $3825.81           | $3825.23           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $1500100.00        | $1480266.37        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $380400.00         | $382001.36         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.04             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.48             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $1900.00           | $1321.03           | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $61.30             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $888000.00         | $682168.51         | U.S. Treasuries (including strips)        |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  | 0.0000% | $5261400.00        | $5245247.50        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $368600.00         | $263588.73         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $600.00            | $467.44            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $196.87            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $69400.00          | $69292.59          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $32116.96          | $34016.10          | U.S. Treasuries (including strips)        |
| USTR BILL 03/10/26        | 2026-03-10      | 0.0000%  | 0.0000% | $2600.00           | $2572.54           | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $178199.16         | $100088.17         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $51962.17          | $48061.63          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $97800.00          | $100750.25         | U.S. Treasuries (including strips)        |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  | 0.0000% | $8700.00           | $8570.20           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $906600.00         | $917196.38         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  | 0.0000% | $18161000.00       | $17289651.27       | U.S. Treasuries (including strips)        |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  | 0.0000% | $800.00            | $784.54            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $234700.00         | $243438.15         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  | 0.0000% | $29400.00          | $29125.37          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $708500.00         | $725522.59         | U.S. Treasuries (including strips)        |
| USTR BILL 01/06/26        | 2026-01-06      | 0.0000%  | 0.0000% | $1800.00           | $1792.52           | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  | 0.0000% | $600.00            | $582.06            | U.S. Treasuries (including strips)        |
| USTR BILL 12/23/25        | 2025-12-23      | 0.0000%  | 0.0000% | $74000.00          | $73797.24          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $506000.00         | $519800.95         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $748000.00         | $765891.31         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $137500.00         | $99475.08          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $101200.00         | $104146.65         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $145000.00         | $147089.41         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  | 0.0000% | $250700.00         | $255207.51         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $4520200.00        | $4625056.11        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $9727700.00        | $9870245.90        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $105200.00         | $92012.84          | U.S. Treasuries (including strips)        |
| USTR BILL 04/30/26        | 2026-04-30      | 0.0000%  | 0.0000% | $97500.00          | $95972.18          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $1084500.00        | $1112280.34        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $308700.00         | $261753.85         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $559200.00         | $528442.18         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $111000.00         | $116944.78         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/26        | 2026-11-15      | 0.0000%  | 0.0000% | $316822.50         | $306029.94         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $474900.00         | $349091.19         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $2288300.00        | $2325818.51        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $2760000.00        | $2890067.82        | U.S. Treasuries (including strips)        |

### Security 153: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0YZ3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1D0YZ3_4.08_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 TPRN E 29 | 2029-08-15      | 0.0000%  | 0.0000% | $720636.94         | $633466.54         | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29 | 2029-02-15      | 0.0000%  | 0.0000% | $44458.60          | $39747.41          | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28 | 2028-11-15      | 0.0000%  | 0.0000% | $676369.43         | $610302.34         | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28 | 2028-08-15      | 0.0000%  | 0.0000% | $268152.87         | $244060.68         | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 28 | 2028-05-15      | 0.0000%  | 0.0000% | $42866.24          | $39348.94          | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28 | 2028-02-15      | 0.0000%  | 0.0000% | $6234076.43        | $5772842.06        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27 | 2027-08-15      | 0.0000%  | 0.0000% | $2731464.97        | $2571849.08        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26 | 2026-05-15      | 0.0000%  | 0.0000% | $9112866.24        | $8955742.20        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29   | 2029-08-15      | 0.0000%  | 0.0000% | $50473821.66       | $44311119.45       | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29   | 2029-02-15      | 0.0000%  | 0.0000% | $6632356.69        | $5945609.31        | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28   | 2028-08-15      | 0.0000%  | 0.0000% | $6072929.94        | $5534837.98        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27   | 2027-11-15      | 0.0000%  | 0.0000% | $2740191.08        | $2560664.73        | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27   | 2027-02-15      | 0.0000%  | 0.0000% | $13167452.23       | $12639187.21       | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26   | 2026-11-15      | 0.0000%  | 0.0000% | $110382.17         | $106653.46         | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32 | 2032-11-15      | 0.0000%  | 0.0000% | $398726.11         | $307293.43         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29 | 2029-05-15      | 0.0000%  | 0.0000% | $733375.80         | $649641.88         | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28   | 2028-11-15      | 0.0000%  | 0.0000% | $11757070.06       | $10608827.57       | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31   | 2031-02-15      | 0.0000%  | 0.0000% | $884140.13         | $733155.52         | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26       | 2026-02-15      | 0.0000%  | 0.0000% | $2547.77           | $2525.94           | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33 | 2033-05-15      | 0.0000%  | 0.0000% | $441464.97         | $332752.01         | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27   | 2027-08-15      | 0.0000%  | 0.0000% | $904267.52         | $852004.47         | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30   | 2030-05-15      | 0.0000%  | 0.0000% | $3868280.25        | $3302199.99        | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33 | 2033-11-15      | 0.0000%  | 0.0000% | $1847770.70        | $1363050.55        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28   | 2028-02-15      | 0.0000%  | 0.0000% | $144416533.76      | $133575906.65      | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27 | 2027-05-15      | 0.0000%  | 0.0000% | $10154713.38       | $9641514.47        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27 | 2027-02-15      | 0.0000%  | 0.0000% | $5799363.06        | $5553238.09        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/29   | 2029-08-15      | 0.0000%  | 0.0000% | $113532651.03      | $99370134.01       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28   | 2028-08-15      | 0.0000%  | 0.0000% | $138726957.48      | $126062712.25      | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN C 35 | 2035-05-15      | 0.0000%  | 0.0000% | $15923.57          | $10944.48          | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN F 34 | 2034-11-15      | 0.0000%  | 0.0000% | $2783439.49        | $1952471.46        | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34 | 2034-08-15      | 0.0000%  | 0.0000% | $1039490.45        | $740365.64         | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34 | 2034-05-15      | 0.0000%  | 0.0000% | $6110828.03        | $4401647.76        | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34     | 2034-02-15      | 0.0000%  | 0.0000% | $2161146.50        | $1575981.50        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31 | 2031-05-15      | 0.0000%  | 0.0000% | $636.94            | $522.89            | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33 | 2033-08-15      | 0.0000%  | 0.0000% | $72611.46          | $54146.44          | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33 | 2033-02-15      | 0.0000%  | 0.0000% | $635987.26         | $484570.78         | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN E 32 | 2032-08-15      | 0.0000%  | 0.0000% | $250318.47         | $194801.59         | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32 | 2032-05-15      | 0.0000%  | 0.0000% | $10805414.01       | $8500349.07        | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32 | 2032-02-15      | 0.0000%  | 0.0000% | $287261.15         | $228382.09         | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31 | 2031-11-15      | 0.0000%  | 0.0000% | $1031847.13        | $829063.38         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30 | 2030-11-15      | 0.0000%  | 0.0000% | $368789.81         | $308888.39         | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30 | 2030-08-15      | 0.0000%  | 0.0000% | $45222.93          | $38230.74          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30 | 2030-05-15      | 0.0000%  | 0.0000% | $784713.38         | $669935.71         | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30 | 2030-02-15      | 0.0000%  | 0.0000% | $136942.68         | $118013.09         | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29 | 2029-11-15      | 0.0000%  | 0.0000% | $8891719.75        | $7744696.79        | U.S. Treasuries (including strips) |

### Security 154: RBC Dominion Securities Inc.

- **C.1 - Title:** R.b.c. Dominion Securities Cor Repo - 01dec25 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0ZS8, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1D0ZS8_4.08_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 2024-117 FH     | 2054-07-20      | 5.3989%  | 0.0000% | $5781838.63        | $5813764.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-084 FA     | 2054-05-20      | 5.2289%  | 0.0000% | $323428.08         | $324908.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FG     | 2055-05-20      | 5.4989%  | 0.0000% | $159.01            | $160.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $106.94            | $95.43             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FE     | 2055-04-20      | 5.1489%  | 0.0000% | $681.24            | $682.26            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FH     | 2055-01-20      | 5.3989%  | 0.0000% | $1361379.82        | $1367410.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 5.3989%  | 0.0000% | $8026877.94        | $8070518.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA     | 2053-04-20      | 4.9989%  | 0.0000% | $89.95             | $89.83             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $832.87            | $700.73            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-223 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $254.83            | $214.21            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $121.58            | $100.65            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $773.84            | $679.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FC     | 2055-07-20      | 5.1989%  | 0.0000% | $165.79            | $166.54            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLFA1503 | 2053-09-01      | 6.0000%  | 0.0000% | $139.53            | $144.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7865 | 2055-01-01      | 5.5000%  | 0.0000% | $158730.21         | $161562.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1146 | 2052-03-01      | 3.0000%  | 0.0000% | $116.69            | $106.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4961 | 2055-10-01      | 5.5000%  | 0.0000% | $158.44            | $161.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4534 | 2055-09-01      | 6.5000%  | 0.0000% | $1785570.26        | $1872347.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3266 | 2055-08-01      | 6.5000%  | 0.0000% | $172122.22         | $183678.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3213 | 2055-09-01      | 6.0000%  | 0.0000% | $1185852.30        | $1238518.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2390 | 2055-09-01      | 6.0000%  | 0.0000% | $158.23            | $164.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ2149 | 2055-09-01      | 5.0000%  | 0.0000% | $158.01            | $159.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1917 | 2055-09-01      | 6.5000%  | 0.0000% | $214500.53         | $225238.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1518 | 2055-08-01      | 5.5000%  | 0.0000% | $166714.76         | $172421.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1186 | 2055-08-01      | 6.0000%  | 0.0000% | $143547.75         | $149933.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7334 | 2055-07-01      | 5.5000%  | 0.0000% | $588714.61         | $607356.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4270 | 2055-05-01      | 6.5000%  | 0.0000% | $136263.53         | $144377.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  | 0.0000% | $39.65             | $40.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2239 | 2038-08-01      | 4.5000%  | 0.0000% | $34.55             | $35.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA1427 | 2033-03-01      | 3.0000%  | 0.0000% | $31.93             | $31.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY8318 | 2053-08-01      | 6.0000%  | 0.0000% | $117.37            | $120.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY4993 | 2053-06-01      | 6.0000%  | 0.0000% | $122.28            | $126.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4785 | 2053-07-01      | 6.5000%  | 0.0000% | $612009.00         | $656628.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY1255 | 2053-05-01      | 6.0000%  | 0.0000% | $119.72            | $125.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  | 0.0000% | $108.54            | $112.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | 0.0000% | $12577.76          | $12639.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX0433 | 2052-11-01      | 6.0000%  | 0.0000% | $95.04             | $99.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9927 | 2052-10-01      | 5.5000%  | 0.0000% | $155412.85         | $158812.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2769 | 2055-05-01      | 6.5000%  | 0.0000% | $155.80            | $163.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786326 C     | 2052-08-20      | 5.5000%  | 0.0000% | $130.60            | $133.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783656 M     | 2042-05-20      | 4.0000%  | 0.0000% | $223160.76         | $219047.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0288 C     | 2055-10-20      | 6.5000%  | 0.0000% | $840298.37         | $857900.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8681 | 2052-03-01      | 3.0000%  | 0.0000% | $87851.41          | $79376.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $10084.04          | $9039.34           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | 0.0000% | $273274.09         | $259479.49         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G67721 G | 2049-04-01      | 4.5000%  | 0.0000% | $7741.19           | $7753.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $131.63            | $134.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $248.05            | $253.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $9071.49           | $8438.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $127.65            | $128.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $1412.05           | $1334.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7501 | 2049-07-01      | 4.0000%  | 0.0000% | $37.73             | $36.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7518 | 2050-06-01      | 3.0000%  | 0.0000% | $69.36             | $63.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7478 | 2055-01-01      | 6.0000%  | 0.0000% | $1333729.65        | $1386985.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $2449.36           | $2301.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $5479.03           | $5097.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM4151 | 2032-06-01      | 2.5000%  | 0.0000% | $29.14             | $28.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM3663 | 2047-04-01      | 3.0000%  | 0.0000% | $33468.97          | $30714.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $26.66             | $25.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I6BF0497 | 2060-07-01      | 3.0000%  | 0.0000% | $1417162.22        | $1245030.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5526 | 2055-12-01      | 6.0000%  | 0.0000% | $131910.95         | $136003.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4946 | 2055-11-01      | 5.5000%  | 0.0000% | $572487.46         | $587521.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4681 | 2055-11-01      | 6.5000%  | 0.0000% | $486222.70         | $516167.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2893 | 2055-11-01      | 5.5000%  | 0.0000% | $1333597.62        | $1366664.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2892 | 2055-11-01      | 5.5000%  | 0.0000% | $968279.05         | $991541.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2401 | 2055-11-01      | 5.5000%  | 0.0000% | $429213.33         | $439525.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0450 | 2055-10-01      | 6.0000%  | 0.0000% | $736665.91         | $760828.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6618 | 2055-09-01      | 6.0000%  | 0.0000% | $1585544.65        | $1645693.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE7172 | 2055-08-01      | 7.0000%  | 0.0000% | $599920.60         | $648496.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6296 | 2055-10-01      | 6.0000%  | 0.0000% | $158.73            | $165.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0624 | 2055-05-01      | 6.0000%  | 0.0000% | $158.53            | $164.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $20420289.59       | $17093109.71       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $32363576.46       | $31141527.81       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $489.74            | $471.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6711 M     | 2050-06-20      | 3.5000%  | 0.0000% | $38.70             | $35.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $17864560.85       | $16615917.37       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $16.05             | $14.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $5736804.70        | $5745811.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $15.77             | $15.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $17.77             | $17.31             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $16.38             | $15.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $23.95             | $22.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $914220.95         | $930175.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | 0.0000% | $147.95            | $150.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | 0.0000% | $145.36            | $149.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  | 0.0000% | $3076619.10        | $3225001.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL2951 | 2052-05-01      | 2.5000%  | 0.0000% | $157.48            | $137.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL2556 | 2055-09-01      | 5.0000%  | 0.0000% | $316.72            | $319.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL1466 | 2052-08-01      | 3.5000%  | 0.0000% | $155.98            | $145.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA2939 | 2027-03-01      | 3.0000%  | 0.0000% | $13846.26          | $13759.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2737 | 2046-09-01      | 3.0000%  | 0.0000% | $1318020.44        | $1210437.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  | 0.0000% | $459609.30         | $472717.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS7616 | 2052-05-01      | 4.0000%  | 0.0000% | $134.29            | $130.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6478 | 2051-10-01      | 2.5000%  | 0.0000% | $136.26            | $117.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $121.49            | $124.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | 0.0000% | $889407.75         | $939669.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5544 | 2053-02-01      | 4.5000%  | 0.0000% | $125.73            | $125.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5262 | 2053-02-01      | 4.5000%  | 0.0000% | $128.88            | $128.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3834 | 2052-09-01      | 4.5000%  | 0.0000% | $549434.90         | $549151.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $111.79            | $106.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $40633.23          | $36304.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $132.91            | $123.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2296 | 2052-01-01      | 3.5000%  | 0.0000% | $107.88            | $100.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2031 | 2052-05-01      | 3.5000%  | 0.0000% | $121.46            | $113.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1922 | 2052-04-01      | 2.5000%  | 0.0000% | $2382540.97        | $2049852.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1885 | 2052-02-01      | 2.5000%  | 0.0000% | $131.65            | $112.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1448 | 2052-04-01      | 4.0000%  | 0.0000% | $105.97            | $102.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0030 | 2051-04-01      | 2.5000%  | 0.0000% | $129.50            | $110.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9668 | 2051-11-01      | 2.0000%  | 0.0000% | $4909475.35        | $4056640.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9494 | 2051-11-01      | 2.5000%  | 0.0000% | $120.16            | $104.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9042 | 2048-11-01      | 4.0000%  | 0.0000% | $94404.64          | $91674.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4946 | 2048-09-01      | 5.0000%  | 0.0000% | $45473.07          | $46149.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $6689098.26        | $5834679.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4162 | 2050-08-01      | 3.0000%  | 0.0000% | $77.49             | $70.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3978 | 2050-07-01      | 4.0000%  | 0.0000% | $43.65             | $42.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3279 | 2045-10-01      | 3.5000%  | 0.0000% | $12109792.90       | $11601593.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2972 | 2044-12-01      | 4.0000%  | 0.0000% | $53.14             | $52.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3493 | 2035-05-01      | 3.5000%  | 0.0000% | $42.51             | $42.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3241 | 2054-05-01      | 6.0000%  | 0.0000% | $159.26            | $166.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $9082.43           | $8521.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  | 0.0000% | $77.55             | $69.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTSC0340 | 2042-09-01      | 3.0000%  | 0.0000% | $12605.10          | $11872.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  | 0.0000% | $269891.50         | $283114.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZT1550 | 2032-07-01      | 2.5000%  | 0.0000% | $5292.01           | $5137.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZS9068 | 2034-01-01      | 3.5000%  | 0.0000% | $6948.05           | $6850.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $5856.39           | $5814.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0532 | 2042-06-01      | 4.0000%  | 0.0000% | $28.14             | $27.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2161 | 2046-12-01      | 3.0000%  | 0.0000% | $298723.41         | $274339.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2601 | 2047-02-01      | 4.0000%  | 0.0000% | $76940.24          | $75500.07          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04038 G | 2042-06-01      | 3.5000%  | 0.0000% | $5066.07           | $4892.01           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30567 G | 2031-12-01      | 4.5000%  | 0.0000% | $47.05             | $47.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4804 | 2049-12-01      | 3.5000%  | 0.0000% | $49.12             | $46.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7794 | 2052-08-01      | 5.0000%  | 0.0000% | $7975945.54        | $8107444.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2707 | 2055-07-01      | 6.0000%  | 0.0000% | $155.24            | $160.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  | 0.0000% | $148.82            | $147.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  | 0.0000% | $150781.90         | $152363.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9664 | 2054-12-01      | 5.5000%  | 0.0000% | $144.46            | $147.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9479 | 2054-11-01      | 5.5000%  | 0.0000% | $143.23            | $148.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | 0.0000% | $5496245.40        | $5728923.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  | 0.0000% | $144.21            | $150.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $526216.39         | $551954.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8175 | 2054-03-01      | 6.5000%  | 0.0000% | $511.87            | $540.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  | 0.0000% | $640508.46         | $656240.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6931 | 2053-08-01      | 6.5000%  | 0.0000% | $125.94            | $133.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2285 | 2055-03-01      | 6.5000%  | 0.0000% | $159.11            | $167.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1622 | 2055-05-01      | 5.5000%  | 0.0000% | $956135.18         | $978666.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8715 | 2055-03-01      | 5.5000%  | 0.0000% | $157.44            | $161.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7616 | 2055-03-01      | 6.5000%  | 0.0000% | $343030.32         | $365423.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7524 | 2055-02-01      | 6.5000%  | 0.0000% | $124.09            | $131.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5710 | 2055-01-01      | 5.5000%  | 0.0000% | $217530.19         | $224190.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  | 0.0000% | $1379245.71        | $1418630.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $1191860.15        | $1225768.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $259174.31         | $248128.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  | 0.0000% | $400641.07         | $385637.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU8890 | 2052-04-01      | 2.5000%  | 0.0000% | $134.86            | $115.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5598 | 2045-01-01      | 5.5000%  | 0.0000% | $1444427.69        | $1479586.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $312900.69         | $314110.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $127.41            | $125.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $11037.13          | $10885.74          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $26.84             | $26.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4231 | 2050-09-01      | 2.5000%  | 0.0000% | $6675858.11        | $5750150.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6089 M     | 2049-08-20      | 3.0000%  | 0.0000% | $6871.92           | $6264.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3984 | 2035-04-01      | 2.5000%  | 0.0000% | $29.07             | $27.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  | 0.0000% | $8798509.40        | $7666097.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1317 | 2048-10-01      | 4.0000%  | 0.0000% | $32.84             | $32.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2837 | 2038-12-01      | 4.5000%  | 0.0000% | $471615.88         | $477404.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $3479495.59        | $3584332.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6808 | 2052-02-01      | 3.0000%  | 0.0000% | $7967.27           | $7177.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9023 | 2054-08-01      | 6.5000%  | 0.0000% | $596078.39         | $632203.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $10008.78          | $9304.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS9091 | 2049-09-01      | 3.5000%  | 0.0000% | $142.62            | $135.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  | 0.0000% | $33014.62          | $30676.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8067 | 2050-06-01      | 2.5000%  | 0.0000% | $62.08             | $53.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA4697 | 2042-08-01      | 4.0000%  | 0.0000% | $110.11            | $109.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB5093 | 2050-11-01      | 2.5000%  | 0.0000% | $102.11            | $89.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  | 0.0000% | $141.07            | $145.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1086 | 2054-06-01      | 6.5000%  | 0.0000% | $136.52            | $143.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL0918 | 2053-04-01      | 4.5000%  | 0.0000% | $157.63            | $155.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0436 | 2054-05-01      | 5.5000%  | 0.0000% | $296.46            | $304.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0386 | 2054-02-01      | 6.0000%  | 0.0000% | $137.51            | $141.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0773 | 2054-04-01      | 5.0000%  | 0.0000% | $258.60            | $262.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0771 | 2054-03-01      | 6.0000%  | 0.0000% | $282.60            | $293.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9225 | 2055-11-01      | 5.5000%  | 0.0000% | $160.00            | $162.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9189 | 2055-11-01      | 5.0000%  | 0.0000% | $159.84            | $160.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8452 | 2055-11-01      | 6.5000%  | 0.0000% | $705189.84         | $741990.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ8257 | 2055-11-01      | 4.5000%  | 0.0000% | $158.47            | $156.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ8104 | 2055-11-01      | 5.5000%  | 0.0000% | $776020.16         | $789820.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7858 | 2055-11-01      | 5.5000%  | 0.0000% | $160.00            | $163.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7683 | 2055-11-01      | 5.5000%  | 0.0000% | $159.10            | $162.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ7461 | 2055-11-01      | 6.0000%  | 0.0000% | $213852.68         | $223366.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ7447 | 2055-11-01      | 6.0000%  | 0.0000% | $158.34            | $164.71            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783516 X     | 2040-10-15      | 4.0000%  | 0.0000% | $348740.61         | $341792.65         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 786993 X     | 2040-08-15      | 5.5000%  | 0.0000% | $103.30            | $108.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQZ7350 | 2055-11-01      | 7.0000%  | 0.0000% | $1145703.91        | $1217125.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  | 0.0000% | $144.42            | $147.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  | 0.0000% | $105.23            | $108.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1109 | 2051-07-01      | 2.0000%  | 0.0000% | $113.94            | $94.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  | 0.0000% | $94.34             | $86.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | 0.0000% | $106.01            | $88.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7294 | 2050-10-01      | 2.5000%  | 0.0000% | $3524504.14        | $3074301.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6977 | 2050-09-01      | 2.0000%  | 0.0000% | $7388098.02        | $6101844.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6631 | 2050-08-01      | 2.0000%  | 0.0000% | $11432911.87       | $9523364.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6582 | 2050-08-01      | 2.5000%  | 0.0000% | $16987678.00       | $14812473.78       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7994 | 2055-11-01      | 5.5000%  | 0.0000% | $150885.84         | $155110.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6931 | 2055-11-01      | 5.5000%  | 0.0000% | $287951.77         | $294494.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6882 | 2055-11-01      | 5.5000%  | 0.0000% | $162.37            | $167.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6479 | 2055-10-01      | 6.0000%  | 0.0000% | $158.60            | $164.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6098 | 2055-10-01      | 6.0000%  | 0.0000% | $985941.46         | $1029014.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4964 | 2055-10-01      | 5.5000%  | 0.0000% | $87721.07          | $89673.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $2484046.77        | $2529517.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  | 0.0000% | $245462.67         | $227448.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6765 | 2053-12-01      | 6.5000%  | 0.0000% | $393437.97         | $418132.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4183 | 2055-05-01      | 6.5000%  | 0.0000% | $1720282.35        | $1805348.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA3439 | 2053-11-01      | 6.5000%  | 0.0000% | $1195527.77        | $1244442.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $939.01            | $898.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ2115 | 2055-09-01      | 5.0000%  | 0.0000% | $157.44            | $158.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2900 | 2055-09-01      | 6.0000%  | 0.0000% | $2754410.20        | $2868007.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  | 0.0000% | $2889634.87        | $2942529.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5920 | 2045-12-01      | 5.0000%  | 0.0000% | $158.73            | $160.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8359 C     | 2055-02-20      | 6.5000%  | 0.0000% | $46095.85          | $48243.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9594 | 2055-08-01      | 6.0000%  | 0.0000% | $158.12            | $163.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8371 | 2050-03-01      | 3.5000%  | 0.0000% | $36716.76          | $34682.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $2174632.26        | $2241263.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $3691034.79        | $3805641.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $722335.54         | $737189.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $1348292.36        | $1331471.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CKBU4849 | 2054-07-01      | 6.5000%  | 0.0000% | $1301147.94        | $1338546.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ6629 | 2051-10-01      | 2.5000%  | 0.0000% | $1438370.51        | $1248548.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA3490 | 2033-10-01      | 4.0000%  | 0.0000% | $14457.36          | $14542.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CKMA0185 | 2039-08-01      | 5.5000%  | 0.0000% | $5.87              | $5.94              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB8900 | 2043-04-01      | 3.5000%  | 0.0000% | $5118.00           | $4904.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB6076 | 2042-09-01      | 3.5000%  | 0.0000% | $704924.30         | $675991.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB3658 | 2041-10-01      | 3.5000%  | 0.0000% | $4688.29           | $4503.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995067 | 2036-09-01      | 6.0000%  | 0.0000% | $25337.84          | $26502.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.600 CA908287 | 2036-12-01      | 5.6000%  | 0.0000% | $19.90             | $20.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL908133 | 2036-11-01      | 8.0000%  | 0.0000% | $2.88              | $3.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CI890790 | 2032-08-01      | 3.0000%  | 0.0000% | $24.75             | $24.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $13.14             | $12.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA8158 | 2054-03-01      | 5.5000%  | 0.0000% | $822.57            | $837.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1506 | 2055-11-01      | 5.0000%  | 0.0000% | $974.69            | $982.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0564 | 2055-06-01      | 5.5000%  | 0.0000% | $160.92            | $166.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ8741 | 2055-11-01      | 5.5000%  | 0.0000% | $286558.73         | $292981.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3112 | 2055-05-01      | 5.5000%  | 0.0000% | $1087822.93        | $1107234.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9901 | 2055-11-01      | 5.5000%  | 0.0000% | $1360909.21        | $1389584.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1509 | 2055-11-01      | 5.0000%  | 0.0000% | $69258.02          | $70241.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9407 | 2055-11-01      | 5.5000%  | 0.0000% | $229760.95         | $237181.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0885 | 2055-10-01      | 6.0000%  | 0.0000% | $158.73            | $163.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  | 0.0000% | $124949036.51      | $125469824.09      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8768 | 2055-11-01      | 5.5000%  | 0.0000% | $158.73            | $161.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9145 | 2055-11-01      | 5.0000%  | 0.0000% | $1167095.87        | $1171375.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5901 | 2054-04-01      | 6.5000%  | 0.0000% | $131.34            | $139.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $539592.61         | $565490.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5367 | 2054-04-01      | 5.5000%  | 0.0000% | $11139.94          | $11461.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3382 | 2053-06-01      | 5.0000%  | 0.0000% | $139.08            | $140.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3200 | 2053-06-01      | 6.0000%  | 0.0000% | $6143.04           | $6349.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2879 | 2052-08-01      | 3.0000%  | 0.0000% | $81706.40          | $74236.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2361 | 2053-02-01      | 6.0000%  | 0.0000% | $91031.34          | $95700.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2138 | 2053-01-01      | 5.5000%  | 0.0000% | $23756.61          | $24484.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0849 | 2055-08-01      | 5.5000%  | 0.0000% | $389734.29         | $402075.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | 0.0000% | $151.07            | $154.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9454 | 2054-09-01      | 6.0000%  | 0.0000% | $7457017.25        | $7794432.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9042 | 2054-08-01      | 5.5000%  | 0.0000% | $5694932.11        | $5885507.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8793 | 2054-08-01      | 6.0000%  | 0.0000% | $160.03            | $164.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  | 0.0000% | $34796.22          | $35550.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $6851.53           | $6942.93           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $3.06              | $3.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6529 | 2055-04-01      | 6.5000%  | 0.0000% | $157.45            | $165.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2034 | 2055-01-01      | 6.5000%  | 0.0000% | $157.51            | $167.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  | 0.0000% | $885413.66         | $920798.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0457 | 2054-05-01      | 5.5000%  | 0.0000% | $155652.94         | $159788.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8509 | 2046-12-01      | 3.0000%  | 0.0000% | $809456.50         | $748892.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR1400 | 2043-01-01      | 3.5000%  | 0.0000% | $352929.87         | $341140.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAL4577 | 2034-01-01      | 4.5000%  | 0.0000% | $7539.38           | $7620.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ4044 | 2041-10-01      | 4.0000%  | 0.0000% | $18.25             | $18.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  | 0.0000% | $11.58             | $11.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  | 0.0000% | $1.01              | $1.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIQO3664 | 2040-05-01      | 5.5000%  | 0.0000% | $80562.24          | $83501.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9573 | 2053-08-01      | 5.5000%  | 0.0000% | $126.20            | $129.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  | 0.0000% | $1276974.60        | $1304199.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  | 0.0000% | $4475.40           | $4304.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | 0.0000% | $563921.81         | $506813.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6115 | 2051-10-01      | 2.5000%  | 0.0000% | $114.53            | $98.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5472 | 2054-09-01      | 6.5000%  | 0.0000% | $1091776.97        | $1136454.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $41398.27          | $38682.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3572 | 2049-09-01      | 4.5000%  | 0.0000% | $40.37             | $40.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  | 0.0000% | $232176.97         | $220127.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5503 | 2053-11-01      | 6.5000%  | 0.0000% | $114.23            | $122.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS9174 | 2052-08-01      | 3.0000%  | 0.0000% | $144.88            | $130.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $12.56             | $12.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3650 | 2029-04-01      | 3.5000%  | 0.0000% | $11.15             | $11.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX4207 | 2053-01-01      | 5.0000%  | 0.0000% | $123.51            | $125.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  | 0.0000% | $9616.01           | $9124.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2189 | 2048-08-01      | 4.0000%  | 0.0000% | $112426.75         | $110562.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  | 0.0000% | $300.24            | $303.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3166 | 2055-07-01      | 6.0000%  | 0.0000% | $96704.74          | $99709.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  | 0.0000% | $93.85             | $96.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1304 | 2055-08-01      | 6.0000%  | 0.0000% | $140881.89         | $145234.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $156.79            | $162.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX7195 | 2055-02-01      | 5.5000%  | 0.0000% | $163316.89         | $168353.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CTQK1717 | 2044-12-01      | 6.5000%  | 0.0000% | $155.00            | $161.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6042 | 2055-10-01      | 6.0000%  | 0.0000% | $410898.20         | $426919.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0775 | 2054-05-01      | 6.0000%  | 0.0000% | $130.91            | $135.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $15.18             | $14.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | 0.0000% | $4053393.46        | $4123237.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $386694.85         | $397696.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2250 | 2052-07-01      | 3.0000%  | 0.0000% | $586317.37         | $524882.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  | 0.0000% | $2544060.80        | $2627394.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTFS9626 | 2044-11-01      | 5.0000%  | 0.0000% | $11878.90          | $12172.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1210 | 2055-05-01      | 6.0000%  | 0.0000% | $1288026.85        | $1348274.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5658 | 2055-05-01      | 5.5000%  | 0.0000% | $151.24            | $154.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0565 | 2055-01-01      | 6.0000%  | 0.0000% | $846899.34         | $887028.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1318 C     | 2055-04-20      | 5.0000%  | 0.0000% | $308247.89         | $309889.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2950 | 2050-10-01      | 5.5000%  | 0.0000% | $157.42            | $161.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $224154.37         | $227624.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0690 | 2054-08-01      | 6.5000%  | 0.0000% | $150.87            | $157.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6965 | 2054-11-01      | 5.5000%  | 0.0000% | $287172.44         | $294488.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA2807 | 2049-01-01      | 4.0000%  | 0.0000% | $171813.74         | $167590.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2475 | 2055-05-01      | 6.0000%  | 0.0000% | $3243812.75        | $3365822.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ5606 | 2055-09-01      | 4.5000%  | 0.0000% | $142.02            | $140.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2096 | 2055-10-01      | 6.0000%  | 0.0000% | $1029818.41        | $1076733.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6233 | 2055-12-01      | 5.5000%  | 0.0000% | $160.16            | $164.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ8843 | 2055-11-01      | 5.5000%  | 0.0000% | $1466173.81        | $1492337.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB9090 | 2051-02-01      | 2.0000%  | 0.0000% | $12228.14          | $10003.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8440 | 2052-08-01      | 4.5000%  | 0.0000% | $622066.39         | $614946.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5250 | 2042-05-01      | 3.5000%  | 0.0000% | $4856.29           | $4675.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  | 0.0000% | $99.75             | $95.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785731 C     | 2051-10-20      | 3.0000%  | 0.0000% | $4350704.70        | $3899023.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  | 0.0000% | $14.49             | $12.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $274.46            | $267.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4854 | 2052-11-01      | 2.5000%  | 0.0000% | $249315.00         | $214231.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $730178.03         | $601418.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $90.42             | $82.20             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $231851.71         | $215472.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $5483.57           | $5035.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9887 | 2052-10-01      | 5.0000%  | 0.0000% | $120.03            | $120.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $19144.12          | $17266.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $450029.28         | $432802.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | 0.0000% | $50434.04          | $51643.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6740 | 2053-07-01      | 5.5000%  | 0.0000% | $1498931.59        | $1539554.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $50598.70          | $52038.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CT890756 | 2035-12-01      | 3.0000%  | 0.0000% | $11459.38          | $10913.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $1032418.25        | $1054803.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $2532639.01        | $2361820.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZA3588 | 2042-09-01      | 4.0000%  | 0.0000% | $4661.89           | $4598.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $121.44            | $122.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2252 | 2052-08-01      | 3.5000%  | 0.0000% | $129.38            | $120.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4104 | 2054-04-01      | 6.0000%  | 0.0000% | $583136.07         | $610844.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 08.500 CLZJ4957 | 2031-01-01      | 8.5000%  | 0.0000% | $4174.36           | $4286.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8278 | 2039-01-01      | 5.5000%  | 0.0000% | $42631.77          | $43831.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  | 0.0000% | $276238.03         | $228140.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ6901 | 2054-10-01      | 6.5000%  | 0.0000% | $604862.23         | $648020.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQJ4650 | 2054-09-01      | 7.5000%  | 0.0000% | $196058.09         | $210138.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQF5938 | 2053-01-01      | 2.5000%  | 0.0000% | $6538.07           | $5604.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF0348 | 2052-09-01      | 4.0000%  | 0.0000% | $2331.12           | $2261.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE2104 | 2052-05-01      | 3.5000%  | 0.0000% | $116.39            | $108.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  | 0.0000% | $4745690.02        | $5018780.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA3607 | 2050-09-01      | 3.0000%  | 0.0000% | $48688.19          | $44269.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $58046.69          | $52666.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4938 | 2050-01-01      | 3.0000%  | 0.0000% | $1832244.24        | $1665088.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7603 | 2049-01-01      | 3.0000%  | 0.0000% | $943275.52         | $869266.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB0453 | 2054-05-01      | 5.0000%  | 0.0000% | $155.62            | $156.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2441 | 2047-01-01      | 3.5000%  | 0.0000% | $931991.68         | $889316.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 3PQU8186 | 2054-07-01      | 6.5000%  | 0.0000% | $445404.29         | $461326.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $17.20             | $16.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $217671.91         | $187658.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $6016.29           | $6189.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4340 | 2051-05-01      | 2.0000%  | 0.0000% | $13522.84          | $10844.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $19653.54          | $17675.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNMA4263 | 2031-02-01      | 1.5000%  | 0.0000% | $18317.61          | $17398.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $119.35            | $93.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  | 0.0000% | $93.88             | $77.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $56.10             | $48.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | 0.0000% | $151902.03         | $125212.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  | 0.0000% | $19.17             | $18.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA3953 | 2030-03-01      | 2.5000%  | 0.0000% | $4805.11           | $4684.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3891 | 2040-01-01      | 3.5000%  | 0.0000% | $26.13             | $25.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $22.66             | $22.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $68324.29          | $64794.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  | 0.0000% | $16.04             | $15.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3465 | 2038-09-01      | 4.0000%  | 0.0000% | $702329.46         | $697859.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  | 0.0000% | $113281.98         | $110498.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3006 | 2032-05-01      | 3.5000%  | 0.0000% | $36171.04          | $35949.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1356 | 2055-05-01      | 6.0000%  | 0.0000% | $8051005.17        | $8378777.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1130 | 2054-12-01      | 5.0000%  | 0.0000% | $160.77            | $162.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $16319251.21       | $16387726.79       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $630970.72         | $633633.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7306 C     | 2055-11-20      | 5.5000%  | 0.0000% | $176352.38         | $181190.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7983 C     | 2055-11-20      | 6.0000%  | 0.0000% | $167440.00         | $173728.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3593 C     | 2055-04-20      | 6.5000%  | 0.0000% | $5617.31           | $5879.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW5983 C     | 2050-07-20      | 3.5000%  | 0.0000% | $1803.12           | $1716.48           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP2704       | 2067-03-15      | 5.5800%  | 0.0000% | $158.73            | $167.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $1327.60           | $1268.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  | 0.0000% | $140.34            | $140.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8798 M     | 2053-04-20      | 4.0000%  | 0.0000% | $9921.62           | $9543.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $170.13            | $175.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $47394.35          | $47829.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $7108484.14        | $7277836.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $7653028.85        | $7581052.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $1776166.95        | $1610823.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $64526.91          | $58505.00          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P50049 G | 2029-08-01      | 6.5000%  | 0.0000% | $1.00              | $1.02              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $19.64             | $20.23             | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $2.16              | $2.22              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $40.05             | $40.89             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $165.88            | $167.14            | Agency Mortgage-Backed Securities         |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  | 0.0000% | $238.10            | $237.76            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $31.75             | $22.86             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $18095.24          | $13414.17          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $174.60            | $126.32            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $7587.30           | $5574.50           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $22.11             | $19.08             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $22.41             | $17.15             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $15.87             | $15.96             | U.S. Treasuries (including strips)        |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  | 0.0000% | $347380.95         | $344379.58         | U.S. Treasuries (including strips)        |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $31.75             | $31.56             | U.S. Treasuries (including strips)        |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  | 0.0000% | $1877777.78        | $1872013.00        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $8750523.81        | $9131430.53        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $8176190.48        | $5926286.48        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $1528920.63        | $1093300.92        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $14984.13          | $11388.26          | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/34        | 2034-02-15      | 0.0000%  | 0.0000% | $9.41              | $6.78              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $158.73            | $103.91            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $236507.94         | $235556.94         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $494238.10         | $514525.92         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $47.62             | $50.19             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $158.73            | $159.66            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $158.73            | $161.61            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $15.87             | $12.31             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $158.73            | $163.99            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $317.46            | $220.72            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  | 0.0000% | $9829328.79        | $10124058.08       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $158.73            | $162.53            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $3503492.06        | $3684434.48        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  | 0.0000% | $15.87             | $16.87             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $15.87             | $16.31             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $269.84            | $278.25            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $6460698.41        | $6726096.77        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | 0.0000% | $310799.61         | $295747.52         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $206.35            | $181.67            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $476.19            | $453.86            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $10603.17          | $10462.98          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | 0.0000% | $1012.55           | $1002.32           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $15.87             | $15.12             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $15.87             | $15.04             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $252428.57         | $258894.73         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $15.87             | $14.79             | U.S. Treasuries (including strips)        |

### Security 155: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D1369, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1D1369_4.09_1201
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  | 0.0000% | $2046833.34        | $2197271.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $2466549.65        | $2492288.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4637 | 2052-09-01      | 6.0000%  | 0.0000% | $140.36            | $145.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  | 0.0000% | $3959391.65        | $3556705.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  | 0.0000% | $107225.20         | $104751.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV6962 | 2044-07-01      | 4.0000%  | 0.0000% | $9.96              | $9.83              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  | 0.0000% | $11.66             | $11.46             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  | 0.0000% | $3129.61           | $3001.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  | 0.0000% | $4.33              | $4.31              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $7557070.03        | $7608677.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $7229024.39        | $7353761.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  | 0.0000% | $194028.62         | $186064.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  | 0.0000% | $52792.10          | $51869.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAT7753 | 2028-07-01      | 2.5000%  | 0.0000% | $27027.80          | $26582.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  | 0.0000% | $584185.97         | $592872.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  | 0.0000% | $386140.72         | $376397.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $6495311.27        | $6542337.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  | 0.0000% | $1635781.45        | $1657602.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $7042299.01        | $7190363.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $7534587.06        | $7253991.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $3978937.34        | $4058798.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  | 0.0000% | $30059314.59       | $30902718.84       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $4319964.03        | $4350799.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $7363672.57        | $7272547.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $7212091.93        | $7123599.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  | 0.0000% | $10141473.54       | $10061244.34       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  | 0.0000% | $40.75             | $40.60             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0865 | 2055-08-01      | 6.0000%  | 0.0000% | $4115.98           | $4313.55           | Agency Mortgage-Backed Securities  |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $49279953.75       | $36981637.78       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2025-12-05

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer